Provable Mixed-Noise Learning with Flow-Matching
By: Paul Hagemann , Robert Gruhlke , Bernhard Stankewitz and more
Potential Business Impact:
Fixes messy data from science experiments.
We study Bayesian inverse problems with mixed noise, modeled as a combination of additive and multiplicative Gaussian components. While traditional inference methods often assume fixed or known noise characteristics, real-world applications, particularly in physics and chemistry, frequently involve noise with unknown and heterogeneous structure. Motivated by recent advances in flow-based generative modeling, we propose a novel inference framework based on conditional flow matching embedded within an Expectation-Maximization (EM) algorithm to jointly estimate posterior samplers and noise parameters. To enable high-dimensional inference and improve scalability, we use simulation-free ODE-based flow matching as the generative model in the E-step of the EM algorithm. We prove that, under suitable assumptions, the EM updates converge to the true noise parameters in the population limit of infinite observations. Our numerical results illustrate the effectiveness of combining EM inference with flow matching for mixed-noise Bayesian inverse problems.
Similar Papers
Flow Matching for Probabilistic Learning of Dynamical Systems from Missing or Noisy Data
Machine Learning (CS)
Predicts many possible futures for weather.
Conditional Flow Matching for Bayesian Posterior Inference
Machine Learning (Stat)
Creates better computer guesses for complex data.
Conditional Flow Matching for Bayesian Posterior Inference
Machine Learning (Stat)
Creates better computer guesses about data.