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This paper presents a new Markov chain Monte Carlo method to sample from the posterior distribution of conjugate mixture models. This algorithm relies on a flexible split-merge procedure built using the particle Gibbs sampler. Contrary to…

Computation · Statistics 2017-05-30 Alexandre Bouchard-Côté , Arnaud Doucet , Andrew Roth

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

Bayesian methods to solve imaging inverse problems usually combine an explicit data likelihood function with a prior distribution that explicitly models expected properties of the solution. Many kinds of priors have been explored in the…

Machine Learning · Statistics 2025-02-04 Rémi Laumont , Valentin de Bortoli , Andrés Almansa , Julie Delon , Alain Durmus , Marcelo Pereyra

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

Machine Learning · Statistics 2025-06-02 Gabriel V Cardoso , Mike Pereira

Plug-and-Play Priors (PnP) is a popular framework for solving imaging inverse problems by integrating learned priors in the form of denoisers trained to remove Gaussian noise from images. In standard PnP methods, the denoiser is applied…

Image and Video Processing · Electrical Eng. & Systems 2025-09-22 Edward P. Chandler , Shirin Shoushtari , Brendt Wohlberg , Ulugbek S. Kamilov

We introduce Blind Plug-and-Play Diffusion Models (Blind-PnPDM) as a novel framework for solving blind inverse problems where both the target image and the measurement operator are unknown. Unlike conventional methods that rely on explicit…

Image and Video Processing · Electrical Eng. & Systems 2025-05-30 Anqi Li , Weijie Gan , Ulugbek S. Kamilov

Achieving high-quality Magnetic Resonance Imaging (MRI) reconstruction at accelerated acquisition rates remains challenging due to the inherent ill-posed nature of the inverse problem. Traditional Compressed Sensing (CS) methods, while…

Image and Video Processing · Electrical Eng. & Systems 2024-11-05 Pierre-Antoine Comby , Benjamin Lapostolle , Matthieu Terris , Philippe Ciuciu

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Computation · Statistics 2016-04-20 Olivier Féron , François Orieux , Jean-François Giovannelli

Despite exceptional predictive performance of Deep sequence models (DSMs), the main concern of their deployment centers around the lack of uncertainty awareness. In contrast, probabilistic models quantify the uncertainty associated with…

Machine Learning · Computer Science 2026-03-03 Wenlong Chen

Diffusion models (DMs) have recently shown outstanding capabilities in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2024-11-08 Zihui Wu , Yu Sun , Yifan Chen , Bingliang Zhang , Yisong Yue , Katherine L. Bouman

We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically…

Computation · Statistics 2023-07-13 Qijia Jiang

Stochastic differential equation (SDE)-based generative models have achieved substantial progress in conditional generation via training-free differentiable loss-guided approaches. However, existing methodologies utilizing posterior sam-…

Machine Learning · Computer Science 2026-03-10 Minsi Ren , Wenhao Deng , Ruiqi Feng , Tailin Wu

In this work we introduce a novel stochastic algorithm dubbed SNIPS, which draws samples from the posterior distribution of any linear inverse problem, where the observation is assumed to be contaminated by additive white Gaussian noise.…

Image and Video Processing · Electrical Eng. & Systems 2021-11-11 Bahjat Kawar , Gregory Vaksman , Michael Elad

Estimating high-quality images while also quantifying their uncertainty are two desired features in an image reconstruction algorithm for solving ill-posed inverse problems. In this paper, we propose plug-and-play Monte Carlo (PMC) as a…

Image and Video Processing · Electrical Eng. & Systems 2024-08-29 Yu Sun , Zihui Wu , Yifan Chen , Berthy T. Feng , Katherine L. Bouman

For magnetic resonance imaging (MRI), recently proposed "plug-and-play" (PnP) image recovery algorithms have shown remarkable performance. These PnP algorithms are similar to traditional iterative algorithms like FISTA, ADMM, or primal-dual…

Information Theory · Computer Science 2020-12-03 Saurav K. Shastri , Rizwan Ahmad , Philip Schniter

The inadequate mixing of conventional Markov Chain Monte Carlo (MCMC) methods for multi-modal distributions presents a significant challenge in practical applications such as Bayesian inference and molecular dynamics. Addressing this, we…

Machine Learning · Statistics 2024-05-30 Wenlin Chen , Mingtian Zhang , Brooks Paige , José Miguel Hernández-Lobato , David Barber

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

Numerical Analysis · Mathematics 2016-11-03 Felix Lucka

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

Computer Vision and Pattern Recognition · Computer Science 2025-03-03 Hengyuan Ma , Xiatian Zhu , Jianfeng Feng , Li Zhang

Diffusion models are highly expressive image priors for Bayesian inverse problems. However, most diffusion models cannot operate on large-scale, high-dimensional data due to high training and inference costs. In this work, we introduce a…

Image and Video Processing · Electrical Eng. & Systems 2025-12-23 Wenhan Guo , Jinglun Yu , Yaning Wang , Jin U. Kang , Yu Sun

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