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We propose to solve inverse problems involving the temporal evolution of physics systems by leveraging recent advances from diffusion models. Our method moves the system's current state backward in time step by step by combining an…

Machine Learning · Computer Science 2023-12-06 Benjamin J. Holzschuh , Simona Vegetti , Nils Thuerey

To sample from a general target distribution $p_*\propto e^{-f_*}$ beyond the isoperimetric condition, Huang et al. (2023) proposed to perform sampling through reverse diffusion, giving rise to Diffusion-based Monte Carlo (DMC).…

Machine Learning · Statistics 2024-01-15 Xunpeng Huang , Difan Zou , Hanze Dong , Yian Ma , Tong Zhang

Recent advancements in solving Bayesian inverse problems have spotlighted denoising diffusion models (DDMs) as effective priors. Although these have great potential, DDM priors yield complex posterior distributions that are challenging to…

Machine Learning · Statistics 2024-11-14 Yazid Janati , Badr Moufad , Alain Durmus , Eric Moulines , Jimmy Olsson

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Diffusion models provide a powerful way to incorporate complex prior information for solving inverse problems. However, existing methods struggle to correctly incorporate guidance from conflicting signals in the prior and measurement, and…

Machine Learning · Computer Science 2025-10-07 Shaorong Zhang , Rob Brekelmans , Yunshu Wu , Greg Ver Steeg

Score-based diffusion modeling is a generative machine learning algorithm that can be used to sample from complex distributions. They achieve this by learning a score function, i.e., the gradient of the log-probability density of the data,…

Machine Learning · Computer Science 2025-12-17 Dibyajyoti Chakraborty , Haiwen Guan , Jason Stock , Troy Arcomano , Guido Cervone , Romit Maulik

Most modern imaging systems incorporate a computational pipeline to infer the image of interest from acquired measurements. The Bayesian approach to solve such ill-posed inverse problems involves the characterization of the posterior…

Computer Vision and Pattern Recognition · Computer Science 2023-05-26 Pakshal Bohra , Thanh-an Pham , Jonathan Dong , Michael Unser

This paper focuses on a challenging class of inverse problems that is often encountered in applications. The forward model is a complex non-linear black-box, potentially non-injective, whose outputs cover multiple decades in amplitude.…

Priors are essential for reconstructing images from noisy and/or incomplete measurements. The choice of the prior determines both the quality and uncertainty of recovered images. We propose turning score-based diffusion models into…

Computer Vision and Pattern Recognition · Computer Science 2023-08-30 Berthy T. Feng , Jamie Smith , Michael Rubinstein , Huiwen Chang , Katherine L. Bouman , William T. Freeman

We propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…

Computation · Statistics 2025-11-06 Luhuan Wu , Yi Han , Christian A. Naesseth , John P. Cunningham

Diffusion models are widely used in applications ranging from image generation to inverse problems. However, training diffusion models typically requires clean ground-truth images, which are unavailable in many applications. We introduce…

Image and Video Processing · Electrical Eng. & Systems 2025-05-20 Chicago Y. Park , Shirin Shoushtari , Hongyu An , Ulugbek S. Kamilov

Score-based diffusion models are a highly effective method for generating samples from a distribution of images. We consider scenarios where the training data comes from a noisy version of the target distribution, and present an efficiently…

Machine Learning · Statistics 2025-09-30 Dennis Elbrächter , Giovanni S. Alberti , Matteo Santacesaria

This paper introduces score-based sequential Langevin sampling (SSLS), a novel approach to nonlinear data assimilation within a recursive Bayesian filtering framework. The proposed method decomposes the assimilation process into alternating…

Numerical Analysis · Mathematics 2026-04-07 Zhao Ding , Chenguang Duan , Yuling Jiao , Jerry Zhijian Yang , Cheng Yuan , Pingwen Zhang

Solving ill-posed inverse problems requires careful formulation of prior beliefs over the signals of interest and an accurate description of their manifestation into noisy measurements. Handcrafted signal priors based on e.g. sparsity are…

Machine Learning · Computer Science 2025-08-14 Tristan S. W. Stevens , Hans van Gorp , Faik C. Meral , Junseob Shin , Jason Yu , Jean-Luc Robert , Ruud J. G. van Sloun

Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities. It depends on availability of (approximate) Stein score functions for various levels of…

Statistics Theory · Mathematics 2026-01-01 M. J. Wainwright

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

In a great number of tasks in science and engineering, the goal is to infer an unknown image from a small number of measurements collected from a known forward model describing certain sensing or imaging modality. Due to resource…

Image and Video Processing · Electrical Eng. & Systems 2024-06-13 Xingyu Xu , Yuejie Chi

Score-based diffusion models (SBDM) have recently emerged as state-of-the-art approaches for image generation. Existing SBDMs are typically formulated in a finite-dimensional setting, where images are considered as tensors of finite size.…

Machine Learning · Computer Science 2024-10-22 Paul Hagemann , Sophie Mildenberger , Lars Ruthotto , Gabriele Steidl , Nicole Tianjiao Yang

Recovering high-dimensional signals from corrupted measurements is a central challenge in inverse problems. Recent advances in generative diffusion models have shown remarkable empirical success in providing strong data-driven priors, but…

Machine Learning · Computer Science 2025-09-26 Oscar Leong , Yann Traonmilin