Mixed Noise and Posterior Estimation with Conditional DeepGEM

Bibliographic Details
Title: Mixed Noise and Posterior Estimation with Conditional DeepGEM
Authors: Hagemann, Paul, Hertrich, Johannes, Casfor, Maren, Heidenreich, Sebastian, Steidl, Gabriele
Source: Machine Learning: Science and Technology, Volume 5, Number 3, 2024
Publication Year: 2024
Collection: Computer Science
Physics (Other)
Subject Terms: Computer Science - Machine Learning, Physics - Data Analysis, Statistics and Probability
More Details: Motivated by indirect measurements and applications from nanometrology with a mixed noise model, we develop a novel algorithm for jointly estimating the posterior and the noise parameters in Bayesian inverse problems. We propose to solve the problem by an expectation maximization (EM) algorithm. Based on the current noise parameters, we learn in the E-step a conditional normalizing flow that approximates the posterior. In the M-step, we propose to find the noise parameter updates again by an EM algorithm, which has analytical formulas. We compare the training of the conditional normalizing flow with the forward and reverse KL, and show that our model is able to incorporate information from many measurements, unlike previous approaches.
Comment: Published in Machine Learning: Science and Technology
Document Type: Working Paper
DOI: 10.1088/2632-2153/ad5926
Access URL: http://arxiv.org/abs/2402.02964
Accession Number: edsarx.2402.02964
Database: arXiv
More Details
DOI:10.1088/2632-2153/ad5926