Abstract:Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of machine learning, the use of data-driven population-level distributions (encoded, e.g., in a trained deep neural network) as priors is emerging as an appealing alternative to simple parametric priors in a variety of inverse problems. However, in many astrophysical applications, it is often difficult or even impossible to acquire independent and identically distributed samples from the underlying data-generating process of interest to train these models. In these cases, corrupted data or a surrogate, e.g. a simulator, is often used to produce training samples, meaning that there is a risk of obtaining misspecified priors. This, in turn, can bias the inferred posteriors in ways that are difficult to quantify, which limits the potential applicability of these models in real-world scenarios. In this work, we propose addressing this issue by iteratively updating the population-level distributions by retraining the model with posterior samples from different sets of observations and showcase the potential of this method on the problem of background image reconstruction in strong gravitational lensing when score-based models are used as data-driven priors. We show that starting from a misspecified prior distribution, the updated distribution becomes progressively closer to the underlying population-level distribution, and the resulting posterior samples exhibit reduced bias after several updates.
Abstract:We propose a comprehensive sample-based method for assessing the quality of generative models. The proposed approach enables the estimation of the probability that two sets of samples are drawn from the same distribution, providing a statistically rigorous method for assessing the performance of a single generative model or the comparison of multiple competing models trained on the same dataset. This comparison can be conducted by dividing the space into non-overlapping regions and comparing the number of data samples in each region. The method only requires samples from the generative model and the test data. It is capable of functioning directly on high-dimensional data, obviating the need for dimensionality reduction. Significantly, the proposed method does not depend on assumptions regarding the density of the true distribution, and it does not rely on training or fitting any auxiliary models. Instead, it focuses on approximating the integral of the density (probability mass) across various sub-regions within the data space.
Abstract:We present a performant, general-purpose gradient-guided nested sampling algorithm, ${\tt GGNS}$, combining the state of the art in differentiable programming, Hamiltonian slice sampling, clustering, mode separation, dynamic nested sampling, and parallelization. This unique combination allows ${\tt GGNS}$ to scale well with dimensionality and perform competitively on a variety of synthetic and real-world problems. We also show the potential of combining nested sampling with generative flow networks to obtain large amounts of high-quality samples from the posterior distribution. This combination leads to faster mode discovery and more accurate estimates of the partition function.
Abstract:Examining the detailed structure of galaxy populations provides valuable insights into their formation and evolution mechanisms. Significant barriers to such analysis are the non-trivial noise properties of real astronomical images and the point spread function (PSF) which blurs structure. Here we present a framework which combines recent advances in score-based likelihood characterization and diffusion model priors to perform a Bayesian analysis of image deconvolution. The method, when applied to minimally processed \emph{Hubble Space Telescope} (\emph{HST}) data, recovers structures which have otherwise only become visible in next-generation \emph{James Webb Space Telescope} (\emph{JWST}) imaging.
Abstract:The inverse imaging task in radio interferometry is a key limiting factor to retrieving Bayesian uncertainties in radio astronomy in a computationally effective manner. We use a score-based prior derived from optical images of galaxies to recover images of protoplanetary disks from the DSHARP survey. We demonstrate that our method produces plausible posterior samples despite the misspecified galaxy prior. We show that our approach produces results which are competitive with existing radio interferometry imaging algorithms.
Abstract:Known for their impressive performance in generative modeling, diffusion models are attractive candidates for density-based anomaly detection. This paper investigates different variations of diffusion modeling for unsupervised and semi-supervised anomaly detection. In particular, we find that Denoising Diffusion Probability Models (DDPM) are performant on anomaly detection benchmarks yet computationally expensive. By simplifying DDPM in application to anomaly detection, we are naturally led to an alternative approach called Diffusion Time Probabilistic Model (DTPM). DTPM estimates the posterior distribution over diffusion time for a given input, enabling the identification of anomalies due to their higher posterior density at larger timesteps. We derive an analytical form for this posterior density and leverage a deep neural network to improve inference efficiency. Through empirical evaluations on the ADBench benchmark, we demonstrate that all diffusion-based anomaly detection methods perform competitively. Notably, DTPM achieves orders of magnitude faster inference time than DDPM, while outperforming it on this benchmark. These results establish diffusion-based anomaly detection as an interpretable and scalable alternative to traditional methods and recent deep-learning techniques.
Abstract:Parameter inference, i.e. inferring the posterior distribution of the parameters of a statistical model given some data, is a central problem to many scientific disciplines. Posterior inference with generative models is an alternative to methods such as Markov Chain Monte Carlo, both for likelihood-based and simulation-based inference. However, assessing the accuracy of posteriors encoded in generative models is not straightforward. In this paper, we introduce `distance to random point' (DRP) coverage testing as a method to estimate coverage probabilities of generative posterior estimators. Our method differs from previously-existing coverage-based methods, which require posterior evaluations. We prove that our approach is necessary and sufficient to show that a posterior estimator is optimal. We demonstrate the method on a variety of synthetic examples, and show that DRP can be used to test the results of posterior inference analyses in high-dimensional spaces. We also show that our method can detect non-optimal inferences in cases where existing methods fail.
Abstract:Modeling strong gravitational lenses in order to quantify the distortions in the images of background sources and to reconstruct the mass density in the foreground lenses has been a difficult computational challenge. As the quality of gravitational lens images increases, the task of fully exploiting the information they contain becomes computationally and algorithmically more difficult. In this work, we use a neural network based on the Recurrent Inference Machine (RIM) to simultaneously reconstruct an undistorted image of the background source and the lens mass density distribution as pixelated maps. The method iteratively reconstructs the model parameters (the image of the source and a pixelated density map) by learning the process of optimizing the likelihood given the data using the physical model (a ray-tracing simulation), regularized by a prior implicitly learned by the neural network through its training data. When compared to more traditional parametric models, the proposed method is significantly more expressive and can reconstruct complex mass distributions, which we demonstrate by using realistic lensing galaxies taken from the IllustrisTNG cosmological hydrodynamic simulation.
Abstract:Inferring accurate posteriors for high-dimensional representations of the brightness of gravitationally-lensed sources is a major challenge, in part due to the difficulties of accurately quantifying the priors. Here, we report the use of a score-based model to encode the prior for the inference of undistorted images of background galaxies. This model is trained on a set of high-resolution images of undistorted galaxies. By adding the likelihood score to the prior score and using a reverse-time stochastic differential equation solver, we obtain samples from the posterior. Our method produces independent posterior samples and models the data almost down to the noise level. We show how the balance between the likelihood and the prior meet our expectations in an experiment with out-of-distribution data.