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Variable selection for high-dimensional, highly correlated data has long been a challenging problem, often yielding unstable and unreliable models. We propose a resample-aggregate framework that exploits diffusion models' ability to…

Methodology · Statistics 2025-08-20 Minjie Wang , Xiaotong Shen , Wei Pan

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

Many scientific models are composed of multiple discrete components, and scientists often make heuristic decisions about which components to include. Bayesian inference provides a mathematical framework for systematically selecting model…

Machine Learning · Computer Science 2024-05-31 Cornelius Schröder , Jakob H. Macke

Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex…

Machine Learning · Statistics 2025-02-18 Ayush Bharti , Daolang Huang , Samuel Kaski , François-Xavier Briol

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang

We propose a posterior for Bayesian Likelihood-Free Inference (LFI) based on generalized Bayesian inference. To define the posterior, we use Scoring Rules (SRs), which evaluate probabilistic models given an observation. In LFI, we can…

Methodology · Statistics 2024-09-24 Lorenzo Pacchiardi , Sherman Khoo , Ritabrata Dutta

Identifying tire and vehicle parameters is an essential step in designing control and planning algorithms for autonomous vehicles. This paper proposes a new method: Simulation-Based Inference (SBI), a modern interpretation of Approximate…

Robotics · Computer Science 2021-08-30 Ali Boyali , Simon Thompson , David Robert Wong

Hyperspectral Image (HSI) classification is an important issue in remote sensing field with extensive applications in earth science. In recent years, a large number of deep learning-based HSI classification methods have been proposed.…

Computer Vision and Pattern Recognition · Computer Science 2023-09-04 Ning Chen , Jun Yue , Leyuan Fang , Shaobo Xia

Accurate condition monitoring of industrial equipment requires inferring latent degradation parameters from indirect sensor measurements under uncertainty. While traditional Bayesian methods like Markov Chain Monte Carlo (MCMC) provide…

Machine Learning · Computer Science 2026-04-23 Peter Collett , Alexander Johannes Stasik , Simone Casolo , Signe Riemer-Sørensen

In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…

Computation · Statistics 2026-05-01 Jingning Yao , Ajay Jasra , Sheng Jiang

This tutorial provides an in-depth guide on inference-time guidance and alignment methods for optimizing downstream reward functions in diffusion models. While diffusion models are renowned for their generative modeling capabilities,…

Artificial Intelligence · Computer Science 2025-01-22 Masatoshi Uehara , Yulai Zhao , Chenyu Wang , Xiner Li , Aviv Regev , Sergey Levine , Tommaso Biancalani

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

We introduce $\Psi$-Sampler, an SMC-based framework incorporating pCNL-based initial particle sampling for effective inference-time reward alignment with a score-based generative model. Inference-time reward alignment with score-based…

Machine Learning · Computer Science 2025-10-28 Taehoon Yoon , Yunhong Min , Kyeongmin Yeo , Minhyuk Sung

We propose a scalable inference algorithm for Bayes posteriors defined on a reproducing kernel Hilbert space (RKHS). Given a likelihood function and a Gaussian random element representing the prior, the corresponding Bayes posterior measure…

Machine Learning · Statistics 2025-02-26 Veit Wild , James Wu , Dino Sejdinovic , Jeremias Knoblauch

Score-based Generative Models (SGMs) have demonstrated exceptional synthesis outcomes across various tasks. However, the current design landscape of the forward diffusion process remains largely untapped and often relies on physical…

Machine Learning · Computer Science 2023-10-13 Kushagra Pandey , Stephan Mandt

Future wireless networks are envisioned to provide ubiquitous sensing services, which also gives rise to a substantial demand for high-dimensional non-convex parameter estimation, i.e., the associated likelihood function is non-convex and…

Signal Processing · Electrical Eng. & Systems 2023-10-10 Zhixiang Hu , An Liu , Minjian Zhao

Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold standard method for Bayesian sparse linear regression [CPS09,…

Machine Learning · Statistics 2025-03-05 Syamantak Kumar , Purnamrita Sarkar , Kevin Tian , Yusong Zhu

Conformal prediction is a framework for predictive inference with a distribution-free, finite-sample guarantee. However, it tends to provide uninformative prediction sets when calibration data are scarce. This paper introduces…

Machine Learning · Computer Science 2025-06-17 Meshi Bashari , Roy Maor Lotan , Yonghoon Lee , Edgar Dobriban , Yaniv Romano

We investigate the approximation efficiency of score functions by deep neural networks in diffusion-based generative modeling. While existing approximation theories utilize the smoothness of score functions, they suffer from the curse of…

Machine Learning · Computer Science 2023-09-21 Song Mei , Yuchen Wu

Score-based diffusion models have become a powerful framework for generative modeling, with score estimation as a central statistical bottleneck. Existing guarantees for score estimation largely focus on light-tailed targets or rely on…

Statistics Theory · Mathematics 2026-01-13 Yifeng Yu , Lu Yu
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