Abstract
We propose latent-space diffusion posterior sampling (L-DPS), an approximate Bayesian framework for high-dimensional inverse problems governed by partial differential equations (PDEs). The method addresses three challenges in PDE-constrained inversion: implicit sample-based priors without tractable densities, high-dimensional spatially distributed parameters, and the high cost of repeated forward-model evaluations during posterior sampling. L-DPS combines a variational autoencoder, an unconditional latent diffusion model, diffusion posterior sampling, and a differentiable neural surrogate. The VAE maps the parameter field to a lower-dimensional latent space, the diffusion model learns an implicit prior score in this latent space, and DPS combines this learned prior with likelihood-based guidance. The likelihood gradient is evaluated through the decoder-surrogate composition, avoiding repeated calls to the full numerical PDE solver. We evaluate the method on an inverse Darcy flow problem with an unknown spatially distributed permeability field inferred from sparse and noisy pressure observations. L-DPS produces accurate and robust inverse solutions, reduces inference cost relative to full-space DPS, and outperforms amortized inverse baselines such as conditional latent diffusion and inverse FNO in sparse and noisy regimes. We further compare L-DPS with a KLE-MAP baseline and study mixed-prior generalization and the sensitivity of inversion accuracy to surrogate forward-model error.
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