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We consider Particle Gibbs (PG) as a tool for Bayesian analysis of non-linear non-Gaussian state-space models. PG is a Monte Carlo (MC) approximation of the standard Gibbs procedure which uses sequential MC (SMC) importance sampling inside…

Computation · Statistics 2018-04-18 Oliver Grothe , Tore Selland Kleppe , Roman Liesenfeld

Neural network based generative models with discriminative components are a powerful approach for semi-supervised learning. However, these techniques a) cannot account for model uncertainty in the estimation of the model's discriminative…

Machine Learning · Statistics 2017-06-30 Jonathan Gordon , José Miguel Hernández-Lobato

Snapshot compressive imaging (SCI) aims to capture the high-dimensional (usually 3D) images using a 2D sensor (detector) in a single snapshot. Though enjoying the advantages of low-bandwidth, low-power and low-cost, applying SCI to…

Image and Video Processing · Electrical Eng. & Systems 2020-07-21 Xin Yuan , Yang Liu , Jinli Suo , Qionghai Dai

Plug&Play (PnP) diffusion models are state-of-the-art methods in computed tomography (CT) reconstruction. Such methods usually consider applications where the sinogram contains a sufficient amount of information for the posterior…

Image and Video Processing · Electrical Eng. & Systems 2025-03-19 Liam Moroy , Guillaume Bourmaud , Frédéric Champagnat , Jean-François Giovannelli

Plug-and-Play Priors (PnP) is one of the most widely-used frameworks for solving computational imaging problems through the integration of physical models and learned models. PnP leverages high-fidelity physical sensor models and powerful…

Image and Video Processing · Electrical Eng. & Systems 2023-01-18 Ulugbek S. Kamilov , Charles A. Bouman , Gregery T. Buzzard , Brendt Wohlberg

Deep Gaussian Processes (DGPs) are hierarchical generalizations of Gaussian Processes that combine well calibrated uncertainty estimates with the high flexibility of multilayer models. One of the biggest challenges with these models is that…

Machine Learning · Statistics 2018-11-13 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and…

Computation · Statistics 2021-12-09 Maxime Vono , Daniel Paulin , Arnaud Doucet

Plug-and-Play diffusion prior (PnPDP) frameworks have emerged as a powerful paradigm for solving imaging inverse problems by treating pretrained generative models as modular priors. However, we identify a critical flaw in prevailing PnP…

Computer Vision and Pattern Recognition · Computer Science 2026-02-27 Chenhe Du , Xuanyu Tian , Qing Wu , Muyu Liu , Jingyi Yu , Hongjiang Wei , Yuyao Zhang

Particle-based Bayesian inference methods by sampling from a partition-free target (posterior) distribution, e.g., Stein variational gradient descent (SVGD), have attracted significant attention. We propose a path-guided particle-based…

Machine Learning · Computer Science 2024-12-05 Mingzhou Fan , Ruida Zhou , Chao Tian , Xiaoning Qian

This paper proposes a novel Bayesian framework for solving Poisson inverse problems by devising a Monte Carlo sampling algorithm which accounts for the underlying non-Euclidean geometry. To address the challenges posed by the Poisson…

Computation · Statistics 2025-11-18 Elhadji Cisse Faye , Mame Diarra Fall , Nicolas Dobigeon , Eric Barat

Electromagnetic (EM) imaging is an important tool for non-invasive sensing with low-cost and portable devices. One emerging application is EM stroke imaging, which enables early diagnosis and continuous monitoring of brain strokes.…

Signal Processing · Electrical Eng. & Systems 2025-09-08 Rui Guo , Yi Zhang , Yhonatan Kvich , Tianyao Huang , Maokun Li , Yonina C. Eldar

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Image and Video Processing · Electrical Eng. & Systems 2026-04-16 Muhamed Kuric , Martin Zach , Andreas Habring , Michael Unser , Thomas Pock

Building on the remarkable achievements in generative sampling of natural images, we propose an innovative challenge, potentially overly ambitious, which involves generating samples of entire multivariate time series that resemble images.…

We present a novel method in the family of particle MCMC methods that we refer to as particle Gibbs with ancestor sampling (PG-AS). Similarly to the existing PG with backward simulation (PG-BS) procedure, we use backward sampling to…

Computation · Statistics 2014-09-17 Fredrik Lindsten , Michael I. Jordan , Thomas B. Schön

The Plug-and-Play (PnP) ADMM algorithm is a powerful image restoration framework that allows advanced image denoising priors to be integrated into physical forward models to generate high quality image restoration results. However, despite…

Image and Video Processing · Electrical Eng. & Systems 2019-05-21 Stanley H. Chan

Robust Bayesian inference using density power divergence (DPD) has emerged as a promising approach for handling outliers in statistical estimation. Although the DPD-based posterior offers theoretical guarantees of robustness, its practical…

Methodology · Statistics 2025-12-11 Naruki Sonobe , Tomotaka Momozaki , Tomoyuki Nakagawa

Bayesian inference with deep generative prior has received considerable interest for solving imaging inverse problems in many scientific and engineering fields. The selection of the prior distribution is learned from, and therefore an…

Machine Learning · Statistics 2023-10-30 Jiayu Qian , Yuanyuan Liu , Jingya Yang , Qingping Zhou

Plug-and-Play (PnP) priors is a widely-used family of methods for solving imaging inverse problems by integrating physical measurement models with image priors specified using image denoisers. PnP methods have been shown to achieve…

Computer Vision and Pattern Recognition · Computer Science 2023-10-03 Shirin Shoushtari , Jiaming Liu , Edward P. Chandler , M. Salman Asif , Ulugbek S. Kamilov

This article makes discrete masked models for the generative modeling of discrete data controllable. The goal is to generate samples of a discrete random variable that adheres to a posterior distribution, satisfies specific constraints, or…

Machine Learning · Computer Science 2024-10-04 Wei Guo , Yuchen Zhu , Molei Tao , Yongxin Chen

Deep Gaussian processes (DGPs) provide a robust paradigm for Bayesian deep learning. In DGPs, a set of sparse integration locations called inducing points are selected to approximate the posterior distribution of the model. This is done to…

Machine Learning · Computer Science 2024-07-25 Jian Xu , Delu Zeng , John Paisley