Provably robust score-based diffusion posterior sampling for plug-and-play image reconstruction

X Xu, Y Chi - Advances in Neural Information Processing …, 2025‏ - proceedings.neurips.cc
In a great number of tasks in science and engineering, the goal is to infer an unknown image
from a small number of noisy measurements collected from a known forward model …

High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm

M Vono, N Dobigeon, P Chainais - SIAM Review, 2022‏ - SIAM
Efficient sampling from a high-dimensional Gaussian distribution is an old but high-stakes
issue. Vanilla Cholesky samplers imply a computational cost and memory requirements that …

Emerging directions in Bayesian computation

S Winter, T Campbell, L Lin, S Srivastava… - Statistical …, 2024‏ - projecteuclid.org
Bayesian models are powerful tools for studying complex data, allowing the analyst to
encode rich hierarchical dependencies and leverage prior information. Most importantly …

A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: When Langevin meets Moreau

A Durmus, É Moulines, M Pereyra - SIAM Review, 2022‏ - SIAM
Modern imaging methods rely strongly on Bayesian inference techniques to solve
challenging imaging problems. Currently, the predominant Bayesian computational …

Efficient MCMC sampling with dimension-free convergence rate using ADMM-type splitting

M Vono, D Paulin, A Doucet - Journal of Machine Learning Research, 2022‏ - jmlr.org
Performing exact Bayesian inference for complex models is computationally intractable.
Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the …

Accelerating proximal Markov chain Monte Carlo by using an explicit stabilized method

M Pereyra, LV Mieles, KC Zygalakis - SIAM Journal on Imaging Sciences, 2020‏ - SIAM
We present a highly efficient proximal Markov chain Monte Carlo methodology to perform
Bayesian computation in imaging problems. Similarly to previous proximal Monte Carlo …

Regularization by denoising: Bayesian model and Langevin-within-split Gibbs sampling

EC Faye, MD Fall, N Dobigeon - IEEE Transactions on Image …, 2024‏ - ieeexplore.ieee.org
This paper introduces a Bayesian framework for image inversion by deriving a probabilistic
counterpart to the regularization-by-denoising (RED) paradigm. It additionally implements a …

Global consensus monte carlo

LJ Rendell, AM Johansen, A Lee… - … of Computational and …, 2020‏ - Taylor & Francis
To conduct Bayesian inference with large datasets, it is often convenient or necessary to
distribute the data across multiple machines. We consider a likelihood function expressed as …

Subgradient Langevin Methods for Sampling from Nonsmooth Potentials

A Habring, M Holler, T Pock - SIAM Journal on Mathematics of Data Science, 2024‏ - SIAM
This paper is concerned with sampling from probability distributions on admitting a density of
the form, where, with being a linear operator and being nondifferentiable. Two different …

Efficient Bayesian computation for low-photon imaging problems

S Melidonis, P Dobson, Y Altmann, M Pereyra… - SIAM Journal on Imaging …, 2023‏ - SIAM
This paper studies a new and highly efficient Markov chain Monte Carlo (MCMC)
methodology to perform Bayesian inference in low-photon imaging problems, with particular …