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The Adaptive Multiple Importance Sampling (AMIS) algorithm is aimed at an optimal recycling of past simulations in an iterated importance sampling scheme. The difference with earlier adaptive importance sampling implementations like…

Computation · Statistics 2011-10-04 Jean-Marie Cornuet , Jean-Michel Marin , Antonietta Mira , Christian P. Robert

Bayesian inference provides a natural way of incorporating prior beliefs and assigning a probability measure to the space of hypotheses. Current solutions rely on iterative routines like Markov Chain Monte Carlo (MCMC) sampling and…

Machine Learning · Computer Science 2025-02-11 Sarthak Mittal , Niels Leif Bracher , Guillaume Lajoie , Priyank Jaini , Marcus Brubaker

The Adaptive Multilevel Splitting (AMS) algorithm is a powerful and versatile method for the simulation of rare events. It is based on an interacting (via a mutation-selection procedure) system of replicas, and depends on two integer…

Probability · Mathematics 2015-02-25 Charles-Edouard Bréhier

We introduce Diffusion Active Learning, a novel approach that combines generative diffusion modeling with data-driven sequential experimental design to adaptively acquire data for inverse problems. Although broadly applicable, we focus on…

Machine Learning · Computer Science 2025-04-07 Luis Barba , Johannes Kirschner , Tomas Aidukas , Manuel Guizar-Sicairos , Benjamín Béjar

Diffusion Posterior Sampling (DPS) can be used in Computed Tomography (CT) reconstruction by leveraging diffusion-based generative models for unconditional image synthesis while matching the observations (data) of a CT scan. Of particular…

This paper proposes a novel approach to spectral computed tomography (CT) material decomposition that uses the recent advances in generative diffusion models (DMs) for inverse problems. Spectral CT and more particularly photon-counting CT…

Importance sampling is a Monte Carlo method that introduces a proposal distribution to sample the space according to the target distribution. Yet calibration of the proposal distribution is essential to achieving efficiency, thus the resort…

Computation · Statistics 2022-06-17 Grégoire Aufort , Pierre Pudlo , Denis Burgarella

Knowledge Distillation-based Anomaly Detection (KDAD) methods rely on the teacher-student paradigm to detect and segment anomalous regions by contrasting the unique features extracted by both networks. However, existing KDAD methods suffer…

Computer Vision and Pattern Recognition · Computer Science 2023-07-25 Peng Xing , Hao Tang , Jinhui Tang , Zechao Li

Score-based diffusion models achieve state-of-the-art performance for inverse problems, but their practical deployment is hindered by long inference times and cumbersome hyperparameter tuning. While pretrained diffusion models can be reused…

Computer Vision and Pattern Recognition · Computer Science 2026-05-13 Julio Oscanoa , Irmak Sivgin , Cagan Alkan , Daniel Ennis , John Pauly , Mert Pilanci , Shreyas Vasanawala

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

Contrastive learning has shown great promise over annotation scarcity problems in the context of medical image segmentation. Existing approaches typically assume a balanced class distribution for both labeled and unlabeled medical images.…

Computer Vision and Pattern Recognition · Computer Science 2023-03-14 Chenyu You , Weicheng Dai , Yifei Min , Lawrence Staib , James S. Duncan

Diffusion models have emerged as powerful generative priors for solving inverse imaging problems. However, their practical deployment is hindered by the substantial computational cost of slow, multi-step sampling. Although Consistency…

Image and Video Processing · Electrical Eng. & Systems 2025-12-04 Amirreza Tanevardi , Pooria Abbas Rad Moghadam , Seyed Mohammad Eshtehardian , Sajjad Amini , Babak Khalaj

Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…

Image and Video Processing · Electrical Eng. & Systems 2022-03-22 Hyungjin Chung , Byeongsu Sim , Jong Chul Ye

In this paper we address the problem of performing Bayesian inference for the parameters of a nonlinear multi-output model and the covariance matrix of the different output signals. We propose an adaptive importance sampling (AIS) scheme…

Computation · Statistics 2025-01-03 E. Curbelo , L. Martino , F. Llorente , D. Delgado-Gomez

Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…

Machine Learning · Computer Science 2017-05-24 H. -Ch. Ruiz , H. J. Kappen

Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This…

Numerical Analysis · Mathematics 2015-02-02 Vishwas Rao , Adrian Sandu

We introduce a new unsupervised pretraining objective for reinforcement learning. During the unsupervised reward-free pretraining phase, the agent maximizes mutual information between tasks and states induced by the policy. Our key…

Machine Learning · Computer Science 2021-09-01 Hao Liu , Pieter Abbeel

Deep learning methods for accelerated MRI achieve state-of-the-art results but largely ignore additional speedups possible with noncartesian sampling trajectories. To address this gap, we created a generative diffusion model-based…

Artificial Intelligence · Computer Science 2024-10-02 Trevor J. Chan , Chamith S. Rajapakse

While diffusion priors generate high-quality posterior samples across many inverse problems, they are often trained on limited training sets or purely simulated data, thus inheriting the errors and biases of these underlying sources.…

Computer Vision and Pattern Recognition · Computer Science 2026-04-28 Frederic Wang , Katherine L. Bouman

Grazing-Incidence Small-Angle X-ray Scattering (GISAXS) is a modern imaging technique used in material research to study nanoscale materials. Reconstruction of the parameters of an imaged object imposes an ill-posed inverse problem that is…

Machine Learning · Computer Science 2022-10-05 Maksim Zhdanov , Lisa Randolph , Thomas Kluge , Motoaki Nakatsutsumi , Christian Gutt , Marina Ganeva , Nico Hoffmann