Abstract:Score-based diffusion models in infinite-dimensional function spaces provide a mathematically principled framework for modelling function-valued data, offering key advantages such as resolution invariance and the ability to handle irregular discretisations. However, practical implementations have struggled to fully realise these benefits. Existing backbones like Fourier neural operators are often biased towards regular grids and fail to generalise to complex domain topologies. We propose a novel architecture for function-space diffusion models that represents generalised graph convolutional kernels as finite element functions, enabling the model to naturally handle unstructured meshes and complex geometries. We demonstrate the efficacy of our network architecture through a series of unconditional and conditional sampling experiments across diverse geometries, including non-convex and multiply-connected domains. Our results show that the proposed method maintains resolution invariance and achieves high fidelity in capturing functional distributions on non-trivial geometries.
Abstract:Score-based diffusion models have recently been extended to infinite-dimensional function spaces, with uses such as inverse problems arising from partial differential equations. In the Bayesian formulation of inverse problems, the aim is to sample from a posterior distribution over functions obtained by conditioning a prior on noisy observations. While diffusion models provide expressive priors in function space, the theory of conditioning them to sample from the posterior remains open. We address this, assuming that either the prior lies in the Cameron-Martin space, or is absolutely continuous with respect to a Gaussian measure. We prove that the models can be conditioned using an infinite-dimensional extension of Doob's $h$-transform, and that the conditional score decomposes into an unconditional score and a guidance term. As the guidance term is intractable, we propose a simulation-free score matching objective (called Supervised Guidance Training) enabling efficient and stable posterior sampling. We illustrate the theory with numerical examples on Bayesian inverse problems in function spaces. In summary, our work offers the first function-space method for fine-tuning trained diffusion models to accurately sample from a posterior.
Abstract:We propose a new algorithm for learning a bridged diffusion process using score-matching methods. Our method relies on reversing the dynamics of the forward process and using this to learn a score function, which, via Doob's $h$-transform, gives us a bridged diffusion process; that is, a process conditioned on an endpoint. In contrast to prior methods, ours learns the score term $\nabla_x \log p(t, x; T, y)$, for given $t, Y$ directly, completely avoiding the need for first learning a time reversal. We compare the performance of our algorithm with existing methods and see that it outperforms using the (learned) time-reversals to learn the score term. The code can be found at https://github.com/libbylbaker/forward_bridge.