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Stochastic gradients have been widely integrated into Langevin-based methods to improve their scalability and efficiency in solving large-scale sampling problems. However, the proximal sampler, which exhibits much faster convergence than…

Machine Learning · Statistics 2024-05-28 Xunpeng Huang , Difan Zou , Yi-An Ma , Hanze Dong , Tong Zhang

We propose an interacting contour stochastic gradient Langevin dynamics (ICSGLD) sampler, an embarrassingly parallel multiple-chain contour stochastic gradient Langevin dynamics (CSGLD) sampler with efficient interactions. We show that…

Machine Learning · Statistics 2022-02-22 Wei Deng , Siqi Liang , Botao Hao , Guang Lin , Faming Liang

Extracting meaningful information from high-dimensional data poses a formidable modeling challenge, particularly when the data is obscured by noise or represented through different modalities. This research proposes a novel non-parametric…

Machine Learning · Computer Science 2024-08-27 Navid Ziaei , Behzad Nazari , Uri T. Eden , Alik Widge , Ali Yousefi

A new approach in stochastic optimization via the use of stochastic gradient Langevin dynamics (SGLD) algorithms, which is a variant of stochastic gradient decent (SGD) methods, allows us to efficiently approximate global minimizers of…

Portfolio Management · Quantitative Finance 2020-07-06 Sotirios Sabanis , Ying Zhang

Despite substantial progress in signal source separation, results for richly structured data continue to contain perceptible artifacts. In contrast, recent deep generative models can produce authentic samples in a variety of domains that…

Machine Learning · Computer Science 2020-09-22 Vivek Jayaram , John Thickstun

Vision transformer networks have shown superiority in many computer vision tasks. In this paper, we take a step further by proposing a novel generative vision transformer with latent variables following an informative energy-based prior for…

Computer Vision and Pattern Recognition · Computer Science 2021-12-28 Jing Zhang , Jianwen Xie , Nick Barnes , Ping Li

The goal of compressed sensing is to estimate a high dimensional vector from an underdetermined system of noisy linear equations. In analogy to classical compressed sensing, here we assume a generative model as a prior, that is, we assume…

Machine Learning · Statistics 2021-06-24 Ajil Jalal , Liu Liu , Alexandros G. Dimakis , Constantine Caramanis

Compressed sensing enables sparse sampling but relies on generic bases and random measurements, limiting efficiency and reconstruction quality. Optimal sensor placement uses historcal data to design tailored sampling patterns, yet its…

Machine Learning · Computer Science 2025-12-04 Adil Rasheed , Mikael Aleksander Jansen Shahly , Muhammad Faisal Aftab

Sampling from a target distribution induced by training data is central to Bayesian learning, with Stochastic Gradient Langevin Dynamics (SGLD) serving as a key tool for scalable posterior sampling and decentralized variants enabling…

Optimization and Control · Mathematics 2025-11-18 Waheed U. Bajwa , Mert Gurbuzbalaban , Mustafa Ali Kutbay , Lingjiong Zhu , Muhammad Zulqarnain

Deep latent generative models have attracted increasing attention due to the capacity of combining the strengths of deep learning and probabilistic models in an elegant way. The data representations learned with the models are often…

Machine Learning · Computer Science 2023-04-04 Zhao Xu , Daniel Onoro Rubio , Giuseppe Serra , Mathias Niepert

In this paper, we propose the generative patch prior (GPP) that defines a generative prior for compressive image recovery, based on patch-manifold models. Unlike learned, image-level priors that are restricted to the range space of a…

Computer Vision and Pattern Recognition · Computer Science 2020-10-06 Rushil Anirudh , Suhas Lohit , Pavan Turaga

We analyse the privacy leakage of noisy stochastic gradient descent by modeling R\'enyi divergence dynamics with Langevin diffusions. Inspired by recent work on non-stochastic algorithms, we derive similar desirable properties in the…

Machine Learning · Statistics 2022-02-08 Théo Ryffel , Francis Bach , David Pointcheval

We prove quantitative convergence rates at which discrete Langevin-like processes converge to the invariant distribution of a related stochastic differential equation. We study the setup where the additive noise can be non-Gaussian and…

Machine Learning · Computer Science 2020-11-20 Xiang Cheng , Dong Yin , Peter L. Bartlett , Michael I. Jordan

Deep generative models have become a standard for modeling priors for inverse problems, going beyond classical sparsity-based methods. However, existing theoretical guarantees are mostly confined to finite-dimensional vector spaces,…

Numerical Analysis · Mathematics 2026-03-04 Paolo Angella , Vito Paolo Pastore , Matteo Santacesaria

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their inference is very slow due to a need for many (e.g., 2000) iterations of sequential…

Computer Vision and Pattern Recognition · Computer Science 2022-12-06 Hengyuan Ma , Li Zhang , Xiatian Zhu , Jianfeng Feng

Score-based generative models (SGMs) have demonstrated remarkable synthesis quality. SGMs rely on a diffusion process that gradually perturbs the data towards a tractable distribution, while the generative model learns to denoise. The…

Machine Learning · Statistics 2022-03-28 Tim Dockhorn , Arash Vahdat , Karsten Kreis

Compressed Sensing refers to extracting a low-dimensional structured signal of interest from its incomplete random linear observations. A line of recent work has studied that, with the extra prior information about the signal, one can…

Information Theory · Computer Science 2017-04-19 Sajad Daei , Farzan Haddadi

We propose Decentralized Proximal Stochastic Gradient Langevin Dynamics (DE-PSGLD), a decentralized Markov chain Monte Carlo (MCMC) algorithm for sampling from a log-concave probability distribution constrained to a convex domain.…

Machine Learning · Statistics 2026-05-04 Mohammad Rafiqul Islam , Lingjiong Zhu

An increasing bottleneck in decentralized optimization is communication. Bigger models and growing datasets mean that decentralization of computation is important and that the amount of information exchanged is quickly growing. While…

Machine Learning · Computer Science 2021-08-19 Tharindu B. Adikari , Stark C. Draper

Generative neural networks have been empirically found very promising in providing effective structural priors for compressed sensing, since they can be trained to span low-dimensional data manifolds in high-dimensional signal spaces.…

Information Theory · Computer Science 2020-06-29 Constantinos Daskalakis , Dhruv Rohatgi , Manolis Zampetakis
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