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We characterize the measurement complexity of compressed sensing of signals drawn from a known prior distribution, even when the support of the prior is the entire space (rather than, say, sparse vectors). We show for Gaussian measurements…

Machine Learning · Computer Science 2021-06-23 Ajil Jalal , Sushrut Karmalkar , Alexandros G. Dimakis , Eric Price

Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…

Machine Learning · Computer Science 2023-07-11 Tomas Geffner , George Papamakarios , Andriy Mnih

Sampling from discrete distributions is a ubiquitous task in machine learning, recently revisited by the emergence of discrete diffusion models. While Langevin algorithms constitute the state of the art for continuous spaces, discrete…

Statistics Theory · Mathematics 2026-02-18 Armand Gissler , Saeed Saremi , Francis Bach

The Langevin sampling method relies on an accurate score matching while the existing massive multiple-input multiple output (MIMO) Langevin detection involves an inevitable singular value decomposition (SVD) to calculate the posterior…

Signal Processing · Electrical Eng. & Systems 2024-04-23 Lanxin He , Zheng Wang , Yongming Huang

Score-based Generative Models (SGMs) have demonstrated exceptional synthesis outcomes across various tasks. However, the current design landscape of the forward diffusion process remains largely untapped and often relies on physical…

Machine Learning · Computer Science 2023-10-13 Kushagra Pandey , Stephan Mandt

Stochastic gradient Langevin dynamics (SGLD) is a computationally efficient sampler for Bayesian posterior inference given a large scale dataset. Although SGLD is designed for unbounded random variables, many practical models incorporate…

Machine Learning · Statistics 2019-06-21 Soma Yokoi , Takuma Otsuka , Issei Sato

Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…

Machine Learning · Computer Science 2022-04-13 Jacob Deasy , Nikola Simidjievski , Pietro Liò

Score-based Generative Models (SGMs) approximate a data distribution by perturbing it with Gaussian noise and subsequently denoising it via a learned reverse diffusion process. These models excel at modeling complex data distributions and…

Machine Learning · Computer Science 2025-09-23 Stefano Bruno , Sotirios Sabanis

We propose a scalable kinetic Langevin dynamics algorithm for sampling parameter spaces of big data and AI applications. Our scheme combines a symmetric forward/backward sweep over minibatches with a symmetric discretization of Langevin…

Machine Learning · Statistics 2025-03-12 Daniel Paulin , Peter A. Whalley , Neil K. Chada , Benedict Leimkuhler

Score matching with Langevin dynamics (SMLD) method has been successfully applied to accelerated MRI. However, the hyperparameters in the sampling process require subtle tuning, otherwise the results can be severely corrupted by…

Computer Vision and Pattern Recognition · Computer Science 2024-07-16 Xiaoyu Qiao , Weisheng Li , Bin Xiao , Yuping Huang , Lijian Yang

We propose a deterministic sampling framework using Score-Based Transport Modeling for sampling an unnormalized target density $\pi$ given only its score $\nabla \log \pi$. Our method approximates the Wasserstein gradient flow on…

Machine Learning · Computer Science 2025-10-21 Vasily Ilin , Peter Sushko , Jingwei Hu

Score-based generative models (SGMs) have demonstrated remarkable synthesis quality. SGMs rely on a diffusion process that gradually perturbs the data towards a tractable distribution, while the generative model learns to denoise. The…

Machine Learning · Statistics 2022-03-28 Tim Dockhorn , Arash Vahdat , Karsten Kreis

Score-based diffusion models provide a powerful way to model images using the gradient of the data distribution. Leveraging the learned score function as a prior, here we introduce a way to sample data from a conditional distribution given…

Image and Video Processing · Electrical Eng. & Systems 2022-07-19 Hyungjin Chung , Jong Chul Ye

Simulation-based inference (SBI) is emerging as a new statistical paradigm for addressing complex scientific inference problems. By leveraging the representational power of deep neural networks, SBI can extract the most informative…

Instrumentation and Methods for Astrophysics · Physics 2025-10-17 Huifang Lyu , James Alvey , Noemi Anau Montel , Mauro Pieroni , Christoph Weniger

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

Exponentiated gradient descent (EGD), a biologically motivated optimisation algorithm that respects Dale's law, produces log-normally distributed synaptic weights at convergence, in alignment with experimental observations in neuroscience.…

Machine Learning · Computer Science 2026-05-26 Nishanth Shetty , Madhava Prasath , Chandra Sekhar Seelamantula

We study sampling as optimization in the space of measures. We focus on gradient flow-based optimization with the Langevin dynamics as a case study. We investigate the source of the bias of the unadjusted Langevin algorithm (ULA) in…

Optimization and Control · Mathematics 2018-06-08 Andre Wibisono

Likelihood analysis is typically limited to normally distributed noise due to the difficulty of determining the probability density function of complex, high-dimensional, non-Gaussian, and anisotropic noise. This is a major limitation for…

Instrumentation and Methods for Astrophysics · Physics 2023-06-14 Ronan Legin , Alexandre Adam , Yashar Hezaveh , Laurence Perreault Levasseur

Score-based generative modeling (SGM) is a highly successful approach for learning a probability distribution from data and generating further samples. We prove the first polynomial convergence guarantees for the core mechanic behind SGM:…

Machine Learning · Computer Science 2023-05-04 Holden Lee , Jianfeng Lu , Yixin Tan

Directional data emerges in a wide array of applications, ranging from atmospheric sciences to medical imaging. Modeling such data, however, poses unique challenges by virtue of their being constrained to non-Euclidean spaces like…

Statistics Theory · Mathematics 2019-07-10 Subhadip Pal , Subhajit Sengupta , Riten Mitra , Arunava Banerjee