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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-…

We consider priors for several nonparametric Bayesian models which use finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Diffusion models have emerged as powerful learned priors for solving inverse problems. However, current iterative solving approaches which alternate between diffusion sampling and data consistency steps typically require hundreds or…

Inverse problems lend themselves naturally to a Bayesian formulation, in which the quantity of interest is a posterior distribution of state and/or parameters given some uncertain observations. For the common case in which the forward…

Recently, diffusion models have been used to solve various inverse problems in an unsupervised manner with appropriate modifications to the sampling process. However, the current solvers, which recursively apply a reverse diffusion step…

Score-based generative models (SGMs) are powerful tools to sample from complex data distributions. Their underlying idea is to (i) run a forward process for time $T_1$ by adding noise to the data, (ii) estimate its score function, and (iii)…

The multivariate extended skew-normal distribution allows for accommodating raw data which are skewed and heavy tailed, and has at least three appealing statistical properties, namely closure under conditioning, affine transformations, and…

We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the…

Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability…

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…

Classical parameter-space Bayesian inference for Bayesian neural networks (BNNs) suffers from several unresolved prior issues, such as knowledge encoding intractability and pathological behaviours in deep networks, which can lead to…

Inverse problems are paramount in Science and Engineering. In this paper, we consider the setup of Statistical Inverse Problem (SIP) and demonstrate how Stochastic Gradient Descent (SGD) algorithms can be used in the linear SIP setting. We…

Inverse problems defined on the sphere arise in many fields, including seismology and cosmology where problems are defined on the globe and the cosmic sphere. These are generally high-dimensional and computationally very complex and, as a…

High-dimensional data are routinely collected in many areas. We are particularly interested in Bayesian classification models in which one or more variables are imbalanced. Current Markov chain Monte Carlo algorithms for posterior…

The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Deep neural networks have proven extremely efficient at solving a wide rangeof inverse problems, but most often the uncertainty on the solution they provideis hard to quantify. In this work, we propose a generic Bayesian framework…

We propose a hybrid generative model for efficient sampling of high-dimensional, multimodal probability distributions for Bayesian inference. Traditional Monte Carlo methods, such as the Metropolis-Hastings and Langevin Monte Carlo sampling…

We extend a recently developed method to solve semi-linear PDEs to the case of a degenerated diffusion. Being a pure Monte Carlo method it does not suffer from the so called curse of dimensionality and it can be used to solve problems that…

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…