Solving Stochastic Inverse Problems with Stochastic BayesFlow
Yi Zhang, Lars Mikelsons · 2023
Normalizing flows have gained increasing attention in the area of probabilistic modeling. For solving inverse problems, BayesFlow is a state-of-the-art Bayesian inference method based on normalizing flows. However, BayesFlow suffers from overfitting in many real-world scenarios. Therefore, we put forward stochastic BayesFlow, enhancing BayesFlow through stochastic normalizing flows. Apart from being less prone to overfitting, stochastic BayesFlow performs more robustly in parameter identification from noisy observations. Moreover, we develop a stochastic BayesFlow algorithm to solve stochastic inverse problems and validate it using the inverse uncertainty quantification of a simulated vehicle dynamics model.