Related papers: Online Posterior Sampling with a Diffusion Prior

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…

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…

Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…

This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…

A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…

The Laplace approximation is a popular method for constructing a Gaussian approximation to the Bayesian posterior and thereby approximating the posterior mean and variance. But approximation quality is a concern. One might consider using…

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

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.…

Diffusion models have emerged as effective distribution estimators in vision, language, and reinforcement learning, but their use as priors in downstream tasks poses an intractable posterior inference problem. This paper studies amortized…

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult…

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

We explore a stochastic contextual linear bandit problem where the agent observes a noisy, corrupted version of the true context through a noise channel with an unknown noise parameter. Our objective is to design an action policy that can…

A sampling-based method is introduced to approximate the Gittins index for a general family of alternative bandit processes. The approximation consists of a truncation of the optimization horizon and support for the immediate rewards, an…

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

Posterior sampling in high-dimensional spaces using generative models holds significant promise for various applications, including but not limited to inverse problems and guided generation tasks. Despite many recent developments,…

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

A key goal in stochastic contextual linear bandits is to efficiently learn a near-optimal policy. Prior algorithms for this problem learn a policy by strategically sampling actions but naively (passively) sampling contexts from the…

Prompt learning has garnered attention for its efficiency over traditional model training and fine-tuning. However, existing methods, constrained by inadequate theoretical foundations, encounter difficulties in achieving causally invariant…

Diffusion models are a remarkably effective way of learning and sampling from a distribution $p(x)$. In posterior sampling, one is also given a measurement model $p(y \mid x)$ and a measurement $y$, and would like to sample from $p(x \mid…