Tackling the Problem of Distributional Shifts: Correcting Misspecified, High-Dimensional Data-Driven Priors for Inverse Problems
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arXiv
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| Format: | Preprint |
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2024
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| author | Barco, Gabriel Missael Adam, Alexandre Stone, Connor Hezaveh, Yashar Perreault-Levasseur, Laurence |
| author_facet | Barco, Gabriel Missael Adam, Alexandre Stone, Connor Hezaveh, Yashar Perreault-Levasseur, Laurence |
| contents | 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 we 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_17667 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Tackling the Problem of Distributional Shifts: Correcting Misspecified, High-Dimensional Data-Driven Priors for Inverse Problems Barco, Gabriel Missael Adam, Alexandre Stone, Connor Hezaveh, Yashar Perreault-Levasseur, Laurence Instrumentation and Methods for Astrophysics Cosmology and Nongalactic Astrophysics Machine Learning 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 we 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. |
| title | Tackling the Problem of Distributional Shifts: Correcting Misspecified, High-Dimensional Data-Driven Priors for Inverse Problems |
| topic | Instrumentation and Methods for Astrophysics Cosmology and Nongalactic Astrophysics Machine Learning |
| url | https://arxiv.org/abs/2407.17667 |