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Cross-sectional studies are widely prevalent since they are more feasible to conduct compared to longitudinal studies. However, cross-sectional data lack the temporal information required to study the evolution of the underlying processes.…

Computational Engineering, Finance, and Science · Computer Science 2021-02-24 Pritha Dutta , Rick Quax , Loes Crielaard , Peter M. A. Sloot

This paper proposes a novel diffusion-based posterior sampling method within a plug-and-play (PnP) framework. Our approach constructs a probability transport from an easy-to-sample terminal distribution to the target posterior, using a…

Machine Learning · Statistics 2025-12-10 Jinyuan Chang , Chenguang Duan , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang , Cheng Yuan

Diffusion models have recently emerged as a powerful framework for generative modeling. They consist of a forward process that perturbs input data with Gaussian white noise and a reverse process that learns a score function to generate…

Given a noisy linear measurement $y = Ax + \xi$ of a distribution $p(x)$, and a good approximation to the prior $p(x)$, when can we sample from the posterior $p(x \mid y)$? Posterior sampling provides an accurate and fair framework for…

Machine Learning · Computer Science 2025-11-19 Zhiyang Xun , Shivam Gupta , Eric Price

Generative learning generates high dimensional data based on low dimensional conditions, also called prompts. Therefore, generative learning algorithms are eligible for solving (Bayesian) inverse problems. In this article we compare a…

Machine Learning · Computer Science 2026-02-02 Patrick Krüger , Patrick Materne , Werner Krebs , Hanno Gottschalk

In large-scale Bayesian inverse problems, it is often necessary to apply approximate forward models to reduce the cost of forward model evaluations, while controlling approximation quality. In the context of Bayesian inverse problems with…

Numerical Analysis · Mathematics 2026-01-08 Josie König , Han Cheng Lie

Score-based generative models (SGMs) are generative models that are in the spotlight these days. Time-series frequently occurs in our daily life, e.g., stock data, climate data, and so on. Especially, time-series forecasting and…

Machine Learning · Computer Science 2023-01-23 Haksoo Lim , Minjung Kim , Sewon Park , Noseong Park

Implicit generative modeling (IGM) aims to produce samples of synthetic data matching the characteristics of a target data distribution. Recent work (e.g. score-matching networks, diffusion models) has approached the IGM problem from the…

Machine Learning · Computer Science 2026-05-21 Romann M. Weber

Diffusion models are a state-of-the-art generative modeling framework that transform noise to images via Langevin sampling, guided by the score, which is the gradient of the logarithm of the data distribution. Recent works have shown…

Machine Learning · Computer Science 2025-08-01 Aadithya Srikanth , Siddarth Asokan , Nishanth Shetty , Chandra Sekhar Seelamantula

We present SURE-Score: an approach for learning score-based generative models using training samples corrupted by additive Gaussian noise. When a large training set of clean samples is available, solving inverse problems via score-based…

Machine Learning · Computer Science 2025-04-23 Asad Aali , Marius Arvinte , Sidharth Kumar , Jonathan I. Tamir

In recent works, both sparsity-based methods as well as learning-based methods have proven to be successful in solving several challenging linear inverse problems. However, sparsity priors for natural signals and images suffer from poor…

Machine Learning · Statistics 2018-02-26 Viraj Shah , Chinmay Hegde

Score-based generative modeling (SGM) has grown to be a hugely successful method for learning to generate samples from complex data distributions such as that of images and audio. It is based on evolving an SDE that transforms white noise…

Machine Learning · Computer Science 2022-10-04 Holden Lee , Jianfeng Lu , Yixin Tan

The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and…

Numerical Analysis · Mathematics 2025-01-29 Iain Smears

Recent work has explored a range of model families for human motion generation, including Variational Autoencoders (VAEs), Generative Adversarial Networks (GANs), and diffusion-based models. Despite their differences, many methods rely on…

Computer Vision and Pattern Recognition · Computer Science 2025-10-15 David Björkstrand , Tiesheng Wang , Lars Bretzner , Josephine Sullivan

We study posterior sampling for inverse problems in discrete state spaces using discrete diffusion models as generative priors. While continuous diffusion models have become widely used for inverse problems, their discrete counterparts…

Machine Learning · Computer Science 2026-05-12 Chaitanya Amballa , Sattwik Basu , Jorge Vančo Sampedro , Romit Roy Choudhury

Stochastic Gradient Langevin Dynamics (SGLD) is a powerful algorithm for optimizing a non-convex objective, where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates towards a global…

Optimization and Control · Mathematics 2020-06-04 Yuanhan Hu , Xiaoyu Wang , Xuefeng Gao , Mert Gurbuzbalaban , Lingjiong Zhu

Generative models have emerged as powerful priors for solving inverse problems. These models typically represent a class of natural signals using a single fixed complexity or dimensionality. This can be limiting: depending on the problem, a…

Machine Learning · Computer Science 2026-03-11 Sean Gunn , Jorio Cocola , Oliver De Candido , Vaggos Chatziafratis , Paul Hand

Denoising diffusion models have proven to be a flexible and effective paradigm for generative modelling. Their recent extension to infinite dimensional Euclidean spaces has allowed for the modelling of stochastic processes. However, many…

The traditional approach of hand-crafting priors (such as sparsity) for solving inverse problems is slowly being replaced by the use of richer learned priors (such as those modeled by deep generative networks). In this work, we study the…

Machine Learning · Computer Science 2021-05-14 Viraj Shah , Rakib Hyder , M. Salman Asif , Chinmay Hegde

Gradient Langevin dynamics and a variety of its variants have attracted increasing attention owing to their convergence towards the global optimal solution, initially in the unconstrained convex framework while recently even in convex…

Optimization and Control · Mathematics 2024-08-15 Kanji Sato , Akiko Takeda , Reiichiro Kawai , Taiji Suzuki