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In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…

Probability · Mathematics 2025-11-14 Patrick Cattiaux , Paula Cordero-Encinar , Arnaud Guillin

We present the first framework to solve linear inverse problems leveraging pre-trained latent diffusion models. Previously proposed algorithms (such as DPS and DDRM) only apply to pixel-space diffusion models. We theoretically analyze our…

Machine Learning · Computer Science 2023-07-04 Litu Rout , Negin Raoof , Giannis Daras , Constantine Caramanis , Alexandros G. Dimakis , Sanjay Shakkottai

Diffusion models have recently emerged as powerful generative priors for solving inverse problems. However, training diffusion models in the pixel space are both data-intensive and computationally demanding, which restricts their…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Bowen Song , Soo Min Kwon , Zecheng Zhang , Xinyu Hu , Qing Qu , Liyue Shen

Standard first-order Langevin algorithms such as the unadjusted Langevin algorithm (ULA) are obtained by discretizing the Langevin diffusion and are widely used for sampling in machine learning because they scale to high dimensions and…

Machine Learning · Statistics 2025-09-25 Mert Gurbuzbalaban , Hoang M. Nguyen , Xicheng Zhang , Lingjiong Zhu

Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…

Statistical Mechanics · Physics 2012-01-16 C. H. Eab , S. C. Lim

Many methods that build powerful variational distributions based on unadjusted Langevin transitions exist. Most of these were developed using a wide range of different approaches and techniques. Unfortunately, the lack of a unified analysis…

Machine Learning · Computer Science 2023-03-24 Tomas Geffner , Justin Domke

Recent studies on inverse problems have proposed posterior samplers that leverage the pre-trained diffusion models as powerful priors. These attempts have paved the way for using diffusion models in a wide range of inverse problems.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-24 Sojin Lee , Dogyun Park , Inho Kong , Hyunwoo J. Kim

We study zero-shot conditional sampling with pretrained diffusion models for linear inverse problems, including inpainting and super-resolution. In these problems, the observation determines only part of the unknown signal. The remaining…

Machine Learning · Computer Science 2026-05-08 Ahmad Aghapour , Erhan Bayraktar , Asaf Cohen

Understanding the dimension dependency of computational complexity in high-dimensional sampling problem is a fundamental problem, both from a practical and theoretical perspective. Compared with samplers with unbiased stationary…

Machine Learning · Computer Science 2024-03-12 Xunpeng Huang , Hanze Dong , Difan Zou , Tong Zhang

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Designing algorithms for solving high-dimensional Bayesian inverse problems directly in infinite-dimensional function spaces - where such problems are naturally formulated - is crucial to ensure stability and convergence as the…

Machine Learning · Statistics 2025-12-02 Lorenzo Baldassari , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…

Methodology · Statistics 2023-02-09 Xiao Liu , Kyongmin Yeo

Given a noisy linear measurement $y = Ax + \xi$ of a distribution $p(x)$, and a good approximation to the prior $p(x)$, when can we sample from the posterior $p(x \mid y)$? Posterior sampling provides an accurate and fair framework for…

Machine Learning · Computer Science 2025-11-19 Zhiyang Xun , Shivam Gupta , Eric Price

We study posterior sampling for inverse problems in discrete state spaces using discrete diffusion models as generative priors. While continuous diffusion models have become widely used for inverse problems, their discrete counterparts…

Machine Learning · Computer Science 2026-05-12 Chaitanya Amballa , Sattwik Basu , Jorge Vančo Sampedro , Romit Roy Choudhury

The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…

Statistical Mechanics · Physics 2020-10-28 Oded Farago

Diffusion/score-based models have emerged as powerful generative models, capable of generating high-quality samples that mimic the training data distribution. However, it has been observed that they are prone to reproducing training…

Machine Learning · Statistics 2026-05-26 Benjamin Sterling , Mónica F. Bugallo , Tom Tirer

Annealing-based neural samplers seek to amortize sampling from unnormalized distributions by training neural networks to transport a family of densities interpolating from source to target. A crucial design choice in the training phase of…

Machine Learning · Computer Science 2025-09-03 Ezra Erives , Bowen Jing , Peter Holderrieth , Tommi Jaakkola

Priors with non-smooth log-densities, such as the l1-prior, are widely used in Bayesian inverse problems for their sparsity-inducing properties. Existing Langevin-based sampling methods typically rely on proximal mappings or smooth…

Numerical Analysis · Mathematics 2026-05-05 Ivan Cheltsov , Federico Cornalba , Clarice Poon , Tony Shardlow

In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional…

Computation · Statistics 2025-01-23 Matthias J. Ehrhardt , Lorenz Kuger , Carola-Bibiane Schönlieb

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski
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