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Plug-and-Play Priors (PnP) is a popular framework for solving imaging inverse problems by integrating learned priors in the form of denoisers trained to remove Gaussian noise from images. In standard PnP methods, the denoiser is applied…
We consider Bayesian inference in sequential latent variable models in general, and in nonlinear state space models in particular (i.e., state smoothing). We work with sequential Monte Carlo (SMC) algorithms, which provide a powerful…
Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This…
In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…
In this paper, we present an online reinforcement learning algorithm, called Renewal Monte Carlo (RMC), for infinite horizon Markov decision processes with a designated start state. RMC is a Monte Carlo algorithm and retains the advantages…
Aleatoric uncertainty is an intrinsic property of ill-posed inverse and imaging problems. Its quantification is vital for assessing the reliability of relevant point estimates. In this paper, we propose an efficient framework for…
Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…
In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…
Uncertainty quantification is crucial to inverse problems, as it could provide decision-makers with valuable information about the inversion results. For example, seismic inversion is a notoriously ill-posed inverse problem due to the…
We introduce an approach based on mirror descent and sequential Monte Carlo (SMC) to perform joint parameter inference and posterior estimation in latent variable models. This approach is based on minimisation of a functional over the…
We propose new Markov Chain Monte Carlo algorithms to sample probability distributions on submanifolds, which generalize previous methods by allowing the use of set-valued maps in the proposal step of the MCMC algorithms. The motivation for…
Markov Chain Monte Carlo (MCMC) algorithms play an important role in statistical inference problems dealing with intractable probability distributions. Recently, many MCMC algorithms such as Hamiltonian Monte Carlo (HMC) and Riemannian…
In this paper, we introduce Plug-and-Play (PnP) Flow Matching, an algorithm for solving imaging inverse problems. PnP methods leverage the strength of pre-trained denoisers, often deep neural networks, by integrating them in optimization…
Plug-and-play priors (PnP) is a powerful framework for regularizing imaging inverse problems by using advanced denoisers within an iterative algorithm. Recent experimental evidence suggests that PnP algorithms achieve state-of-the-art…
We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…
Bayesian methods to solve imaging inverse problems usually combine an explicit data likelihood function with a prior distribution that explicitly models expected properties of the solution. Many kinds of priors have been explored in the…
Adaptive importance sampling (AIS) methods are increasingly used for the approximation of distributions and related intractable integrals in the context of Bayesian inference. Population Monte Carlo (PMC) algorithms are a subclass of AIS…
Since the seminal work of Venkatakrishnan et al. in 2013, Plug & Play (PnP) methods have become ubiquitous in Bayesian imaging. These methods derive Minimum Mean Square Error (MMSE) or Maximum A Posteriori (MAP) estimators for inverse…
To solve inverse problems, plug-and-play (PnP) methods replace the proximal step in a convex optimization algorithm with a call to an application-specific denoiser, often implemented using a deep neural network (DNN). Although such methods…
Recently, multiple formulations of vision problems as probabilistic inversions of generative models based on computer graphics have been proposed. However, applications to 3D perception from natural images have focused on low-dimensional…