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Related papers: Online Posterior Sampling with a Diffusion Prior

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Diffusion models have shown strong performances in solving inverse problems through posterior sampling while they suffer from errors during earlier steps. To mitigate this issue, several Decoupled Posterior Sampling methods have been…

Machine Learning · Computer Science 2025-04-15 Zhi Qi , Shihong Yuan , Yulin Yuan , Linling Kuang , Yoshiyuki Kabashima , Xiangming Meng

A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…

Methodology · Statistics 2020-10-14 Jingjing He , Xuefei Guan

As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a convenient bridge for connecting intractable mathematical expressions with actionable…

With the rapid development of diffusion models and flow-based generative models, there has been a surge of interests in solving noisy linear inverse problems, e.g., super-resolution, deblurring, denoising, colorization, etc, with generative…

Machine Learning · Computer Science 2024-10-22 Xiangming Meng , Yoshiyuki Kabashima

We present a simple method to obtain optimal posterior distributions and improve the quality of Bayesian inference with reduced human and computational effort. Bayes' Theorem is reformulated in the language of statistical mechanics, wherein…

Methodology · Statistics 2026-04-28 Alfred C. K. Farris

Logistic Gaussian process (LGP) priors provide a flexible alternative for modelling unknown densities. The smoothness properties of the density estimates can be controlled through the prior covariance structure of the LGP, but the challenge…

Computation · Statistics 2016-11-01 Jaakko Riihimäki , Aki Vehtari

We consider the contextual bandit problem where at each time, the agent only has access to a noisy version of the context and the error variance (or an estimator of this variance). This setting is motivated by a wide range of applications…

Machine Learning · Statistics 2024-03-19 Yongyi Guo , Ziping Xu , Susan Murphy

Diffusion models have recently emerged as powerful generative priors for solving inverse problems. However, training diffusion models in the pixel space are both data-intensive and computationally demanding, which restricts their…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Bowen Song , Soo Min Kwon , Zecheng Zhang , Xinyu Hu , Qing Qu , Liyue Shen

We show how to use a variational approximation to the logistic function to perform approximate inference in Bayesian networks containing discrete nodes with continuous parents. Essentially, we convert the logistic function to a Gaussian,…

Artificial Intelligence · Computer Science 2013-01-30 Kevin Murphy

In stochastic bandit problems, a Bayesian policy called Thompson sampling (TS) has recently attracted much attention for its excellent empirical performance. However, the theoretical analysis of this policy is difficult and its asymptotic…

Statistics Theory · Mathematics 2013-11-11 Junya Honda , Akimichi Takemura

We propose a method for estimating the posterior distribution of a standard geostatistical model. After choosing the model formulation and specifying a prior, we use normal mixture densities to approximate the posterior distribution. The…

Methodology · Statistics 2014-09-10 Zepu Zhang

While learning the maximum likelihood value of parameters of an undirected graphical model is hard, modelling the posterior distribution over parameters given data is harder. Yet, undirected models are ubiquitous in computer vision and text…

Machine Learning · Computer Science 2012-07-02 Max Welling , Sridevi Parise

Approximate Bayesian computation is an established and popular method for likelihood-free inference with applications in many disciplines. The effectiveness of the method depends critically on the availability of well performing summary…

Machine Learning · Statistics 2018-05-23 Prashant Singh , Andreas Hellander

This paper presents an approximate method for performing Bayesian inference in models with conditional independence over a decentralized network of learning agents. The method first employs variational inference on each individual learning…

Machine Learning · Computer Science 2014-06-13 Trevor Campbell , Jonathan P. How

Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…

Machine Learning · Statistics 2021-11-30 Hongju Park , Mohamad Kazem Shirani Faradonbeh

Diffusion models have emerged as powerful generative techniques for solving inverse problems. Despite their success in a variety of inverse problems in imaging, these models require many steps to converge, leading to slow inference time.…

Image and Video Processing · Electrical Eng. & Systems 2024-11-13 Yaşar Utku Alçalar , Mehmet Akçakaya

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

Thompson sampling (TS) has emerged as a robust technique for contextual bandit problems. However, TS requires posterior inference and optimization for action generation, prohibiting its use in many online platforms where latency and ease of…

Machine Learning · Computer Science 2024-07-23 Hongseok Namkoong , Samuel Daulton , Eytan Bakshy

This work introduces a new approximate proximal sampler that operates solely with zeroth-order information of the potential function. Prior theoretical analyses have revealed that proximal sampling corresponds to alternating forward and…

Machine Learning · Computer Science 2026-03-23 Hirohane Takagi , Atsushi Nitanda

Discrete diffusion language models learn to reconstruct text from randomly masked inputs, yet under mild assumptions their denoiser already implements the exact Bayesian posterior over the original tokens. We prove that the expected…

Computation and Language · Computer Science 2025-07-15 Cooper Doyle