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Related papers: ODE-DPS: ODE-based Diffusion Posterior Sampling fo…

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Efficiently solving the Fokker-Planck equation (FPE) is crucial for understanding the probabilistic evolution of stochastic particles in dynamical systems, however, analytical solutions or density functions are only attainable in specific…

Computational Physics · Physics 2025-03-13 Xiaolong Wang , Jing Feng , Gege Wang , Tong Li , Yong Xu

To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Yanni Wu , Peijun Li , Deyu Meng

This paper deals with the problem of efficient sampling from a stochastic differential equation, given the drift function and the diffusion matrix. The proposed approach leverages a recent model for probabilities \cite{rudi2021psd} (the…

Machine Learning · Statistics 2023-05-25 Anant Raj , Umut Şimşekli , Alessandro Rudi

Zero-shot diffusion posterior sampling offers a flexible framework for inverse problems by accommodating arbitrary degradation operators at test time, but incurs high computational cost due to repeated likelihood-guided updates. In…

Machine Learning · Statistics 2026-02-10 Léon Zheng , Thomas Hirtz , Yazid Janati , Eric Moulines

Current deep learning-based solutions for image analysis tasks are commonly incapable of handling problems to which multiple different plausible solutions exist. In response, posterior-based methods such as conditional Diffusion Models and…

Diffusion Probabilistic Models (DPMs) have achieved considerable success in generation tasks. As sampling from DPMs is equivalent to solving diffusion SDE or ODE which is time-consuming, numerous fast sampling methods built upon improved…

Machine Learning · Computer Science 2025-06-26 Shuchen Xue , Mingyang Yi , Weijian Luo , Shifeng Zhang , Jiacheng Sun , Zhenguo Li , Zhi-Ming Ma

In this work we propose a deep adaptive sampling (DAS) method for solving partial differential equations (PDEs), where deep neural networks are utilized to approximate the solutions of PDEs and deep generative models are employed to…

Numerical Analysis · Mathematics 2022-07-06 Kejun Tang , Xiaoliang Wan , Chao Yang

Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by slowly injecting…

Machine Learning · Computer Science 2021-02-11 Yang Song , Jascha Sohl-Dickstein , Diederik P. Kingma , Abhishek Kumar , Stefano Ermon , Ben Poole

Inverse problems are crucial for many applications in science, engineering and medicine that involve data assimilation, design, and imaging. Their solution infers the parameters or latent states of a complex system from noisy data and…

Methodology · Statistics 2026-03-06 Lucas Amoudruz , Sergey Litvinov , Costas Papadimitriou , Petros Koumoutsakos

Score Distillation Sampling (SDS) has been pivotal for leveraging pre-trained diffusion models in downstream tasks such as inverse problems, but it faces two major challenges: $(i)$ mode collapse and $(ii)$ latent space inversion, which…

Machine Learning · Computer Science 2024-10-15 Nicolas Zilberstein , Morteza Mardani , Santiago Segarra

Deconvolution of astronomical images is a key aspect of recovering the intrinsic properties of celestial objects, especially when considering ground-based observations. This paper explores the use of diffusion models (DMs) and the Diffusion…

Instrumentation and Methods for Astrophysics · Physics 2025-01-22 Alessio Spagnoletti , Alexandre Boucaud , Marc Huertas-Company , Wassim Kabalan , Biswajit Biswas

Likelihood-free (a.k.a. simulation-based) inference problems are inverse problems with expensive, or intractable, forward models. ODE inverse problems are commonly treated as likelihood-free, as their forward map has to be numerically…

Machine Learning · Statistics 2020-07-01 Hans Kersting , Nicholas Krämer , Martin Schiegg , Christian Daniel , Michael Tiemann , Philipp Hennig

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

Numerical Analysis · Mathematics 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky

In this paper, we evaluate the effectiveness of deep operator networks (DeepONets) in solving both forward and inverse problems of partial differential equations (PDEs) on unknown manifolds. By unknown manifolds, we identify the manifold by…

Numerical Analysis · Mathematics 2024-07-09 Anran Jiao , Qile Yan , Jhn Harlim , Lu Lu

In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…

Statistics Theory · Mathematics 2015-06-15 Sebastian J. Vollmer

Score-based diffusion models have significantly advanced high-dimensional data generation across various domains, by learning a denoising oracle (or score) from datasets. From a Bayesian perspective, they offer a realistic modeling of data…

Machine Learning · Computer Science 2024-07-02 Joan Bruna , Jiequn Han

Diffusion models enable the synthesis of highly accurate samples from complex distributions and have become foundational in generative modeling. Recently, they have demonstrated significant potential for solving Bayesian inverse problems by…

Machine Learning · Computer Science 2025-10-17 Yazid Janati , Alain Durmus , Jimmy Olsson , Eric Moulines

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

Probability · Mathematics 2026-01-13 Yumiharu Nakano

We provide a framework for solving inverse problems with diffusion models learned from linearly corrupted data. Firstly, we extend the Ambient Diffusion framework to enable training directly from measurements corrupted in the Fourier…

Computer Vision and Pattern Recognition · Computer Science 2025-04-23 Asad Aali , Giannis Daras , Brett Levac , Sidharth Kumar , Alexandros G. Dimakis , Jonathan I. Tamir