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Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…

We give an improved theoretical analysis of score-based generative modeling. Under a score estimate with small $L^2$ error (averaged across timesteps), we provide efficient convergence guarantees for any data distribution with second-order…

Machine Learning · Computer Science 2023-02-03 Hongrui Chen , Holden Lee , Jianfeng Lu

We formulate the inverse problem in a Bayesian framework and aim to train a generative model that allows us to simulate (i.e., sample from the likelihood) and do inference (i.e., sample from the posterior). We review the use of triangular…

Machine Learning · Statistics 2025-09-05 Tristan van Leeuwen , Christoph Brune , Marcello Carioni

Score-based diffusion generative models have recently emerged as a powerful tool for modelling complex data distributions. These models aim at learning the score function, which defines a map from a known probability distribution to the…

Machine Learning · Statistics 2025-11-12 Ehsan Mirafzali , Frank Proske , Utkarsh Gupta , Daniele Venturi , Razvan Marinescu

Dynamic magnetic resonance image reconstruction from incomplete k-space data has generated great research interest due to its capability to reduce scan time. Never-theless, the reconstruction problem is still challenging due to its…

Image and Video Processing · Electrical Eng. & Systems 2022-12-16 Chuanming Yu , Yu Guan , Ziwen Ke , Dong Liang , Qiegen Liu

A valuable step in the modeling of multiscale dynamical systems in fields such as computational chemistry, biology, materials science and more, is the representative sampling of the phase space over long timescales of interest; this task is…

Machine Learning · Computer Science 2023-12-29 Ellis R. Crabtree , Juan M. Bello-Rivas , Ioannis G. Kevrekidis

We propose a machine-learning algorithm for Bayesian inverse problems in the function-space regime based on one-step generative transport. Building on the Mean Flows, we learn a fully conditional amortized sampler with a neural-operator…

Machine Learning · Statistics 2026-03-17 Zilan Cheng , Li-Lian Wang , Zhongjian Wang

Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify the uncertainty on the estimators. Although these methods…

Methodology · Statistics 2023-11-28 Pierre-Antoine Thouvenin , Audrey Repetti , Pierre Chainais

Data-driven reduced order models (ROMs) are combined with the Lippmann-Schwinger integral equation to produce a direct nonlinear inversion method. The ROM is viewed as a Galerkin projection and is sparse due to Lanczos orthogonalization.…

Numerical Analysis · Mathematics 2021-08-11 Vladimir Druskin , Shari Moskow , Mikhail Zaslavsky

Solving inverse problems -- recovering signals from incomplete or noisy measurements -- is fundamental in science and engineering. Score-based generative models (SGMs) have recently emerged as a powerful framework for this task. Two main…

Machine Learning · Computer Science 2025-10-27 Bartlomiej Sobieski , Matthew Tivnan , Yuang Wang , Siyeop Yoon , Pengfei Jin , Dufan Wu , Quanzheng Li , Przemyslaw Biecek

The Bayesian inference approach is widely used to tackle inverse problems due to its versatile and natural ability to handle ill-posedness. However, it often faces challenges when dealing with situations involving continuous fields or…

Numerical Analysis · Mathematics 2023-08-28 Xinchao Jiang , Xin Wang , Ziming Wen , Hu Wang

Proving algorithm-dependent generalization error bounds for gradient-type optimization methods has attracted significant attention recently in learning theory. However, most existing trajectory-based analyses require either restrictive…

Machine Learning · Computer Science 2022-10-12 Xuanyuan Luo , Luo Bei , Jian Li

Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…

Geophysics · Physics 2026-03-03 Ali Siahkoohi , Kamal Aghazade , Ali Gholami

In this work we study linear vector stochastic differential equation (SDE) models driven by the generalised hyperbolic (GH) L\'evy process for inference in continuous-time non-Gaussian filtering problems. The GH family of stochastic…

Methodology · Statistics 2023-09-21 Yaman Kındap , Simon Godsill

This work aims to accelerate the convergence of proximal gradient methods used to solve regularized linear inverse problems. This is achieved by designing a polynomial-based preconditioner that targets the eigenvalue spectrum of the normal…

Score-based generative models (SGMs) have emerged as one of the most popular classes of generative models. A substantial body of work now exists on the analysis of SGMs, focusing either on discretization aspects or on their statistical…

Machine Learning · Statistics 2026-02-10 Benjamin Dupuis , Dario Shariatian , Maxime Haddouche , Alain Durmus , Umut Simsekli

The preconditioned Metropolis adjusted Langevin algorithm (MALA) is a widely used method in statistical applications, where the choice of the preconditioning matrix plays a critical role. Recently, Titsias \cite{Titsias2024} demonstrated…

Numerical Analysis · Mathematics 2025-03-13 Li-Li Wang , Guang-Hui Zheng

We present a novel algorithm for parameter learning in generic deep generative models that builds upon the predictive coding (PC) framework of computational neuroscience. Our approach modifies the standard PC algorithm to bring performance…

Machine Learning · Computer Science 2024-11-19 Umais Zahid , Qinghai Guo , Zafeirios Fountas

This study investigates the dynamics of Score-based Generative Models (SGMs) by treating the score estimation error as a stochastic source driving the Fokker-Planck equation. Departing from particle-centric SDE analyses, we employ an SPDE…

Machine Learning · Computer Science 2026-02-10 Junsu Seo

Score-based generative models (SGMs) are a recent breakthrough in generating fake images. SGMs are known to surpass other generative models, e.g., generative adversarial networks (GANs) and variational autoencoders (VAEs). Being inspired by…

Machine Learning · Computer Science 2022-06-20 Jayoung Kim , Chaejeong Lee , Yehjin Shin , Sewon Park , Minjung Kim , Noseong Park , Jihoon Cho