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Bayesian methods of sampling from a posterior distribution are becoming increasingly popular due to their ability to precisely display the uncertainty of a model fit. Classical methods based on iterative random sampling and posterior…

Machine Learning · Statistics 2022-11-04 Jacopo Guidolin , Vyacheslav Kungurtsev , Ondřej Kuželka

We propose a framework to perform Bayesian inference using conditional score-based diffusion models to solve a class of inverse problems in mechanics involving the inference of a specimen's spatially varying material properties from noisy…

This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed…

This paper studies plug-and-play (PnP) Langevin sampling strategies for Bayesian inference in low-photon Poisson imaging problems, a challenging class of problems with significant applications in astronomy, medicine, and biology. PnP…

Computation · Statistics 2026-01-12 Teresa Klatzer , Savvas Melidonis , Marcelo Pereyra , Konstantinos C. Zygalakis

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

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

Existing diffusion-based methods for inverse problems sample from the posterior using score functions and accept the generated random samples as solutions. In applications that posterior mean is preferred, we have to generate multiple…

Machine Learning · Computer Science 2024-10-10 Zhipeng Xue , Penghao Cai , Xiaojun Yuan , Xiqi Gao

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 the context of score based generative models. We have a trained score network for a prior $p(x)$, a measurement model $p(y|x)$, and are tasked with sampling from the posterior $p(x|y)$. Prior…

Machine Learning · Computer Science 2025-12-09 Advait Parulekar , Litu Rout , Karthikeyan Shanmugam , Sanjay Shakkottai

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 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

Posterior sampling has been shown to be a powerful Bayesian approach for solving imaging inverse problems. The recent plug-and-play unadjusted Langevin algorithm (PnP-ULA) has emerged as a promising method for Monte Carlo sampling and…

Machine Learning · Statistics 2025-08-13 Marien Renaud , Jiaming Liu , Valentin de Bortoli , Andrés Almansa , Ulugbek S. Kamilov

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

Diffusion models have been demonstrated as powerful deep learning tools for image generation in CT reconstruction and restoration. Recently, diffusion posterior sampling, where a score-based diffusion prior is combined with a likelihood…

Medical Physics · Physics 2024-09-02 Shudong Li , Xiao Jiang , Matthew Tivnan , Grace J. Gang , Yuan Shen , J. Webster Stayman

Purpose: The Unadjusted Langevin Algorithm (ULA) in combination with diffusion models can generate high quality MRI reconstructions with uncertainty estimation from highly undersampled k-space data. However, sampling methods such as…

Medical Physics · Physics 2026-05-26 Moritz Blumenthal , Tina Holliber , Jonathan I. Tamir , Martin Uecker

Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…

Dynamical Systems · Mathematics 2021-11-05 G. A. Pavliotis , A. M. Stuart , U. Vaes

Diffusion models have been recently studied as powerful generative inverse problem solvers, owing to their high quality reconstructions and the ease of combining existing iterative solvers. However, most works focus on solving simple linear…

Machine Learning · Statistics 2025-10-06 Hyungjin Chung , Jeongsol Kim , Michael T. Mccann , Marc L. Klasky , Jong Chul Ye

In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…

Statistics Theory · Mathematics 2015-06-15 Sebastian J. Vollmer

Score-based diffusion methods provide a powerful strategy to solve image restoration tasks by flexibly combining a pre-trained foundational prior model with a likelihood function specified during test time. Such methods are predominantly…

Computer Vision and Pattern Recognition · Computer Science 2024-09-09 Charlesquin Kemajou Mbakam , Jean-Francois Giovannelli , Marcelo Pereyra

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…