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We propose algorithms for sampling from posterior path measures $P(C([0, T], \mathbb{R}^d))$ under a general prior process. This leverages ideas from (1) controlled equilibrium dynamics, which gradually transport between two path measures,…

Machine Learning · Statistics 2025-06-03 Qijia Jiang , Reuben Cohn-Gordon

We study adaptive sensing of Cox point processes, a widely used model from spatial statistics. We introduce three tasks: maximization of captured events, search for the maximum of the intensity function and learning level sets of the…

Machine Learning · Computer Science 2022-03-31 Mojmír Mutný , Andreas Krause

The CSGM framework (Bora-Jalal-Price-Dimakis'17) has shown that deep generative priors can be powerful tools for solving inverse problems. However, to date this framework has been empirically successful only on certain datasets (for…

Machine Learning · Computer Science 2021-12-07 Ajil Jalal , Marius Arvinte , Giannis Daras , Eric Price , Alexandros G. Dimakis , Jonathan I. Tamir

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

Compressive phase retrieval is a popular variant of the standard compressive sensing problem in which the measurements only contain magnitude information. In this paper, motivated by recent advances in deep generative models, we provide…

Machine Learning · Statistics 2021-10-19 Zhaoqiang Liu , Subhroshekhar Ghosh , Jonathan Scarlett

We consider the problem of compressed sensing and of (real-valued) phase retrieval with random measurement matrix. We derive sharp asymptotics for the information-theoretically optimal performance and for the best known polynomial algorithm…

Statistics Theory · Mathematics 2020-09-04 Benjamin Aubin , Bruno Loureiro , Antoine Baker , Florent Krzakala , Lenka Zdeborová

We consider the question of estimating a real low-complexity signal (such as a sparse vector or a low-rank matrix) from the phase of complex random measurements. We show that in this "phase-only compressive sensing" (PO-CS) scenario, we can…

Information Theory · Computer Science 2020-01-17 Laurent Jacques , Thomas Feuillen

Generative compressed sensing uses the range of a pretrained generator as a nonlinear model for recovering structured signals from limited measurements. We study a conditional version of this problem for image recovery from subsampled…

Machine Learning · Computer Science 2026-05-08 Alexander DeLise , Nick Dexter

In compressed sensing, the goal is to reconstruct the signal from an underdetermined system of linear measurements. Thus, prior knowledge about the signal of interest and its structure is required. Additionally, in many scenarios, the…

Machine Learning · Computer Science 2022-06-29 Anna Kuzina , Kumar Pratik , Fabio Valerio Massoli , Arash Behboodi

This paper shows how sparse, high-dimensional probability distributions could be represented by neurons with exponential compression. The representation is a novel application of compressive sensing to sparse probability distributions…

Neurons and Cognition · Quantitative Biology 2012-06-11 Xaq Pitkow

In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…

Probability · Mathematics 2017-12-06 A. B. Duncan , N. Nuesken , G. A. Pavliotis

Image recovery from compressive measurements requires a signal prior for the images being reconstructed. Recent work has explored the use of deep generative models with low latent dimension as signal priors for such problems. However, their…

Computer Vision and Pattern Recognition · Computer Science 2021-03-02 Niklas Smedemark-Margulies , Jung Yeon Park , Max Daniels , Rose Yu , Jan-Willem van de Meent , Paul Hand

We study linear models under heavy-tailed priors from a probabilistic viewpoint. Instead of computing a single sparse most probable (MAP) solution as in standard deterministic approaches, the focus in the Bayesian compressed sensing…

Computer Vision and Pattern Recognition · Computer Science 2014-03-05 George Papandreou , Alan Yuille

This paper deals with the design of a sensing matrix along with a sparse recovery algorithm by utilizing the probability-based prior information for compressed sensing system. With the knowledge of the probability for each atom of the…

Machine Learning · Computer Science 2019-10-29 Q. Jiang , S. Li , Z. Zhu , H. Bai , X. He , R. C. de Lamare

We consider the problem of scalable sampling algorithms to fit Bayesian generalized linear mixed models on large datasets. Stochastic gradient Langevin dynamics, coupled with smooth re-parameterizations of variance parameters, produces…

Methodology · Statistics 2026-04-30 Youngsoo Baek , Samuel I. Berchuck

Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to…

Computation · Statistics 2024-04-01 Riddhiman Bhattacharya , Tiefeng Jiang

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

The pretrained diffusion model as a strong prior has been leveraged to address inverse problems in a zero-shot manner without task-specific retraining. Different from the unconditional generation, the measurement-guided generation requires…

Optimization and Control · Mathematics 2025-03-14 Ji Li , Chao Wang

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Many practical sensing applications involve multiple sensors simultaneously acquiring measurements of a single object. Conversely, most existing sparse recovery guarantees in compressed sensing concern only single-sensor acquisition…

Information Theory · Computer Science 2023-08-31 Il Yong Chun , Ben Adcock