Uncertainty Visualization via Low-Dimensional Posterior Projections

Abstract

In ill-posed inverse problems, it is commonly desirable to obtain insight into the full spectrum of plausible so-lutions, rather than extracting only a single reconstruction. Information about the plausible solutions and their likelihoods is encoded in the posterior distribution. However, for high-dimensional data, this distribution is challenging to visualize. In this work, we introduce a new approach for estimating and visualizing posteriors by em-ploying energy-based models (EBMs) over low-dimensional subspaces. Specifically, we train a conditional EBM that receives an input measurement and a set of directions that span some low-dimensional subspace of solutions, and outputs the probability density function of the posterior within that space. We demonstrate the effectiveness of our method across a diverse range of datasets and image restoration problems, showcasing its strength in uncertainty quantification and visualization. As we show, our method outperforms a baseline that projects samples from a diffusion-based posterior sampler, while being orders of magnitude faster. Furthermore, it is more accurate than a baseline that assumes a Gaussian posterior. Code is available at https://github.com/yairomer/PPDE.