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We propose a posterior sampling algorithm for the problem of estimating multiple independent source signals from their noisy superposition. The proposed algorithm is a combination of Gibbs sampling method and plug-and-play (PnP) diffusion…

Signal Processing · Electrical Eng. & Systems 2025-09-17 Yi Zhang , Rui Guo , Yonina C. Eldar

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

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

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

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 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

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…

We develop a general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters, aiming at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet…

Methodology · Statistics 2017-10-24 Fangzheng Xie , Yanxun Xu

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

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

Numerical Analysis · Mathematics 2016-11-03 Felix Lucka

Seismic data noise processing is an important part of seismic exploration data processing, and the effect of noise elimination is directly related to the follow-up processing of data. In response to this problem, many authors have proposed…

Geophysics · Physics 2024-10-28 Junheng Peng , Yong Li , Zhangquan Liao , Xuben Wang , Xingyu Yang

Recent advancements in solving Bayesian inverse problems have spotlighted denoising diffusion models (DDMs) as effective priors. Although these have great potential, DDM priors yield complex posterior distributions that are challenging to…

Machine Learning · Statistics 2024-11-14 Yazid Janati , Badr Moufad , Alain Durmus , Eric Moulines , Jimmy Olsson

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

We propose a data-efficient, physics-aware generative framework in function space for inverse PDE problems. Existing plug-and-play diffusion posterior samplers represent physics implicitly through joint coefficient-solution modeling,…

Machine Learning · Computer Science 2026-03-03 Thomas Y. L. Lin , Jiachen Yao , Lufang Chiang , Julius Berner , Anima Anandkumar

We study the application of a Bayesian method to extract relevant information from data for the case of a signal consisting of two or more decaying particles and its background. The method takes advantage of the dependence that exists in…

High Energy Physics - Phenomenology · Physics 2023-06-06 Ezequiel Alvarez

Bayesian model selection, with precedents in George and McCulloch (1993) and Abramovich et al. (1998), support credibility measures that relate model uncertainty, but computation can be costly when sparse priors are approximate. We design…

Computation · Statistics 2023-03-13 Alan Lenarcic , William Valdar

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

One-dimensional signal decomposition is a well-established and widely used technique across various scientific fields. It serves as a highly valuable pre-processing step for data analysis. While traditional decomposition techniques often…

Machine Learning · Computer Science 2025-06-09 Samuele Salti , Andrea Pinto , Alessandro Lanza , Serena Morigi

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
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