Posterior Sampling

This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive error, (2) the problem is ill-posed and regularization relies on a Bayesian strategy, (3)~the prior is modeled by a diffusion process adjusted on an available large set of examples. In this context, it is known that the issue of posterior sampling is a thorny one and the paper introduces a Gibbs algorithm. It appears that this avenue has not been explored, and we show that it is particularly effective and remarkably simple. In addition, it provides clear elements regarding convergence guarantees in a specific case and arguments supporting such guarantees in practical cases. The results are clearly confirmed by numerical simulations based on a toy example.

We introduce a new multivariate statistical problem that we refer to as the Ensemble-conditioned Inverse Problem (EIP). The aim of EIP is to invert for an ensemble that is distributed according to the pushforward of a prior under a forward process. In high energy physics (HEP), this is related to a widely known problem called unfolding, which aims to reconstruct the true physics distribution from observations that are distorted by detector effects. The EIP also arises in full waveform inversion (FWI) and inverse imaging with unknown priors. We propose non-iterative inference-time methods that construct posterior samplers based on a new class of conditional generative models, which we call ensemble inverse generative models. For the posterior modeling, these models additionally use the ensemble information contained in the observation set on top of single observations. Unlike existing methods, our proposed methods avoid explicit and iterative use of the forward model at inference time via training across several sets of truth-observation pairs that are consistent with the same forward model, but originate from a wide range of priors. We empirically demonstrate that this training procedure can implicitly encode the likelihood model, enabling direct posterior inference for unseen priors to some degree. We benchmark the proposed method on several synthetic and real datasets in inverse imaging, HEP, and FWI. Our code is available at https://github.com/ZhengyanHuan/EIP.

Phylogenetics is a branch of computational biology that studies the evolutionary relationships among biological entities. Its long history and numerous applications notwithstanding, inference of phylogenetic trees from sequence data remains challenging: the high complexity of tree space poses a significant obstacle for the current combinatorial and probabilistic techniques. In this paper, we adopt the framework of generative flow networks (GFlowNets) to tackle two core problems in phylogenetics: parsimony-based and Bayesian phylogenetic inference. Because GFlowNets are well-suited for sampling complex combinatorial structures, they are a natural choice for exploring and sampling from the multimodal posterior distribution over tree topologies and evolutionary distances. We demonstrate that our amortized posterior sampler, PhyloGFN, produces diverse and high-quality evolutionary hypotheses on real benchmark datasets. PhyloGFN is competitive with prior works in marginal likelihood estimation and achieves a closer fit to the target distribution than state-of-the-art variational inference methods. Our code is available at https://github.com/zmy1116/phylogfn.

Thompson sampling (TS) is one of the most popular and earliest algorithms to solve stochastic multi-armed bandit problems. We consider a variant of TS, named $α$-TS, where we use a fractional or $α$-posterior ($α\in(0,1)$) instead of the standard posterior distribution. To compute an $α$-posterior, the likelihood in the definition of the standard posterior is tempered with a factor $α$. For $α$-TS we obtain both instance-dependent $\mathcal{O}\left(\sum_{k \neq i^*} Δ_k\left(\frac{\log(T)}{C(α)Δ_k^2} + \frac{1}{2} \right)\right)$ and instance-independent $\mathcal{O}(\sqrt{KT\log K})$ frequentist regret bounds under very mild conditions on the prior and reward distributions, where $Δ_k$ is the gap between the true mean rewards of the $k^{th}$ and the best arms, and $C(α)$ is a known constant. Both the sub-Gaussian and exponential family models satisfy our general conditions on the reward distribution. Our conditions on the prior distribution can be easily satisfied by a density that is positive, continuous, and bounded. We also establish another instance-dependent regret upper bound that matches (up to constants) to that of improved UCB [Auer and Ortner, 2010]. Our regret analysis carefully adapts and combines recent theoretical developments in the non-asymptotic concentration analysis and Bernstein-von Mises type results for the $α$-posterior distribution. Moreover, our analysis does not require additional structural properties such as closed-form posteriors or conjugate priors.