Files
myWiki/concepts/implicit-processes.md

48 lines
1.4 KiB
Markdown
Raw Blame History

This file contains ambiguous Unicode characters

This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.

---
title: "隐式过程 (Implicit Processes)"
created: 2026-06-17
updated: 2026-06-17
type: concept
tags: [bayesian-deep-learning, stochastic-processes, generative-models]
sources: [raw/papers/ortega-phd-thesis-2026.md]
confidence: high
---
# 隐式过程 (Implicit Processes)
隐式过程是一类**可通过采样定义但无显式概率密度**的随机过程——[[ortega-phd-thesis|Ortega (2026)]]将其扩展到深度架构形成 [[deep-variational-implicit-process|DVIP]]。
## 定义
隐式过程 `f ~ IP(g_θ, P_z)`
```
f(x) = g_θ(x; z), z ~ P_z
```
- `g_θ`:确定性的生成器网络(带参数 θ)
- `P_z`:隐变量 z 的简单先验(如 N(0,I)
- 采样 f 只需z ~ P_z → f(·) = g_θ(·; z)
## 与高斯过程的对比
| 维度 | GP | Implicit Process |
|------|-----|-----------------|
| 密度 | 显式(多元高斯) | 隐式(无解析形式) |
| 先验 | 高斯 | 任意(由 g_θ 决定) |
| 推断 | 解析GP 回归) | 变分推断 |
| 表达力 | 由核决定 | 由 g_θ 架构决定 |
## 优势
- **非高斯性**:可建模多模态、重尾分布
- **深度化**P_z → g_θ 是深度网络,表达力远超 GP 核
- **采样高效**:仅需一次前向传播
## 参考
- [[deep-variational-implicit-process|DVIP]]
- [[deep-gaussian-process|深度高斯过程]]
- [[function-space-modeling|函数空间建模]]
- [[ortega-phd-thesis|论文]]