Blade: A Derivative-free Bayesian Inversion Method using Diffusion Priors
arXiv:2510.10968v2 Announce Type: replace-cross Abstract: Derivative-free Bayesian inversion is an important task in many science and engineering applications, particularly when computing the forward model derivative is computationally and practically challenging. In this paper, we introduce Blade, which can produce accurate and well-calibrated posteriors for Bayesian inversion using an ensemble of interacting particles. Blade leverages powerful data-driven priors based on diffusion models, and can handle nonlinear forward models that permit only black-box access (i.e., derivative-free). Theoretically, we establish a […]