Preconditioned One-Step Generative Modeling for Bayesian Inverse Problems in Function Spaces
About
We propose a machine-learning algorithm for Bayesian inverse problems in the function-space regime. Based on one-step generative transport, the method learns an amortized neural operator whose pushforward of a Gaussian source approximates the posterior distribution conditioned on each new observation. We show that white-noise sources are incompatible with the function-space limit, and therefore adopt a prior-aligned GRF as the source. We justify this choice through the Lipschitz regularity of the resulting one-step conditional posterior transport and numerical experiments on linear inverse and PDE-based inverse problems. The method is not distilled from MCMC: it is trained only with prior samples and simulated partial noisy observations. Once trained, it generates a $64\times64$ posterior sample in $\sim 10^{-3}$s, avoiding repeated forward-model evaluations in MCMC and repeated network evaluations in multistep generative samplers while matching key posterior summaries.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Posterior Sampling | Advection | Time per Sample (s)3.5 | 6 | |
| Posterior Sampling | Darcy | Time per Sample (s)3.5 | 6 | |
| Posterior Sampling | Reaction-diffusion | Time per Sample (s)3.5 | 6 | |
| Posterior Sampling | Navier-Stokes | Time per Sample (s)3.5 | 6 |