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Doubly intractable problems occur when both the likelihood and the posterior are available only in unnormalised form, with computationally intractable normalisation constants. Bayesian inference then typically requires direct approximation…

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Non-Gaussian likelihoods are essential for modelling complex real-world observations but pose significant computational challenges in learning and inference. Even with Gaussian priors, non-Gaussian likelihoods often lead to analytically…

Machine Learning · Statistics 2024-10-29 Thang D. Bui

Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…

Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…

Machine Learning · Statistics 2025-06-09 Jakiw Pidstrigach , Youssef Marzouk , Sebastian Reich , Sven Wang

Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…

We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…

Statistics Theory · Mathematics 2026-02-10 Shaokang Zu , Junxiong Jia , Deyu Meng

Diffusion models provide a powerful way to incorporate complex prior information for solving inverse problems. However, existing methods struggle to correctly incorporate guidance from conflicting signals in the prior and measurement, and…

Machine Learning · Computer Science 2025-10-07 Shaorong Zhang , Rob Brekelmans , Yunshu Wu , Greg Ver Steeg

This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…

Probability · Mathematics 2018-05-10 Michel Benaïm , Charles-Edouard Bréhier

Causal inference requires evaluating models on balanced distributions between treatment and control groups, while training data often exhibits imbalance due to historical decision-making policies. Most conventional statistical methods…

Machine Learning · Statistics 2025-11-21 Akira Tanimoto

Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an…

Methodology · Statistics 2020-12-22 Xiao Chen

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…

Machine Learning · Statistics 2026-02-13 Jean-François Giovannelli

Even in low dimensions, sampling from multi-modal distributions is challenging. We provide the first sampling algorithm for a broad class of distributions -- including all Gaussian mixtures -- with a query complexity that is polynomial in…

Computation · Statistics 2025-10-24 Adrien Vacher , Omar Chehab , Anna Korba

Diffusion models have recently been shown to excel in many image reconstruction tasks that involve inverse problems based on a forward measurement operator. A common framework uses task-agnostic unconditional models that are later…

Computer Vision and Pattern Recognition · Computer Science 2024-06-17 Alper Güngör , Bahri Batuhan Bilecen , Tolga Çukur

Solving inverse problems using Bayesian methods can become prohibitively expensive when likelihood evaluations involve complex and large scale numerical models. A common approach to circumvent this issue is to approximate the forward model…

Computational Engineering, Finance, and Science · Computer Science 2023-12-14 Maximilian Dinkel , Carolin M. Geitner , Gil Robalo Rei , Jonas Nitzler , Wolfgang A. Wall

Diffusion models have emerged as the new state-of-the-art generative model with high quality samples, with intriguing properties such as mode coverage and high flexibility. They have also been shown to be effective inverse problem solvers,…

Computer Vision and Pattern Recognition · Computer Science 2025-10-06 Hyungjin Chung , Dohoon Ryu , Michael T. McCann , Marc L. Klasky , Jong Chul Ye

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

Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…

Computation · Statistics 2019-04-03 Jaewoo Park , Murali Haran

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