arXiv Machine Learning

Provable Diffusion Posterior Sampling for Bayesian Inversion

arXiv:2512. 08022v2 Announce Type: replace-cross Abstract: We propose a novel diffusion-based posterior sampling method within a plug-and-play framework.

arXiv Machine Learning
4d ago

Kinetic Langevin Meets Split Gibbs: Accelerated Posterior Sampling for Imaging Inverse Problems with Diffusion Priors

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
arXiv Computer Vision
Sep 18

FlowSGS: Improving Flow Matching Priors for Inverse Imaging with Stochastic Interpolants

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 Machine Learning
Jul 8

A Gibbs posterior sampler for inverse problem based on prior diffusion model

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
arXiv AI
Sep 4

A Posterior-Dynamics Framework for Imaging Inverse Problems with Pretrained Diffusion Priors

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
arXiv Machine Learning
Oct 5

Flow Matching for Fast Posterior Sampling in Bayesian Inverse Problems

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 Machine Learning
4d ago

Reflected Anchored Langevin Algorithms

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