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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,…

Computation · Statistics 2016-04-20 Francois Septier , Gareth W. Peters

Nesterov's Accelerated Gradient (NAG) for optimization has better performance than its continuous time limit (noiseless kinetic Langevin) when a finite step-size is employed \citep{shi2021understanding}. This work explores the sampling…

Machine Learning · Computer Science 2022-06-22 Ruilin Li , Hongyuan Zha , Molei Tao

The generative priors of pre-trained latent diffusion models (DMs) have demonstrated great potential to enhance the visual quality of image super-resolution (SR) results. However, the noise sampling process in DMs introduces randomness in…

Image and Video Processing · Electrical Eng. & Systems 2024-09-26 Lingchen Sun , Rongyuan Wu , Jie Liang , Zhengqiang Zhang , Hongwei Yong , Lei Zhang

Approximate Bayesian inference estimates descriptors of an intractable target distribution - in essence, an optimization problem within a family of distributions. For example, Langevin dynamics (LD) extracts asymptotically exact samples…

Machine Learning · Statistics 2021-10-11 Zheyang Shen , Markus Heinonen , Samuel Kaski

In diverse microscopy modalities, sensors measure only real-valued intensities. Additionally, the sensor readouts are affected by Poissonian-distributed photon noise. Traditional restoration algorithms typically aim to minimize the mean…

Computer Vision and Pattern Recognition · Computer Science 2023-07-31 Nadav Torem , Roi Ronen , Yoav Y. Schechner , Michael Elad

Diffusion models are the de facto approach for generating high-quality images and videos, but learning high-dimensional models remains a formidable task due to computational and optimization challenges. Existing methods often resort to…

Computer Vision and Pattern Recognition · Computer Science 2024-09-04 Jiatao Gu , Shuangfei Zhai , Yizhe Zhang , Josh Susskind , Navdeep Jaitly

Strong generative models can accurately learn channel distributions. This could save recurring costs for physical measurements of the channel. Moreover, the resulting differentiable channel model supports training neural encoders by…

Information Theory · Computer Science 2024-06-12 Muah Kim , Rick Fritschek , Rafael F. Schaefer

Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…

Computation · Statistics 2023-09-25 Sifan Liu

Large scale image super-resolution is a challenging computer vision task, since vast information is missing in a highly degraded image, say for example forscale x16 super-resolution. Diffusion models are used successfully in recent years in…

Image and Video Processing · Electrical Eng. & Systems 2023-12-22 Chun-Chuen Hui , Wan-Chi Siu , Ngai-Fong Law

This report presents the comprehensive implementation, evaluation, and optimization of Denoising Diffusion Probabilistic Models (DDPMs) and Denoising Diffusion Implicit Models (DDIMs), which are state-of-the-art generative models. During…

Computer Vision and Pattern Recognition · Computer Science 2024-12-20 Jaineet Shah , Michael Gromis , Rickston Pinto

The probabilistic diffusion model (DM), generating content by inferencing through a recursive chain structure, has emerged as a powerful framework for visual generation. After pre-training on enormous data, the model needs to be properly…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Tao Ren , Zishi Zhang , Jingyang Jiang , Zehao Li , Shentao Qin , Yi Zheng , Guanghao Li , Qianyou Sun , Yan Li , Jiafeng Liang , Xinping Li , Yijie Peng

This paper presents a new Metropolis-adjusted Langevin algorithm (MALA) that uses convex analysis to simulate efficiently from high-dimensional densities that are log-concave, a class of probability distributions that is widely used in…

Methodology · Statistics 2015-04-06 Marcelo Pereyra

Despite the remarkable success of diffusion models in image generation, slow sampling remains a persistent issue. To accelerate the sampling process, prior studies have reformulated diffusion sampling as an ODE/SDE and introduced…

Computer Vision and Pattern Recognition · Computer Science 2023-07-24 Suttisak Wizadwongsa , Worameth Chinchuthakun , Pramook Khungurn , Amit Raj , Supasorn Suwajanakorn

We study convergence of a generative modeling method that first estimates the score function of the distribution using Denoising Auto-Encoders (DAE) or Denoising Score Matching (DSM) and then employs Langevin diffusion for sampling. We show…

Machine Learning · Statistics 2022-10-12 Adam Block , Youssef Mroueh , Alexander Rakhlin

The problem of unsupervised learning and segmentation of hyperspectral images is a significant challenge in remote sensing. The high dimensionality of hyperspectral data, presence of substantial noise, and overlap of classes all contribute…

Computer Vision and Pattern Recognition · Computer Science 2018-10-17 James M. Murphy , Mauro Maggioni

Sampling from score-based diffusion models incurs bias due to both time discretisation and the approximation of the score function. A common strategy for reducing this bias is to apply corrector steps based on the unadjusted Langevin…

Machine Learning · Statistics 2026-05-12 Kevin H. Lam , Tyler Farghly , Christopher Williams , Jun Yang , Yee Whye Teh , Arnaud Doucet

Diffusion-based models have shown great promise in molecular generation but often require a large number of sampling steps to generate valid samples. In this paper, we introduce a novel Straight-Line Diffusion Model (SLDM) to tackle this…

Machine Learning · Computer Science 2025-06-10 Yuyan Ni , Shikun Feng , Haohan Chi , Bowen Zheng , Huan-ang Gao , Wei-Ying Ma , Zhi-Ming Ma , Yanyan Lan

In this work, we establish a direct connection between generative diffusion models (DMs) and stochastic quantization (SQ). The DM is realized by approximating the reversal of a stochastic process dictated by the Langevin equation,…

High Energy Physics - Lattice · Physics 2024-05-10 Lingxiao Wang , Gert Aarts , Kai Zhou

In this paper, we propose a second order optimization method to learn models where both the dimensionality of the parameter space and the number of training samples is high. In our method, we construct on each iteration a Krylov subspace…

Machine Learning · Statistics 2011-11-21 Oriol Vinyals , Daniel Povey

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun