Conditional neural control variates for variance reduction in Bayesian inverse problems
arXiv:2602.21357v1 Announce Type: new Abstract: Bayesian inference for inverse problems involves computing expectations under posterior distributions — e.g., posterior means, variances, or predictive quantities — typically via Monte Carlo (MC) estimation. When the quantity of interest varies significantly under the posterior, accurate estimates demand many samples — a cost often prohibitive for partial differential equation-constrained problems. To address this challenge, we introduce conditional neural control variates, a modular method that learns amortized control variates from joint model-data samples […]