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Bibliographic Details
Main Authors: Ganguli, Arkaprabha, Constantinescu, Emil
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2604.02304
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author Ganguli, Arkaprabha
Constantinescu, Emil
author_facet Ganguli, Arkaprabha
Constantinescu, Emil
contents We propose a structured prior for high-dimensional Bayesian inverse problems based on a disentangled deep generative model whose latent space is partitioned into auxiliary variables aligned with known and interpretable physical parameters and residual variables capturing remaining unknown variability. This yields a hierarchical prior in which interpretable coordinates carry domain-relevant uncertainty while the residual coordinates retain the flexibility of deep generative models. By linearizing the generator, we characterize the induced prior covariance and derive conditions under which the posterior exhibits approximate block-diagonal structure in the latent variables, clarifying when representation-level disentanglement translates into a separation of uncertainty in the inverse problem. We formulate the resulting latent-space inverse problem and solve it using MAP estimation and Markov chain Monte Carlo (MCMC) sampling. On elliptic PDE inverse problems, such as conductivity identification and source identification, the approach matches an oracle Gaussian process prior under correct specification and provides substantial improvement under prior misspecification, while recovering interpretable physical parameters and producing spatially calibrated uncertainty estimates.
format Preprint
id arxiv_https___arxiv_org_abs_2604_02304
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Disentangled Deep Priors for Bayesian Inverse Problems
Ganguli, Arkaprabha
Constantinescu, Emil
Computation
We propose a structured prior for high-dimensional Bayesian inverse problems based on a disentangled deep generative model whose latent space is partitioned into auxiliary variables aligned with known and interpretable physical parameters and residual variables capturing remaining unknown variability. This yields a hierarchical prior in which interpretable coordinates carry domain-relevant uncertainty while the residual coordinates retain the flexibility of deep generative models. By linearizing the generator, we characterize the induced prior covariance and derive conditions under which the posterior exhibits approximate block-diagonal structure in the latent variables, clarifying when representation-level disentanglement translates into a separation of uncertainty in the inverse problem. We formulate the resulting latent-space inverse problem and solve it using MAP estimation and Markov chain Monte Carlo (MCMC) sampling. On elliptic PDE inverse problems, such as conductivity identification and source identification, the approach matches an oracle Gaussian process prior under correct specification and provides substantial improvement under prior misspecification, while recovering interpretable physical parameters and producing spatially calibrated uncertainty estimates.
title Disentangled Deep Priors for Bayesian Inverse Problems
topic Computation
url https://arxiv.org/abs/2604.02304