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Diffusion models have recently demonstrated an impressive ability to address inverse problems in an unsupervised manner. While existing methods primarily focus on modifying the posterior sampling process, the potential of the forward…

Computer Vision and Pattern Recognition · Computer Science 2024-05-03 Gongye Liu , Haoze Sun , Jiayi Li , Fei Yin , Yujiu Yang

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Dynamically rescaled Hamiltonian Monte Carlo (DRHMC) is introduced as a computationally fast and easily implemented method for performing full Bayesian analysis in hierarchical statistical models. The method relies on introducing a modified…

Computation · Statistics 2018-10-23 Tore Selland Kleppe

Sequential Monte Carlo (SMC), or particle filtering, is a popular class of methods for sampling from an intractable target distribution using a sequence of simpler intermediate distributions. Like other importance sampling-based methods,…

Machine Learning · Computer Science 2015-11-18 Shixiang Gu , Zoubin Ghahramani , Richard E. Turner

Diffusion models have established new state of the art in a multitude of computer vision tasks, including image restoration. Diffusion-based inverse problem solvers generate reconstructions of exceptional visual quality from heavily…

Image and Video Processing · Electrical Eng. & Systems 2024-08-21 Zalan Fabian , Berk Tinaz , Mahdi Soltanolkotabi

Recently, diffusion models have been used to solve various inverse problems in an unsupervised manner with appropriate modifications to the sampling process. However, the current solvers, which recursively apply a reverse diffusion step…

Machine Learning · Computer Science 2024-05-21 Hyungjin Chung , Byeongsu Sim , Dohoon Ryu , Jong Chul Ye

We consider the Riemann manifold Hamiltonian Monte Carlo (RMHMC) method for solving statistical inverse problems governed by partial differential equations (PDEs). The power of the RMHMC method is that it exploits the geometric structure…

Statistics Theory · Mathematics 2015-06-22 Tan Bui-Thanh , Mark Girolami

Solving inverse problems with the reverse process of a diffusion model represents an appealing avenue to produce highly realistic, yet diverse solutions from incomplete and possibly noisy measurements, ultimately enabling uncertainty…

Geophysics · Physics 2025-01-10 Matteo Ravasi

Riemannian manifold Hamiltonian Monte Carlo (RMHMC) is a sampling algorithm that seeks to adapt proposals to the local geometry of the posterior distribution. The specific form of the Hamiltonian used in RMHMC necessitates {\it…

Computation · Statistics 2021-11-22 James A. Brofos , Roy R. Lederman

Diffusion generative models have excelled at diverse image generation and reconstruction tasks across fields. A less explored avenue is their application to discriminative tasks involving regression or classification problems. The…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-26 Nayantara Mudur , Carolina Cuesta-Lazaro , Douglas P. Finkbeiner

Inverse problems, which involve estimating parameters from incomplete or noisy observations, arise in various fields such as medical imaging, geophysics, and signal processing. These problems are often ill-posed, requiring regularization…

Image and Video Processing · Electrical Eng. & Systems 2026-03-03 Shadab Ahamed , Eldad Haber

Diffusion models (DMs) have rapidly emerged as a powerful framework for image generation and restoration. However, existing DMs are primarily trained in a supervised manner by using a large corpus of clean images. This reliance on clean…

Image and Video Processing · Electrical Eng. & Systems 2025-10-15 Brett Levac , Jon Tamir , Marcelo Pereyra , Julian Tachella

Diffusion models have achieved remarkable success in imaging inverse problems owing to their powerful generative capabilities. However, existing approaches typically rely on models trained for specific degradation types, limiting their…

Computer Vision and Pattern Recognition · Computer Science 2025-06-17 Zhen Wang , Hongyi Liu , Zhihui Wei

With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…

This paper focuses on a challenging class of inverse problems that is often encountered in applications. The forward model is a complex non-linear black-box, potentially non-injective, whose outputs cover multiple decades in amplitude.…

We propose self-diffusion, a novel framework for solving inverse problems without relying on pretrained generative models. Traditional diffusion-based approaches require training a model on a clean dataset to learn to reverse the forward…

Machine Learning · Computer Science 2025-12-09 Guanxiong Luo , Shoujin Huang , Yanlong Yang

Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

Statistical Mechanics · Physics 2015-07-15 Konstantin S. Turitsyn , Michael Chertkov , Marija Vucelja

While deep neural networks (NN) significantly advance image compressed sensing (CS) by improving reconstruction quality, the necessity of training current CS NNs from scratch constrains their effectiveness and hampers rapid deployment.…

Computer Vision and Pattern Recognition · Computer Science 2025-02-04 Bin Chen , Zhenyu Zhang , Weiqi Li , Chen Zhao , Jiwen Yu , Shijie Zhao , Jie Chen , Jian Zhang

There has been considerable interest in designing Markov chain Monte Carlo algorithms by exploiting numerical methods for Langevin dynamics, which includes Hamiltonian dynamics as a deterministic case. A prominent approach is Hamiltonian…

Computation · Statistics 2021-06-08 Zexi Song , Zhiqiang Tan

The goal of this article is to introduce the Hamiltonian Monte Carlo (HMC) method -- a Hamiltonian dynamics-inspired algorithm for sampling from a Gibbs density $\pi(x) \propto e^{-f(x)}$. We focus on the "idealized" case, where one can…

Data Structures and Algorithms · Computer Science 2021-08-30 Nisheeth K. Vishnoi