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相关论文: Posterior sampling via Langevin dynamics based on …

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In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

数值分析 · 数学 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

This paper proposes a novel framework to regularize the highly ill-posed and non-linear Fourier ptychography problem using generative models. We demonstrate experimentally that our proposed algorithm, Deep Ptych, outperforms the existing…

机器学习 · 计算机科学 2018-12-31 Fahad Shamshad , Farwa Abbas , Ali Ahmed

Noise synthesis is a challenging low-level vision task aiming to generate realistic noise given a clean image along with the camera settings. To this end, we propose an effective generative model which utilizes clean features as guidance…

计算机视觉与模式识别 · 计算机科学 2024-06-14 Mingyang Song , Yang Zhang , Tunç O. Aydın , Elham Amin Mansour , Christopher Schroers

Approximate Thompson sampling with Langevin Monte Carlo broadens its reach from Gaussian posterior sampling to encompass more general smooth posteriors. However, it still encounters scalability issues in high-dimensional problems when…

机器学习 · 统计学 2024-06-24 Haoyang Zheng , Wei Deng , Christian Moya , Guang Lin

Diffusion posterior sampling conditions diffusion priors on measurements, but data-consistency updates are typically scaled by hand-tuned guidance weights and can destabilize sampling under stiff, operator-dependent curvature. We replace…

机器学习 · 计算机科学 2026-05-28 Seunghyeok Shin , Minwoo Kim , Dabin Kim , Hongki Lim

Lensless imaging offers a lightweight, compact alternative to traditional lens-based systems, ideal for exploration in space-constrained environments. However, the absence of a focusing lens and limited lighting in such environments often…

图像与视频处理 · 电气工程与系统科学 2025-01-14 Ziyang Liu , Tianjiao Zeng , Xu Zhan , Xiaoling Zhang , Edmund Y. Lam

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

图像与视频处理 · 电气工程与系统科学 2026-04-16 Muhamed Kuric , Martin Zach , Andreas Habring , Michael Unser , Thomas Pock

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

统计计算 · 统计学 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Blind inverse problems in imaging arise from uncertainties in the system used to collect (noisy) measurements of images. Recovering clean images from these measurements typically requires identifying the imaging system, either implicitly or…

图像与视频处理 · 电气工程与系统科学 2025-03-28 Brett Levac , Ajil Jalal , Kannan Ramchandran , Jonathan I. Tamir

Score-based generative models and diffusion probabilistic models have been successful at generating high-quality samples in continuous domains such as images and audio. However, due to their Langevin-inspired sampling mechanisms, their…

声音 · 计算机科学 2021-11-29 Gautam Mittal , Jesse Engel , Curtis Hawthorne , Ian Simon

Stochastic sampling techniques are ubiquitous in real-time rendering, where performance constraints force the use of low sample counts, leading to noisy intermediate results. To remove this noise, the post-processing step of temporal and…

图形学 · 计算机科学 2023-10-25 William Donnelly , Alan Wolfe , Judith Bütepage , Jon Valdés

We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…

统计方法学 · 统计学 2025-07-29 Yifan Cheng , Cheng Li

Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…

机器学习 · 计算机科学 2020-06-15 Vyacheslav Kungurtsev , Bapi Chatterjee , Dan Alistarh

Building on the remarkable achievements in generative sampling of natural images, we propose an innovative challenge, potentially overly ambitious, which involves generating samples of entire multivariate time series that resemble images.…

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…

计算工程、金融与科学 · 计算机科学 2024-08-30 Yankun Hong , Harshit Bansal , Karen Veroy

One way to avoid overfitting in machine learning is to use model parameters distributed according to a Bayesian posterior given the data, rather than the maximum likelihood estimator. Stochastic gradient Langevin dynamics (SGLD) is one…

机器学习 · 统计学 2017-12-05 Gaétan Marceau-Caron , Yann Ollivier

Bayesian inference in complex generative models is often obstructed by the absence of tractable likelihoods and the infeasibility of computing gradients of high-dimensional simulators. Existing likelihood-free methods for generalized…

应用统计 · 统计学 2026-01-05 Diksha Bhandari , Sebastian Reich

We propose a method for sampling from Gibbs distributions of the form $\pi(x)\propto\exp(-U(x))$ by considering a family $(\pi^{t})_t$ of approximations of the target density which is such that $\pi^{t}$ exhibits favorable properties for…

最优化与控制 · 数学 2025-10-10 Andreas Habring , Alexander Falk , Martin Zach , Thomas Pock

The Langevin algorithm is a classic method for sampling from a given pdf in a real space. In its basic version, it only requires knowledge of the gradient of the log-density, also called the score function. However, in deep learning, it is…

机器学习 · 计算机科学 2025-09-22 Aapo Hyvärinen