Oliviero-Durmus Alain, Janati Yazid, Moulines Eric, Pereyra Marcelo, Reich Sebastian
Centre de Mathématiques Appliquées, Ecole Polytechnique, Palaiseau, Île-de-France, France.
Ecole Polytechnique, Palaiseau, Île-de-France, France.
Philos Trans A Math Phys Eng Sci. 2025 Jun 19;383(2299):20240334. doi: 10.1098/rsta.2024.0334.
This special issue addresses Bayesian inverse problems using data-driven priors derived from deep generative models (DGMs) and the convergence of generative modelling techniques and Bayesian inference methods. Conventional Bayesian priors often fail to accurately capture the properties and the underlying geometry of complex, real-world data distributions. In contrast, deep generative models (DGMs), which include generative adversarial networks (GANs), variational auto-encoders (VAEs), normalizing flows and diffusion models (DMs), have demonstrated tremendous success in capturing detailed data representations learned directly from empirical observations. As a result, these models produce priors endowed with superior accuracy, increased perceptual realism and enhanced capacities for uncertainty quantification within inverse problem contexts. This paradigm emerged in the late 2010s, when pioneering efforts were made to explicitly formulate Bayesian inverse problems using conditional Wasserstein generative adversarial networks (GANs). These advances have greatly improved methods for quantifying uncertainties, especially in large-scale imaging applications. Building on these fundamental insights, posterior sampling techniques utilizing DMs have demonstrated remarkable efficiency and robustness, highlighting their potential to effectively tackle complex and diverse inverse problems. The articles collected herein provide essential theoretical breakthroughs and significant algorithmic innovations, collectively demonstrating how deep generative priors mitigate traditional limitations and profoundly enrich both the practical applicability and theoretical foundations of Bayesian inversion.This article is part of the theme issue 'Generative modelling meets Bayesian inference: a new paradigm for inverse problems'.
本期特刊探讨了使用从深度生成模型(DGM)导出的数据驱动先验以及生成建模技术与贝叶斯推理方法的融合来解决贝叶斯逆问题。传统的贝叶斯先验往往无法准确捕捉复杂现实世界数据分布的特性和潜在几何结构。相比之下,包括生成对抗网络(GAN)、变分自编码器(VAE)、归一化流和扩散模型(DM)在内的深度生成模型(DGM)在捕捉直接从经验观察中学到的详细数据表示方面取得了巨大成功。因此,这些模型产生的先验在逆问题背景下具有更高的准确性、增强的感知真实性和更强的不确定性量化能力。这种范式出现在2010年代后期,当时人们率先努力使用条件瓦瑟斯坦生成对抗网络(GAN)来明确表述贝叶斯逆问题。这些进展极大地改进了不确定性量化方法,尤其是在大规模成像应用中。基于这些基本见解,利用DM的后验采样技术已证明具有显著的效率和鲁棒性,突出了它们有效解决复杂多样逆问题的潜力。本文集收录的文章提供了重要的理论突破和重大的算法创新,共同展示了深度生成先验如何减轻传统局限性,并深刻丰富了贝叶斯反演的实际适用性和理论基础。本文是“生成建模与贝叶斯推理相遇:逆问题的新范式”主题特刊的一部分。