Inflationary Flows: Calibrated Bayesian Inference with Diffusion-Based Models

Daniela F De Albuquerque, John Pearson

Keywords: Deep Generative Models, Diffusion-Based Models, Probability Flow ODE, Inference, Bayesian Inference, Calibrated Inference, Compression, Dimension Reduction

TL;DR: In this work we introduce Inflationary Flows, a class of highly expressive generative models that allows us to map complex data distributions to uniquely defined and lower-dimensional latent spaces while also affording principled Bayesian inference.

Abstract: Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the computation of which typically involves an intractable high-dimensional integral. Among available approximation methods, sampling-based approaches come with strong theoretical guarantees but scale poorly to large problems, while variational approaches scale well but offer few theoretical guarantees. In particular, variational methods are known to produce overconfident estimates of posterior uncertainty and are typically non-identifiable, with many latent variable configurations generating equivalent predictions. Here, we address these challenges by showing how diffusion-based models (DBMs), which have recently produced state-of-the-art performance in generative modeling tasks, can be repurposed for performing calibrated, identifiable Bayesian inference. By exploiting a previously established connection between the stochastic and probability flow ordinary differential equations (pfODEs) underlying DBMs, we derive a class of models, \emph{inflationary flows,} that uniquely and deterministically map high-dimensional data to a lower-dimensional Gaussian distribution via ODE integration. This map is both invertible and neighborhood-preserving, with controllable numerical error, with the result that uncertainties in the data are correctly propagated to the latent space. We demonstrate how such maps can be learned via standard DBM training using a novel noise schedule and are effective at both preserving and reducing intrinsic data dimensionality. The result is a class of highly expressive generative models, uniquely defined on a low-dimensional latent space, that afford principled Bayesian inference.

Primary Area: Probabilistic methods (for example: variational inference, Gaussian processes)

Submission Number: 10617