Quantifying uncertainty with GAN-based priors

Anonymous

Sep 25, 2019 ICLR 2020 Conference Blind Submission readers: everyone Show Bibtex
  • TL;DR: Quantifying uncertainty in inference via GAN priors
  • Abstract: Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces challenges when inferring fields that have discrete representations of large dimension, and/or have prior distributions that are difficult to characterize mathematically. In this work we demonstrate how the approximate distribution learned by a generative adversarial network (GAN) may be used as a prior in a Bayesian update to address both these challenges. We demonstrate the efficacy of this approach by inferring and quantifying uncertainty in inference problems arising in computer vision and physics-based applications. In both instances we highlight the role of computing uncertainty in providing a measure of confidence in the solution, and in designing successive measurements to improve this confidence.
  • Code: https://github.com/iclr-2020/BI-GANP
  • Keywords: Bayesian inference, Uncertainty quantification, Generative adversarial networks
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