Flow Matching for Fast Posterior Sampling in Bayesian Inverse Problems

Abstract:Sampling from the posterior is the central task of computational Bayesian inverse problems. The standard workhorse in Bayesian inference - Markov chain Monte Carlo (MCMC) - is sequential, yields correlated samples, and must be rerun for each observation. Conditional flow matching offers an amortized alternative: a transport map, trained once on joint samples of parameter and data, that yields independent approximate posterior samples for any observation at negligible online cost, without new likelihood evaluations. We give a careful, MCMC-literate assessment of flow matching for PDE-based inverse problems with function-valued parameters. Exploiting the flow's tractable density, we derive computable accuracy estimates of the underlying approximate posterior in total-variation distance and Kullback-Leibler divergence and, moreover, propose a hybrid sampler that is asymptotically exact by Metropolization. We validate the accuracy estimates and demonstrate the amortization in several numerical examples, including electrical impedance tomography and a likelihood-free Lotka-Volterra model.

Numerical Analysis (math.NA); Machine Learning (cs.LG); Computation (stat.CO)

arXiv:2610.02377 [math.NA]

(or arXiv:2610.02377v1 [math.NA] for this version)

https://doi.org/10.48550/arXiv.2610.02377 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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