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We propose a sampling method based on an ensemble approximation of second order Langevin dynamics. The log target density is appended with a quadratic term in an auxiliary momentum variable and damped-driven Hamiltonian dynamics introduced;…

Dynamical Systems · Mathematics 2025-06-06 Ziming Liu , Andrew M. Stuart , Yixuan Wang

Most modern imaging systems incorporate a computational pipeline to infer the image of interest from acquired measurements. The Bayesian approach to solve such ill-posed inverse problems involves the characterization of the posterior…

Computer Vision and Pattern Recognition · Computer Science 2023-05-26 Pakshal Bohra , Thanh-an Pham , Jonathan Dong , Michael Unser

Ill-posed imaging inverse problems remain challenging due to the ambiguity in mapping degraded observations to clean images. Diffusion-based generative priors have recently shown promise, but typically rely on computationally intensive…

Image and Video Processing · Electrical Eng. & Systems 2026-02-13 Ayush Varshney , Katherine L. Bouman , Berthy T. Feng

Purpose: The Unadjusted Langevin Algorithm (ULA) in combination with diffusion models can generate high quality MRI reconstructions with uncertainty estimation from highly undersampled k-space data. However, sampling methods such as…

Medical Physics · Physics 2026-05-26 Moritz Blumenthal , Tina Holliber , Jonathan I. Tamir , Martin Uecker

Bayesian methods for solving inverse problems are a powerful alternative to classical methods since the Bayesian approach offers the ability to quantify the uncertainty in the solution. In recent years, data-driven techniques for solving…

Numerical Analysis · Mathematics 2023-10-17 Ziruo Cai , Junqi Tang , Subhadip Mukherjee , Jinglai Li , Carola Bibiane Schönlieb , Xiaoqun Zhang

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…

Statistical Mechanics · Physics 2019-02-26 Marco Baldovin , Andrea Puglisi , Angelo Vulpiani

Diffusion models are state-of-the-art methods in generative modeling when samples from a target probability distribution are available, and can be efficiently sampled, using score matching to estimate score vectors guiding a Langevin…

Machine Learning · Statistics 2024-06-21 Omar Chehab , Anna Korba

Sampling from the posterior distribution poses a major computational challenge in solving inverse problems using latent diffusion models. Common methods rely on Tweedie's first-order moments, which are known to induce a quality-limiting…

Machine Learning · Computer Science 2023-12-05 Litu Rout , Yujia Chen , Abhishek Kumar , Constantine Caramanis , Sanjay Shakkottai , Wen-Sheng Chu

Solving the optimal symbol detection problem in multiple-input multiple-output (MIMO) systems is known to be NP-hard. Hence, the objective of any detector of practical relevance is to get reasonably close to the optimal solution while…

Signal Processing · Electrical Eng. & Systems 2023-03-20 Nicolas Zilberstein , Chris Dick , Rahman Doost-Mohammady , Ashutosh Sabharwal , Santiago Segarra

This paper proposes a novel diffusion-based posterior sampling method within a plug-and-play (PnP) framework. Our approach constructs a probability transport from an easy-to-sample terminal distribution to the target posterior, using a…

Machine Learning · Statistics 2025-12-10 Jinyuan Chang , Chenguang Duan , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang , Cheng Yuan

We consider the problem of sampling from constrained distributions, which has posed significant challenges to both non-asymptotic analysis and algorithmic design. We propose a unified framework, which is inspired by the classical mirror…

Machine Learning · Computer Science 2021-01-01 Ya-Ping Hsieh , Ali Kavis , Paul Rolland , Volkan Cevher

Diffusion models have shown remarkable potential in planning and control tasks due to their ability to represent multimodal distributions over actions and trajectories. However, ensuring safety under constraints remains a critical challenge…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Jichen Zhang , Liqun Zhao , Antonis Papachristodoulou , Jack Umenberger

We describe a new MCMC method optimized for the sampling of probability measures on Hilbert space which have a density with respect to a Gaussian; such measures arise in the Bayesian approach to inverse problems, and in conditioned…

Probability · Mathematics 2014-04-04 Michela Ottobre , Natesh S. Pillai , Frank J. Pinski , Andrew M. Stuart

We study parallel sampling from high-dimensional strongly log-concave distributions. Langevin-based samplers converge rapidly in continuous time, but their discretizations are typically sequential and often require polynomially many steps…

Statistics Theory · Mathematics 2026-05-11 Jaideep Mahajan , Kaihong Zhang , Feng Liang , Jingbo Liu

Inverse problems are prevalent across various disciplines in science and engineering. In the field of computer vision, tasks such as inpainting, deblurring, and super-resolution are commonly formulated as inverse problems. Recently,…

Machine Learning · Computer Science 2025-01-07 Shayan Mohajer Hamidi , En-Hui Yang

In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian…

Probability · Mathematics 2023-11-01 Martin Chak , Nikolas Kantas , Grigorios A. Pavliotis

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of…

Numerical Analysis · Mathematics 2014-10-21 Mariano De Leo , Diego Rial , Constanza Sanchez de la Vega

Recent diffusion models provide a promising zero-shot solution to noisy linear inverse problems without retraining for specific inverse problems. In this paper, we reveal that recent methods can be uniformly interpreted as employing a…

Computer Vision and Pattern Recognition · Computer Science 2024-06-04 Xinyu Peng , Ziyang Zheng , Wenrui Dai , Nuoqian Xiao , Chenglin Li , Junni Zou , Hongkai Xiong