Related papers: Inverse Problem Sampling in Latent Space Using Seq…
We develop diffusion-based samplers for target distributions known up to a normalising constant. To this end, we rely on the well-known diffusion path that smoothly interpolates between a simple base distribution and the target, popularised…
Diffusion models (DMs) have emerged as powerful image priors in Bayesian computational imaging. Two primary strategies have been proposed for leveraging DMs in this context: Plug-and-Play methods, which are zero-shot and highly flexible but…
We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…
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 generate samples through an iterative denoising process, guided by a neural network. While training the denoiser on real-world data is computationally demanding, the sampling procedure itself is more flexible. This…
This paper considers the problem of sampling from non-logconcave distribution, based on queries of its unnormalized density. It first describes a framework, Denoising Diffusion Monte Carlo (DDMC), based on the simulation of a denoising…
In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…
Diffusion models have established new state of the art in a multitude of computer vision tasks, including image restoration. Diffusion-based inverse problem solvers generate reconstructions of exceptional visual quality from heavily…
In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or overshooting process, is provided. The method applies to general…
Signal reconstruction is a challenging aspect of computational imaging as it often involves solving ill-posed inverse problems. Recently, deep feed-forward neural networks have led to state-of-the-art results in solving various inverse…
This paper proposes a new Sequential Monte Carlo algorithm to perform online estimation in the context of state space models when either the transition density of the latent state or the conditional likelihood of an observation given a…
Diffusion models have been recently studied as powerful generative inverse problem solvers, owing to their high quality reconstructions and the ease of combining existing iterative solvers. However, most works focus on solving simple linear…
In this paper, we propose an efficient pseudo-marginal Markov chain Monte Carlo (MCMC) sampling approach to draw samples from posterior shape distributions for image segmentation. The computation time of the proposed approach is independent…
Stochastic differential equation (SDE)-based generative models have achieved substantial progress in conditional generation via training-free differentiable loss-guided approaches. However, existing methodologies utilizing posterior sam-…
Image generation models trained on large datasets can synthesize high-quality images but often produce spatially inconsistent and distorted images due to limited information about the underlying structures and spatial layouts. In this work,…
Being the most classical generative model for serial data, state-space models (SSM) are fundamental in AI and statistical machine learning. In SSM, any form of parameter learning or latent state inference typically involves the computation…
We consider the task of MCMC sampling from a distribution defined on a discrete space. Building on recent insights provided in [Zan19], we devise a class of efficient continuous-time, non-reversible algorithms which make active use of the…
We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…
Probabilistic inference algorithms such as Sequential Monte Carlo (SMC) provide powerful tools for constraining procedural models in computer graphics, but they require many samples to produce desirable results. In this paper, we show how…
Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…