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In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

This paper proposes a novel framework to regularize the highly ill-posed and non-linear Fourier ptychography problem using generative models. We demonstrate experimentally that our proposed algorithm, Deep Ptych, outperforms the existing…

Machine Learning · Computer Science 2018-12-31 Fahad Shamshad , Farwa Abbas , Ali Ahmed

Noise synthesis is a challenging low-level vision task aiming to generate realistic noise given a clean image along with the camera settings. To this end, we propose an effective generative model which utilizes clean features as guidance…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Mingyang Song , Yang Zhang , Tunç O. Aydın , Elham Amin Mansour , Christopher Schroers

Approximate Thompson sampling with Langevin Monte Carlo broadens its reach from Gaussian posterior sampling to encompass more general smooth posteriors. However, it still encounters scalability issues in high-dimensional problems when…

Machine Learning · Statistics 2024-06-24 Haoyang Zheng , Wei Deng , Christian Moya , Guang Lin

Diffusion posterior sampling conditions diffusion priors on measurements, but data-consistency updates are typically scaled by hand-tuned guidance weights and can destabilize sampling under stiff, operator-dependent curvature. We replace…

Machine Learning · Computer Science 2026-05-28 Seunghyeok Shin , Minwoo Kim , Dabin Kim , Hongki Lim

Lensless imaging offers a lightweight, compact alternative to traditional lens-based systems, ideal for exploration in space-constrained environments. However, the absence of a focusing lens and limited lighting in such environments often…

Image and Video Processing · Electrical Eng. & Systems 2025-01-14 Ziyang Liu , Tianjiao Zeng , Xu Zhan , Xiaoling Zhang , Edmund Y. Lam

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Image and Video Processing · Electrical Eng. & Systems 2026-04-16 Muhamed Kuric , Martin Zach , Andreas Habring , Michael Unser , Thomas Pock

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Blind inverse problems in imaging arise from uncertainties in the system used to collect (noisy) measurements of images. Recovering clean images from these measurements typically requires identifying the imaging system, either implicitly or…

Image and Video Processing · Electrical Eng. & Systems 2025-03-28 Brett Levac , Ajil Jalal , Kannan Ramchandran , Jonathan I. Tamir

Score-based generative models and diffusion probabilistic models have been successful at generating high-quality samples in continuous domains such as images and audio. However, due to their Langevin-inspired sampling mechanisms, their…

Sound · Computer Science 2021-11-29 Gautam Mittal , Jesse Engel , Curtis Hawthorne , Ian Simon

Stochastic sampling techniques are ubiquitous in real-time rendering, where performance constraints force the use of low sample counts, leading to noisy intermediate results. To remove this noise, the post-processing step of temporal and…

Graphics · Computer Science 2023-10-25 William Donnelly , Alan Wolfe , Judith Bütepage , Jon Valdés

We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…

Methodology · Statistics 2025-07-29 Yifan Cheng , Cheng Li

Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…

Machine Learning · Computer Science 2020-06-15 Vyacheslav Kungurtsev , Bapi Chatterjee , Dan Alistarh

Building on the remarkable achievements in generative sampling of natural images, we propose an innovative challenge, potentially overly ambitious, which involves generating samples of entire multivariate time series that resemble images.…

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

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

One way to avoid overfitting in machine learning is to use model parameters distributed according to a Bayesian posterior given the data, rather than the maximum likelihood estimator. Stochastic gradient Langevin dynamics (SGLD) is one…

Machine Learning · Statistics 2017-12-05 Gaétan Marceau-Caron , Yann Ollivier

Bayesian inference in complex generative models is often obstructed by the absence of tractable likelihoods and the infeasibility of computing gradients of high-dimensional simulators. Existing likelihood-free methods for generalized…

Applications · Statistics 2026-01-05 Diksha Bhandari , Sebastian Reich

We propose a method for sampling from Gibbs distributions of the form $\pi(x)\propto\exp(-U(x))$ by considering a family $(\pi^{t})_t$ of approximations of the target density which is such that $\pi^{t}$ exhibits favorable properties for…

Optimization and Control · Mathematics 2025-10-10 Andreas Habring , Alexander Falk , Martin Zach , Thomas Pock

The Langevin algorithm is a classic method for sampling from a given pdf in a real space. In its basic version, it only requires knowledge of the gradient of the log-density, also called the score function. However, in deep learning, it is…

Machine Learning · Computer Science 2025-09-22 Aapo Hyvärinen
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