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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

Since their initial introduction, score-based diffusion models (SDMs) have been successfully applied to solve a variety of linear inverse problems in finite-dimensional vector spaces due to their ability to efficiently approximate the…

Machine Learning · Statistics 2023-10-31 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Score-based generative models (SGMs) are powerful tools to sample from complex data distributions. Their underlying idea is to (i) run a forward process for time $T_1$ by adding noise to the data, (ii) estimate its score function, and (iii)…

Machine Learning · Computer Science 2024-06-06 Francesco Pedrotti , Jan Maas , Marco Mondelli

Score-based diffusion models have recently been extended to infinite-dimensional function spaces, with uses such as inverse problems arising from partial differential equations. In the Bayesian formulation of inverse problems, the aim is to…

Machine Learning · Computer Science 2026-05-12 Elizabeth L. Baker , Alexander Denker , Jes Frellsen

Motivated by the increasingly popular Score-based Generative Modeling (SGM), we study the Inexact Langevin Dynamics (ILD) and Inexact Langevin Algorithm (ILA) where a score function estimate is used in place of the exact score. We establish…

Machine Learning · Computer Science 2026-03-31 Kaylee Yingxi Yang , Andre Wibisono

Score-based Generative Models (SGMs) have demonstrated exceptional synthesis outcomes across various tasks. However, the current design landscape of the forward diffusion process remains largely untapped and often relies on physical…

Machine Learning · Computer Science 2023-10-13 Kushagra Pandey , Stephan Mandt

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their inference is very slow due to a need for many (e.g., 2000) iterations of sequential…

Computer Vision and Pattern Recognition · Computer Science 2022-12-06 Hengyuan Ma , Li Zhang , Xiatian Zhu , Jianfeng Feng

The incorporation of generative models as regularisers within variational formulations for inverse problems has proven effective across numerous image reconstruction tasks. However, the resulting optimisation problem is often non-convex and…

Machine Learning · Computer Science 2024-08-14 Pascal Fernsel , Željko Kereta , Alexander Denker

We adopt a Gamma and Malliavin Calculi point of view in order to generalize Score-based diffusion Generative Models (SGMs) to an infinite-dimensional abstract Hilbertian setting. Particularly, we define the forward noising process using…

Probability · Mathematics 2025-10-06 Giacomo Greco

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their sampling process is slow due to a need for many (e.g., 2000) iterations of sequential…

Computer Vision and Pattern Recognition · Computer Science 2025-03-03 Hengyuan Ma , Xiatian Zhu , Jianfeng Feng , Li Zhang

We propose a solution for linear inverse problems based on higher-order Langevin diffusion. More precisely, we propose pre-conditioned second-order and third-order Langevin dynamics that provably sample from the posterior distribution of…

Machine Learning · Statistics 2023-12-08 Nicolas Zilberstein , Ashutosh Sabharwal , Santiago Segarra

Simulation-based inference (SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep…

Methodology · Statistics 2025-09-15 Haoyu Jiang , Yuexi Wang , Yun Yang

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

In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…

Computational Engineering, Finance, and Science · Computer Science 2024-08-30 Yankun Hong , Harshit Bansal , Karen Veroy

We introduce a novel class of score-based diffusion processes that operate directly in the representation space of Lie groups. Leveraging the framework of Generalized Score Matching, we derive a class of Langevin dynamics that decomposes as…

Machine Learning · Computer Science 2025-10-28 Marco Bertolini , Tuan Le , Djork-Arné Clevert

We study score-based diffusion modelling in infinite-dimensional separable Hilbert spaces through Malliavin calculus, extending the analysis of generative models beyond the finite-dimensional setting. The forward diffusion process is…

Probability · Mathematics 2026-03-30 Ehsan Mirafzali , Frank Proske , Daniele Venturi , Razvan Marinescu

Score-based generative models based on stochastic differential equations (SDEs) achieve impressive performance in sampling from unknown distributions, but often fail to satisfy underlying constraints. We propose a constrained generative…

Machine Learning · Statistics 2025-10-29 Adam Nordenhög , Akash Sharma

Most modern imaging systems incorporate a computational pipeline to infer the image of interest from acquired measurements. The Bayesian approach to solve such ill-posed inverse problems involves the characterization of the posterior…

Computer Vision and Pattern Recognition · Computer Science 2023-05-26 Pakshal Bohra , Thanh-an Pham , Jonathan Dong , Michael Unser

Score-based generative models (SGMs) have demonstrated remarkable synthesis quality. SGMs rely on a diffusion process that gradually perturbs the data towards a tractable distribution, while the generative model learns to denoise. The…

Machine Learning · Statistics 2022-03-28 Tim Dockhorn , Arash Vahdat , Karsten Kreis

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,…

Machine Learning · Statistics 2024-10-04 Vishal Purohit , Matthew Repasky , Jianfeng Lu , Qiang Qiu , Yao Xie , Xiuyuan Cheng
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