← 研踪 PaperTrailarXiv:2611.12422 · v1
Two-Phase Rapid Simulation-Based Inference with Differentiable Simulators
首次提交 2026-11-09 21:49
版本更新 2026-11-09 21:49
雷达观测 2026-11-10 15:22
摘要
We introduce Rapid Simulation Based Inference (RSBI), a diffusion-based variational approach to likelihood-free Bayesian inference that achieves high sampling efficiency under large prior-to-posterior volumes. RSBI builds on advances in Schrödinger Bridge (SB) diffusion sampling to handle multi-modal posteriors, with an initial likelihood supplied by a distance measure via a differentiable simulator. The key innovation of this initial surrogate likelihood is that it gives a highly efficient proposal distribution, replacing sequential rounds of other methods with an efficient one-shot proposal. Subsequent refinement then transports the proposal to the true posterior as specified by the simulator and the original prior. The SB sampler is warm-started from the proposal, and its energy is corrected by a neural likelihood ratio that is learned only where the proposal places mass. As a variational method, RSBI does not suffer from prior leakage commonly observed in standard sequential posterior estimation methods. To improve mode coverage we optionally utilize the well-tempered meta-dynamics framework, which also encourages exploration of the prior volume. We observe strong performance on standard SBI benchmarks, particularly when the prior volume is increased relative to the ground truth posterior, achieving a performance degradation of only $\sim5\%$ on Two Moons under a highly constrained simulation budget. Additionally, we evaluate RSBI's performance for gravitational wave ring-down posterior estimation, in a real-world physics benchmark inspired by black hole spectroscopy.
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v1 · 2026-11-09 21:49 · 最新观测版本
Two-Phase Rapid Simulation-Based Inference with Differentiable Simulators
We introduce Rapid Simulation Based Inference (RSBI), a diffusion-based variational approach to likelihood-free Bayesian inference that achieves high sampling efficiency under large prior-to-posterior volumes. RSBI builds on advances in Schrödinger Bridge (SB) diffusion sampling to handle multi-modal posteriors, with an initial likelihood supplied by a distance measure via a differentiable simulator. The key innovation of this initial surrogate likelihood is that it gives a highly efficient proposal distribution, replacing sequential rounds of other methods with an efficient one-shot proposal. Subsequent refinement then transports the proposal to the true posterior as specified by the simulator and the original prior. The SB sampler is warm-started from the proposal, and its energy is corrected by a neural likelihood ratio that is learned only where the proposal places mass. As a variational method, RSBI does not suffer from prior leakage commonly observed in standard sequential posterior estimation methods. To improve mode coverage we optionally utilize the well-tempered meta-dynamics framework, which also encourages exploration of the prior volume. We observe strong performance on standard SBI benchmarks, particularly when the prior volume is increased relative to the ground truth posterior, achieving a performance degradation of only $\sim5\%$ on Two Moons under a highly constrained simulation budget. Additionally, we evaluate RSBI's performance for gravitational wave ring-down posterior estimation, in a real-world physics benchmark inspired by black hole spectroscopy.
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