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Deep Gaussian processes (DGPs) enable expressive hierarchical Bayesian modeling but pose substantial challenges for posterior inference, especially over inducing variables. Denoising diffusion variational inference (DDVI) addresses this by…

Machine Learning · Computer Science 2026-02-13 Jian Xu , Qibin Zhao , John Paisley , Delu Zeng

Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…

Methodology · Statistics 2025-07-08 Paolo Onorati , David B. Dunson , Antonio Canale

Diffusion models have been firmly established as principled zero-shot solvers for linear and nonlinear inverse problems, owing to their powerful image prior and iterative sampling algorithm. These approaches often rely on Tweedie's formula,…

Machine Learning · Computer Science 2026-04-29 Jonathan Patsenker , Henry Li , Myeongseob Ko , Ruoxi Jia , Yuval Kluger

Diffusion models have recently shown considerable potential in solving Bayesian inverse problems when used as priors. However, sampling from the resulting denoising posterior distributions remains a challenge as it involves intractable…

Machine Learning · Statistics 2024-12-25 Badr Moufad , Yazid Janati , Lisa Bedin , Alain Durmus , Randal Douc , Eric Moulines , Jimmy Olsson

We propose a general framework for conditional sampling in PDE-based inverse problems, targeting the recovery of whole solutions from extremely sparse or noisy measurements. This is accomplished by a function-space diffusion model and…

Machine Learning · Computer Science 2026-02-06 Jiachen Yao , Abbas Mammadov , Julius Berner , Gavin Kerrigan , Jong Chul Ye , Kamyar Azizzadenesheli , Anima Anandkumar

Restoring degraded music signals is essential to enhance audio quality for downstream music manipulation. Recent diffusion-based music restoration methods have demonstrated impressive performance, and among them, diffusion posterior…

Audio and Speech Processing · Electrical Eng. & Systems 2023-09-14 Carlos Hernandez-Olivan , Koichi Saito , Naoki Murata , Chieh-Hsin Lai , Marco A. Martínez-Ramirez , Wei-Hsiang Liao , Yuki Mitsufuji

This paper explores the use of score-based diffusion models for Bayesian image reconstruction. Diffusion models are an efficient tool for generative modeling. Diffusion models can also be used for solving image reconstruction problems. We…

Image and Video Processing · Electrical Eng. & Systems 2025-10-06 Michael T. McCann , Hyungjin Chung , Jong Chul Ye , Marc L. Klasky

Inverse problems describe the process of estimating the causal factors from a set of measurements or data. Mapping of often incomplete or degraded data to parameters is ill-posed, thus data-driven iterative solutions are required, for…

Artificial Intelligence · Computer Science 2024-06-21 Weitong Zhang , Chengqi Zang , Liu Li , Sarah Cechnicka , Cheng Ouyang , Bernhard Kainz

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

Recent success of diffusion models has inspired a surge of interest in developing sampling techniques using reverse diffusion processes. However, accurately estimating the drift term in the reverse stochastic differential equation (SDE)…

Machine Learning · Statistics 2024-10-22 Zhekun Shi , Longlin Yu , Tianyu Xie , Cheng Zhang

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

In signal processing, the data collected from sensing devices is often a noisy linear superposition of multiple components, and the estimation of components of interest constitutes a crucial pre-processing step. In this work, we develop a…

Signal Processing · Electrical Eng. & Systems 2026-02-12 Yi Zhang , Rui Guo , Yonina C. Eldar

Diffusion models have achieved remarkable progress in universal image restoration. While existing methods speed up inference by reducing sampling steps, substantial step intervals often introduce cumulative errors. Moreover, they struggle…

Computer Vision and Pattern Recognition · Computer Science 2025-05-09 Hebaixu Wang , Jing Zhang , Haonan Guo , Di Wang , Jiayi Ma , Bo Du

Diffusion models have recently emerged as powerful generative priors for solving inverse problems. However, training diffusion models in the pixel space are both data-intensive and computationally demanding, which restricts their…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Bowen Song , Soo Min Kwon , Zecheng Zhang , Xinyu Hu , Qing Qu , Liyue Shen

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

Statistics Theory · Mathematics 2025-04-24 David T. Frazier , Jeremias Knoblauch , Jack Jewson , Christopher Drovandi

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Machine Learning · Computer Science 2023-10-31 Tianyu Pang , Cheng Lu , Chao Du , Min Lin , Shuicheng Yan , Zhijie Deng

Diffusion probabilistic models (DPMs) are a key component in modern generative models. DPM-solvers have achieved reduced latency and enhanced quality significantly, but have posed challenges to find the exact inverse (i.e., finding the…

Computer Vision and Pattern Recognition · Computer Science 2023-12-01 Seongmin Hong , Kyeonghyun Lee , Suh Yoon Jeon , Hyewon Bae , Se Young Chun

In this paper, we study Bayesian approach for solving large scale linear inverse problems arising in various scientific and engineering fields. We propose a fused $L_{1/2}$ prior with edge-preserving and sparsity-promoting properties and…

Computation · Statistics 2025-12-17 Xiongwen Ke , Yanan Fan , Qingping Zhou

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…

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

Probability · Mathematics 2026-01-13 Yumiharu Nakano