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Diffusion models (DMs) have recently shown outstanding capabilities in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2024-11-08 Zihui Wu , Yu Sun , Yifan Chen , Bingliang Zhang , Yisong Yue , Katherine L. Bouman

Diffusion models have emerged as an expressive family of generative models rivaling GANs in sample quality and autoregressive models in likelihood scores. Standard diffusion models typically require hundreds of forward passes through the…

Machine Learning · Computer Science 2022-02-14 Daniel Watson , William Chan , Jonathan Ho , Mohammad Norouzi

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

Discrete diffusion models have recently emerged as a promising alternative to the autoregressive approach for generating discrete sequences. Sample generation via gradual denoising or demasking processes allows them to capture hierarchical…

Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…

Computation · Statistics 2020-08-31 Nariankadu D. Shyamalkumar , Sanvesh Srivastava

Discrete diffusion models are a class of generative models that produce samples from an approximated data distribution within a discrete state space. Often, there is a need to target specific regions of the data distribution. Current…

Machine Learning · Computer Science 2025-09-03 Cheuk Kit Lee , Paul Jeha , Jes Frellsen , Pietro Lio , Michael Samuel Albergo , Francisco Vargas

We investigate the theoretical properties of general diffusion (interpolation) paths and their Langevin Monte Carlo implementation, referred to as diffusion annealed Langevin Monte Carlo (DALMC), under weak conditions on the data…

Machine Learning · Statistics 2025-02-14 Paula Cordero-Encinar , O. Deniz Akyildiz , Andrew B. Duncan

Sequential Monte Carlo (SMC) methods have recently shown successful results for conditional sampling of generative diffusion models. In this paper we propose a new diffusion posterior SMC sampler achieving improved statistical efficiencies,…

Machine Learning · Statistics 2025-08-25 Zheng Zhao

Magnetic Resonance (MR) image reconstruction from under-sampled acquisition promises faster scanning time. To this end, current State-of-The-Art (SoTA) approaches leverage deep neural networks and supervised training to learn a recovery…

Image and Video Processing · Electrical Eng. & Systems 2022-03-14 Cheng Peng , Pengfei Guo , S. Kevin Zhou , Vishal Patel , Rama Chellappa

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun

In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function of a continuously or discretely observed one-dimensional…

Computation · Statistics 2017-06-08 Frank van der Meulen , Moritz Schauer , Harry van Zanten

Score-based diffusion models, while achieving remarkable empirical performance, often suffer from low sampling speed, due to extensive function evaluations needed during the sampling phase. Despite a flurry of recent activities towards…

Machine Learning · Computer Science 2024-03-07 Gen Li , Yu Huang , Timofey Efimov , Yuting Wei , Yuejie Chi , Yuxin Chen

Existing diffusion-based methods for inverse problems sample from the posterior using score functions and accept the generated random samples as solutions. In applications that posterior mean is preferred, we have to generate multiple…

Machine Learning · Computer Science 2024-10-10 Zhipeng Xue , Penghao Cai , Xiaojun Yuan , Xiqi Gao

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

We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…

Diffusion models over discrete spaces have recently shown striking empirical success, yet their theoretical foundations remain incomplete. In this paper, we study the sampling efficiency of score-based discrete diffusion models under a…

Machine Learning · Computer Science 2026-02-17 Daniil Dmitriev , Zhihan Huang , Yuting Wei

Recently, score-based diffusion models have shown satisfactory performance in MRI reconstruction. Most of these methods require a large amount of fully sampled MRI data as a training set, which, sometimes, is difficult to acquire in…

Image and Video Processing · Electrical Eng. & Systems 2022-09-05 Zhuo-Xu Cui , Chentao Cao , Shaonan Liu , Qingyong Zhu , Jing Cheng , Haifeng Wang , Yanjie Zhu , Dong Liang

Discrete diffusion models have emerged as powerful frameworks for generating structured categorical data. However, efficiently sampling from reward-tilted distributions remains a fundamental challenge. While Twisted Sequential Monte Carlo…

Machine Learning · Computer Science 2026-05-25 Jaihoon Kim , Taehoon Yoon , Prin Phunyaphibarn , Seungjun Kim , Morteza Mardani , Minhyuk Sung

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…

Machine Learning · Statistics 2026-02-26 Reuben Cohn-Gordon , Uroš Seljak , Dries Sels