stat.MLMar 16, 2026

Preconditioned One-Step Generative Modeling for Bayesian Inverse Problems in Function Spaces

Authors: Zilan Cheng, Li-Lian Wang, Zhongjian Wang

Organizations: Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University, 637371, Singapore.

Abstract

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 64×6464\times64 posterior sample in ∼10−3\sim 10^{-3}s, avoiding repeated forward-model evaluations in MCMC and repeated network evaluations in multistep generative samplers while matching key posterior summaries.

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