Related papers: Noise-Adaptive Diffusion Sampling for Inverse Prob…

The efficiency of Hamiltonian Monte Carlo (HMC) can suffer when sampling a distribution with a wide range of length scales, because the small step sizes needed for stability in high-curvature regions are inefficient elsewhere. To address…

Diffusion models (DMs) have recently been introduced in image deblurring and exhibited promising performance, particularly in terms of details reconstruction. However, the diffusion model requires a large number of inference iterations to…

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Traditional gradient-based sampling methods, like standard Hamiltonian Monte Carlo, require that the desired target distribution is continuous and differentiable. This limits the types of models one can define, although the presented models…

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…

Diffusion posterior sampling solves inverse problems by combining a pretrained diffusion prior with measurement-consistency guidance, but it often fails to recover fine details because measurement terms are applied in a manner that is…

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

In Bayesian inverse problems, one aims at characterizing the posterior distribution of a set of unknowns, given indirect measurements. For non-linear/non-Gaussian problems, analytic solutions are seldom available: Sequential Monte Carlo…

We propose a variant of Hamiltonian Monte Carlo (HMC), called the Repelling-Attracting Hamiltonian Monte Carlo (RAHMC), for sampling from multimodal distributions. The key idea that underpins RAHMC is a departure from the conservative…

We investigate the effect of using local and non-local second derivative information on the performance of Hamiltonian Monte Carlo (HMC) sampling methods, for high-dimension non-Gaussian distributions, with application to Bayesian inference…

State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors.…

In this paper, we consider a Bayesian inverse problem modeled by elliptic partial differential equations (PDEs). Specifically, we propose a data-driven and model-based approach to accelerate the Hamiltonian Monte Carlo (HMC) method in…

Inverse problems are prevalent across various disciplines in science and engineering. In the field of computer vision, tasks such as inpainting, deblurring, and super-resolution are commonly formulated as inverse problems. Recently,…

Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

This work is concerned with a direct sampling method (DSM) for inverse acoustic scattering problems using far-field data. The method characterizes some unknown obstacles, inhomogeneous media or cracks, directly through an indicator function…

Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…

We propose a generic approach for numerically efficient simulation from analytically intractable distributions with constrained support. Our approach relies upon Generalized Randomized Hamiltonian Monte Carlo (GRHMC) processes and combines…

Recently, diffusion models (DMs) have been increasingly used in audio processing tasks, including speech super-resolution (SR), which aims to restore high-frequency content given low-resolution speech utterances. This is commonly achieved…