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Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

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

Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…

Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…

Diffusion models have been recently studied as powerful generative inverse problem solvers, owing to their high quality reconstructions and the ease of combining existing iterative solvers. However, most works focus on solving simple linear…

Machine Learning · Statistics 2025-10-06 Hyungjin Chung , Jeongsol Kim , Michael T. Mccann , Marc L. Klasky , Jong Chul Ye

Diffusion models have been widely studied as effective generative tools for solving inverse problems. The main ideas focus on performing the reverse sampling process conditioned on noisy measurements, using well-established numerical…

Numerical Analysis · Mathematics 2024-10-29 Xiang Cao , Xiaoqun Zhang

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…

Computational Engineering, Finance, and Science · Computer Science 2024-08-30 Yankun Hong , Harshit Bansal , Karen Veroy

We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…

Numerical Analysis · Mathematics 2026-05-19 Hojjat Kaveh , Ricardo Baptista , Andrew M. Stuart

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

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 proposes a novel diffusion-based posterior sampling method within a plug-and-play (PnP) framework. Our approach constructs a probability transport from an easy-to-sample terminal distribution to the target posterior, using a…

Machine Learning · Statistics 2025-12-10 Jinyuan Chang , Chenguang Duan , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang , Cheng Yuan

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

Given a noisy linear measurement $y = Ax + \xi$ of a distribution $p(x)$, and a good approximation to the prior $p(x)$, when can we sample from the posterior $p(x \mid y)$? Posterior sampling provides an accurate and fair framework for…

Machine Learning · Computer Science 2025-11-19 Zhiyang Xun , Shivam Gupta , Eric Price

We present a novel technique for amortized posterior estimation using Normalizing Flows trained with likelihood-weighted importance sampling. This approach allows for the efficient inference of theoretical parameters in high-dimensional…

Machine Learning · Computer Science 2026-02-23 Rajneil Baruah

We investigate the problem of sampling from posterior distributions with intractable normalizing constants in Bayesian inference. Our solution is a new generative modeling approach based on optimal transport (OT) that learns a deterministic…

Computation · Statistics 2026-03-03 Ke Li , Wei Han , Yuexi Wang , Yun Yang

Diffusion models have recently achieved success in solving Bayesian inverse problems with learned data priors. Current methods build on top of the diffusion sampling process, where each denoising step makes small modifications to samples…

Machine Learning · Computer Science 2025-08-19 Bingliang Zhang , Wenda Chu , Julius Berner , Chenlin Meng , Anima Anandkumar , Yang Song

The pretrained diffusion model as a strong prior has been leveraged to address inverse problems in a zero-shot manner without task-specific retraining. Different from the unconditional generation, the measurement-guided generation requires…

Optimization and Control · Mathematics 2025-03-14 Ji Li , Chao Wang

Score-based diffusion models are a powerful class of generative models, widely utilized across diverse domains. Despite significant advancements in large-scale tasks such as text-to-image generation, their application to constrained domains…

Machine Learning · Computer Science 2025-07-15 Saeid Naderiparizi , Xiaoxuan Liang , Setareh Cohan , Berend Zwartsenberg , Frank Wood

Diffusion models have recently shown considerable potential in solving Bayesian inverse problems when used as priors. However, sampling from the resulting denoising posterior distributions remains a challenge as it involves intractable…

Machine Learning · Statistics 2024-12-25 Badr Moufad , Yazid Janati , Lisa Bedin , Alain Durmus , Randal Douc , Eric Moulines , Jimmy Olsson

We propose Amortized Posterior Sampling (APS), a novel variational inference approach for efficient posterior sampling in inverse problems. Our method trains a conditional flow model to minimize the divergence between the variational…

Computer Vision and Pattern Recognition · Computer Science 2025-07-14 Abbas Mammadov , Hyungjin Chung , Jong Chul Ye
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