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This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Computation · Statistics 2016-04-20 Olivier Féron , François Orieux , Jean-François Giovannelli

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

Machine Learning · Statistics 2026-02-24 Xinyu Liu , Hai Zhang

Sampling from multimodal distributions is a central challenge in Bayesian inference and machine learning. In light of hardness results for sampling -- classical MCMC methods, even with tempering, can suffer from exponential mixing times --…

Machine Learning · Statistics 2025-12-23 Holden Lee , Matheau Santana-Gijzen

Recently, there has been a growing interest in generative models based on diffusions driven by the empirical robustness of these methods in generating high-dimensional photorealistic images and the possibility of using the vast existing…

Machine Learning · Statistics 2025-05-13 Jairon H. N. Batista , Flávio B. Gonçalves , Yuri F. Saporito , Rodrigo S. Targino

Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…

Machine Learning · Statistics 2025-02-11 Alessandro Micheli , Mélodie Monod , Samir Bhatt

This article describes a method for using optimization to derive efficient independent transition functions for Markov chain Monte Carlo simulations. Our interest is in sampling from a posterior density $\pi(x)$ for problems in which the…

Computation · Statistics 2022-06-03 Dean S. Oliver

Most existing graph diffusion models have significant bias problems. We observe that the forward diffusion's maximum perturbation distribution in most models deviates from the standard Gaussian distribution, while reverse sampling…

Computer Vision and Pattern Recognition · Computer Science 2026-04-03 Meng Yu , Kun Zhan

We give a polynomial-time algorithm for learning high-dimensional halfspaces with margins in $d$-dimensional space to within desired TV distance when the ambient distribution is an unknown affine transformation of the $d$-fold product of an…

Machine Learning · Computer Science 2023-11-03 Xinyuan Cao , Santosh S. Vempala

Equality-constrained models naturally arise in problems in which measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting…

Computation · Statistics 2025-04-28 Shenggang Hu , Hongsheng Dai , Fanlin Meng , Louis Aslett , Murray Pollock , Gareth O. Roberts

Score-based diffusion models demonstrate superior performance in generative tasks but encounter fundamental bottlenecks in inverse problems due to the analytical intractability of the time-dependent likelihood score. To bridge this gap, we…

Optimization and Control · Mathematics 2026-05-28 Boyang Zhang , Zhiguo Wang , Ya-Feng Liu

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

Diffusion models have recently shown remarkable results in magnetic resonance imaging reconstruction. However, the employed networks typically are black-box estimators of the (smoothed) prior score with tens of millions of parameters,…

Image and Video Processing · Electrical Eng. & Systems 2025-01-16 Laurenz Nagler , Martin Zach , Thomas Pock

Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal posterior distributions. The density of the samples…

Numerical Analysis · Mathematics 2022-06-03 Yuming Ba , Jana de Wiljes , Dean S. Oliver , Sebastian Reich

We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or…

Computation · Statistics 2025-11-04 Paula Cordero-Encinar , Andrew B. Duncan , Sebastian Reich , O. Deniz Akyildiz

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

We introduce a novel, training-free method for sampling differentiable representations (diffreps) using pretrained diffusion models. Rather than merely mode-seeking, our method achieves sampling by "pulling back" the dynamics of the…

Computer Vision and Pattern Recognition · Computer Science 2024-12-11 Yash Savani , Marc Finzi , J. Zico Kolter

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…

Machine Learning · Statistics 2026-02-12 Jean-François Giovannelli

Generative diffusion models have recently emerged as a powerful strategy to perform stochastic sampling in Bayesian inverse problems, delivering remarkably accurate solutions for a wide range of challenging applications. However, diffusion…

Computation · Statistics 2025-05-15 Abdul-Lateef Haji-Ali , Marcelo Pereyra , Luke Shaw , Konstantinos Zygalakis

Diffusion generative models unlock new possibilities for inverse problems as they allow for the incorporation of strong empirical priors in scientific inference. Recently, diffusion models are repurposed for solving inverse problems using…

It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…

Numerical Analysis · Mathematics 2025-02-11 Daniela Calvetti , Erkki Somersalo