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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

This paper introduces a stochastic plug-and-play (PnP) sampling algorithm that leverages variable splitting to efficiently sample from a posterior distribution. The algorithm based on split Gibbs sampling (SGS) draws inspiration from the…

Machine Learning · Statistics 2023-04-24 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

We study the problem of posterior sampling in discrete-state spaces using discrete diffusion models. While posterior sampling methods for continuous diffusion models have achieved remarkable progress, analogous methods for discrete…

Machine Learning · Computer Science 2025-11-04 Wenda Chu , Zihui Wu , Yifan Chen , Yang Song , Yisong Yue

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

This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…

Machine Learning · Statistics 2026-02-12 Jean-François Giovannelli

We propose a statistical benchmark for diffusion posterior sampling (DPS) algorithms for Bayesian linear inverse problems. The benchmark synthesizes signals from sparse L\'evy-process priors whose posteriors admit efficient Gibbs methods.…

Signal Processing · Electrical Eng. & Systems 2025-09-17 Martin Zach , Youssef Haouchat , Michael Unser

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

Machine Learning · Statistics 2025-02-06 Yazid Janati , Badr Moufad , Mehdi Abou El Qassime , Alain Durmus , Eric Moulines , Jimmy Olsson

Source separation is one of the signal processing's main emerging domain. Many techniques such as maximum likelihood (ML), Infomax, cumulant matching, estimating function, etc. have been used to address this difficult problem.…

Mathematical Physics · Physics 2009-10-31 Ali Mohammad-Djafari

The inadequate mixing of conventional Markov Chain Monte Carlo (MCMC) methods for multi-modal distributions presents a significant challenge in practical applications such as Bayesian inference and molecular dynamics. Addressing this, we…

Machine Learning · Statistics 2024-05-30 Wenlin Chen , Mingtian Zhang , Brooks Paige , José Miguel Hernández-Lobato , David Barber

The problem of mixed signals occurs in many different contexts; one of the most familiar being acoustics. The forward problem in acoustics consists of finding the sound pressure levels at various detectors resulting from sound signals…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Kevin H. Knuth

In a great number of tasks in science and engineering, the goal is to infer an unknown image from a small number of measurements collected from a known forward model describing certain sensing or imaging modality. Due to resource…

Image and Video Processing · Electrical Eng. & Systems 2024-06-13 Xingyu Xu , Yuejie Chi

We propose a new method for separating superimposed sources using diffusion-based generative models. Our method relies only on separately trained statistical priors of independent sources to establish a new objective function guided by…

Machine Learning · Computer Science 2024-01-18 Tejas Jayashankar , Gary C. F. Lee , Alejandro Lancho , Amir Weiss , Yury Polyanskiy , Gregory W. Wornell

We propose a Bayesian approach to the problem of multi-reference alignment -- the recovery of signals from noisy, randomly shifted observations. While existing frequentist methods accurately recover the signal at arbitrarily low…

Signal Processing · Electrical Eng. & Systems 2025-10-15 Axel Janson , Joakim Andén

In recent years, denoising problems have become intertwined with the development of deep generative models. In particular, diffusion models are trained like denoisers, and the distribution they model coincide with denoising priors in the…

Despite substantial progress in signal source separation, results for richly structured data continue to contain perceptible artifacts. In contrast, recent deep generative models can produce authentic samples in a variety of domains that…

Machine Learning · Computer Science 2020-09-22 Vivek Jayaram , John Thickstun

In this contribution, we present new algorithms to source separation for the case of noisy instantaneous linear mixture, within the Bayesian statistical framework. The source distribution prior is modeled by a mixture of Gaussians…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Hichem Snoussi , Ali Mohammad-Djafari

We study Bayesian estimation of mixture models and argue in favor of fitting the marginal posterior distribution over component assignments directly, rather than Gibbs sampling from the joint posterior on components and parameters as is…

Computation · Statistics 2025-11-03 M. E. J. Newman

This paper presents a new Markov chain Monte Carlo method to sample from the posterior distribution of conjugate mixture models. This algorithm relies on a flexible split-merge procedure built using the particle Gibbs sampler. Contrary to…

Computation · Statistics 2017-05-30 Alexandre Bouchard-Côté , Arnaud Doucet , Andrew Roth

We introduce Blind Plug-and-Play Diffusion Models (Blind-PnPDM) as a novel framework for solving blind inverse problems where both the target image and the measurement operator are unknown. Unlike conventional methods that rely on explicit…

Image and Video Processing · Electrical Eng. & Systems 2025-05-30 Anqi Li , Weijie Gan , Ulugbek S. Kamilov

Source separation problems are ubiquitous in the physical sciences; any situation where signals are superimposed calls for source separation to estimate the original signals. In this tutorial I will discuss the Bayesian approach to the…

Machine Learning · Statistics 2013-11-14 Kevin H. Knuth
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