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In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…

Numerical Analysis · Mathematics 2019-09-04 Qifeng Liao , Jinglai Li

From a Bayesian perspective, score-based diffusion solves inverse problems through joint inference, embedding the likelihood with the prior to guide the sampling process. However, this formulation fails to explain its practical behavior:…

Artificial Intelligence · Computer Science 2026-05-13 Hao Chen , Renzheng Zhang , Scott S. Howard

A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…

Machine Learning · Computer Science 2020-09-10 Rong Ge , Holden Lee , Andrej Risteski

A pre-trained unconditional diffusion model, combined with posterior sampling or maximum a posteriori (MAP) estimation techniques, can solve arbitrary inverse problems without task-specific training or fine-tuning. However, existing…

Machine Learning · Computer Science 2026-02-09 Sai Bharath Chandra Gutha , Ricardo Vinuesa , Hossein Azizpour

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…

Statistics Theory · Mathematics 2023-06-19 Lu Yu , Avetik Karagulyan , Arnak Dalalyan

We introduce Linearly Constrained Diffusion Implicit Models (CDIM), a fast and accurate approach to solving noisy linear inverse problems using diffusion models. Traditional diffusion-based inverse methods rely on numerous projection steps…

Machine Learning · Computer Science 2025-12-01 Vivek Jayaram , Ira Kemelmacher-Shlizerman , Steven M. Seitz , John Thickstun

Physics-informed neural network (PINN) has been successfully applied in solving a variety of nonlinear non-convex forward and inverse problems. However, the training is challenging because of the non-convex loss functions and the multiple…

Numerical Analysis · Mathematics 2021-07-15 Guang Lin , Yating Wang , Zecheng Zhang

Designing sampling algorithms for multimodal targets that remain stable under refinement of the finite-dimensional approximation of an underlying function-space problem is a central challenge. Annealed Langevin dynamics (ALD) is a natural…

Numerical Analysis · Mathematics 2026-05-25 Lorenzo Baldassari , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Most existing graph diffusion models have significant bias problems. We observe that the forward diffusion's maximum perturbation distribution in most models deviates from the standard Gaussian distribution, while reverse sampling…

Computer Vision and Pattern Recognition · Computer Science 2026-04-03 Meng Yu , Kun Zhan

Inverse design refers to the problem of optimizing the input of an objective function in order to enact a target outcome. For many real-world engineering problems, the objective function takes the form of a simulator that predicts how the…

Generative diffusion models can provide powerful prior probability models for inverse problems in imaging, but existing implementations suffer from two key limitations: $(i)$ the prior density is represented implicitly, and $(ii)$ they rely…

Machine Learning · Computer Science 2026-05-19 Nicolas Zilberstein , Santiago Segarra , Eero Simoncelli , Florentin Guth

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Roberto Miele , Niklas Linde

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

We prove fast mixing and characterize the stationary distribution of the Langevin Algorithm for inverting random weighted DNN generators. This result extends the work of Hand and Voroninski from efficient inversion to efficient posterior…

Machine Learning · Computer Science 2022-06-24 Giannis Daras , Yuval Dagan , Alexandros G. Dimakis , Constantinos Daskalakis

We propose a novel iterative numerical method to solve the three-dimensional inverse obstacle scattering problem of recovering the shape of the obstacle from far-field measurements. To address the inherent ill-posed nature of the inverse…

Numerical Analysis · Mathematics 2024-04-18 Junqing Chen , Bangti Jin , Haibo Liu

In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…

Optimization and Control · Mathematics 2026-01-19 Pham Viet Hai , Thanh Quoc Trinh , Phan Tu Vuong

Conditional diffusion probabilistic models can model the distribution of natural images and can generate diverse and realistic samples based on given conditions. However, oftentimes their results can be unrealistic with observable color…

Computer Vision and Pattern Recognition · Computer Science 2022-12-15 Kangfu Mei , Nithin Gopalakrishnan Nair , Vishal M. Patel

Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

Machine Learning · Statistics 2022-03-01 Ian Osband , Zheng Wen , Seyed Mohammad Asghari , Vikranth Dwaracherla , Xiuyuan Lu , Benjamin Van Roy

Adapting pretrained diffusion models to downstream objectives such as inverse problems often requires expensive test-time guidance or optimization. We propose a principled framework for generating high-quality reward-aligned samples at…

Machine Learning · Computer Science 2026-05-22 Kushagra Pandey , Farrin Marouf Sofian , Jan Niklas Groeneveld , Felix Draxler , Stephan Mandt

In this paper, we study a class of generalized inverse mixed variational inequality problems (GIMVIPs). We propose a novel projection-based second-order time-varying dynamical system for solving GIMVIPs. Under the assumptions that the…

Optimization and Control · Mathematics 2026-01-23 Nam Van Tran