arXiv:2407.05790v4 Announce Type: replace-cross
Abstract: This paper introduces and analyses interacting underdamped Langevin algorithms, termed Kinetic Interacting Particle Langevin Monte Carlo (KIP...
By Paul Felix Valsecchi Oliva, O. Deniz Akyildiz
The paper introduces RED-KLwSGS, a new posterior sampling method for Bayesian imaging inverse problems that combines exact Gaussian updates for the data variable with underdamped (kinetic) Langevin diffusion for the auxiliary variable, driven by a one‑shot denoising score. It achieves the same per‑iteration cost as existing Langevin‑within‑SGS samplers while providing non‑asymptotic Wasserstein‑2 convergence guarantees for strongly log‑concave priors. A further variant, Joint-RED-KLwSGS, applies kinetic Langevin diffusion to both variables, and experiments using denoising diffusion probabilistic models on FFHQ and ImageNet demonstrate faster convergence and high‑quality image reconstruction.
By Dai Hai Nguyen, Duc Dung Nguyen
FlowSGS introduces a flow-based posterior sampling method that combines Split Gibbs Sampling (SGS) with Langevin dynamics for the likelihood step and Stochastic Interpolants (SI) for the prior step. By integrating a pretrained flow model into the prior step via SI's reverse-time SDE and a novel timestep correction, FlowSGS reduces the number of network evaluations compared to plug‑and‑play diffusion samplers. Experiments demonstrate state‑of‑the‑art performance on various inverse problems, including the first flow‑based solution to a nonlinear inverse problem (Fourier phase retrieval).
By Tianao Li, Xinhui Qian, Emma Alexander
arXiv:2510. 10968v3 Announce Type: replace Abstract: Derivative-free Bayesian inversion arises in science and engineering applications, particularly when forward model is costly or infeasible to differentiate through.
By Hongkai Zheng, Austin Wang, Zihui Wu, Zhengyu Huang, Ricardo Baptista, Yisong Yue
arXiv:2509.19276v2 Announce Type: replace-cross
Abstract: Solving ill-posed inverse problems requires powerful and flexible priors. We propose leveraging pretrained latent diffusion models for this t...
By Tim Y. J. Wang, O. Deniz Akyildiz
arXiv:2507. 07008v2 Announce Type: replace Abstract: Used as priors for Bayesian inverse problems, diffusion models have recently attracted considerable attention in the literature.
By Emile Pierret, Bruno Galerne
arXiv:2602. 11059v2 Announce Type: replace-cross Abstract: This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive error, (2) the problem is ill-posed and regularization relies on a Bayesian strategy, (3)~the prior is modeled by a diffusion process adjusted on an available large set of examples.
By Jean-Fran\c{c}ois Giovannelli
The paper introduces a Posterior‑Dynamics Framework that leverages pretrained diffusion models as multiscale priors for linear imaging inverse problems such as deblurring, super‑resolution, and inpainting. By constructing a surrogate likelihood centered on the clean image and incorporating diffusion uncertainty, the authors derive continuous posterior dynamics and a tunable Langevin component for adaptive exploration. They prove theoretical guarantees (endpoint consistency, finite‑horizon tracking, weak accuracy) and present the PD‑IMEX sampler, which achieves high‑quality reconstructions with only 100 score evaluations and controllable fidelity‑diversity trade‑offs.
By Zhaoqiang Liu, Tongyao Pang, Ruibing Wang, Yang Zheng
The paper introduces flow matching as an amortized alternative to Markov chain Monte Carlo for sampling from posterior distributions in Bayesian inverse problems. By training a transport map on joint samples of parameters and data, the method produces independent approximate posterior samples for any observation at negligible online cost, eliminating the need for new likelihood evaluations. The authors provide accuracy estimates in total‑variation distance and Kullback‑Leibler divergence, propose a hybrid Metropolized sampler for exactness, and validate the approach on examples such as electrical impedance tomography and a likelihood‑free Lotka‑Volterra model.
By Jan Blechschmidt, Oliver G. Ernst, Moritz Poguntke, Bj\"orn Sprungk
arXiv:2607.04780v2 Announce Type: replace-cross
Abstract: Post-hoc conditioning of pretrained diffusion models can be addressed using Sequential Monte Carlo (SMC) methods. By evolving an interacting...
By Stanislas Strasman (SU, LPSM), Gabriel Victorino Cardoso (STIM), Sylvain Le Corff (LPSM), Vincent Lemaire (LPSM), Antonio Ocello
The paper introduces Reflected Anchored Langevin Dynamics (RALD), a reflected diffusion that can converge to non‑differentiable target distributions on constrained domains. By employing a smooth anchored reference potential and scaling the drift and noise covariance with a state‑dependent factor, the authors derive an Euler‑Maruyama discretization with projection, yielding the Reflected Anchored Langevin Monte Carlo (RALMC) algorithm. Explicit convergence bounds and iteration complexity in the 2‑Wasserstein distance are proven, and numerical experiments confirm the theoretical predictions and empirical performance.
By Changwei Tu, Xiaoyu Wang, Yingli Wang, Xicheng Zhang, Lingjiong Zhu
First order Langevin algorithms for constrained sampling in machine learning, such as projected Langevin Monte Carlo which are based on discretizations of reflected Langevin dynamics, require differen...