Technology
Flow-based generative models for amortized Bayesian inference in regression and inverse PDE problems
Key Points
Announce Type: new Abstract: Bayesian inference provides a principled framework for uncertainty quantification in scientific machine learning. However, conventional Bayesian approaches usually require solving a new inference problem for each observation set, causing substantial computational costs that hinder real-time applications like online monitoring and digital twins. Furthermore, inferring over infinite-dimensional function spaces with varying observation sets poses major challenges...
arXiv:2606.10370v1 Announce Type: new
Abstract: Bayesian inference provides a principled framework for uncertainty quantification in scientific machine learning. However, conventional Bayesian approaches usually require solving a new inference problem for each observation set, causing substantial computational costs that hinder real-time applications like online monitoring and digital twins. Furthermore, inferring over infinite-dimensional function spaces with varying observation sets poses major challenges for existing amortized inference methods. In this work, we propose Flow-ABI, a flow-based generative framework for amortized Bayesian inference in regression and inverse partial differential equation (PDE) problems. It consists of two components: (i) a functional prior model that learns expressive priors from historical data and physical knowledge through flow matching, and (ii) a set-conditioned functional posterior sampler mapping observation sets to functional posterior distributions. The learned posterior model naturally accommodates varying, permutation-invariant observation sets, and generalizes across different observation discretizations. Once trained, Flow-ABI enables near-real-time posterior sampling for previously unseen observations without retraining or iterative optimization. The proposed methodology can be seamlessly integrated with a wide class of scientific machine learning frameworks, including physics-informed neural networks and neural operators, for uncertainty-aware inverse PDE modeling. Experiments demonstrate that Flow-ABI accurately captures both Gaussian and non-Gaussian posterior distributions while achieving over two-order-of-magnitude speedups relative to the gold-standard Bayesian inference method, Hamiltonian Monte Carlo. These results show Flow-ABI is an effective, scalable, and computationally efficient framework for uncertainty quantification in scientific machine learning.