Cover Image

Preconditioned Langevin Dynamics with Score-Based Generative Models for Infinite-Dimensional Linear Bayesian Inverse Problems

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Baldassari, Lorenzo, Garnier, Josselin, Solna, Knut, de Hoop, Maarten V.
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Numerical Analysis 62F15, 65N21, 68Q32, 60Hxx, 65C05, 82C31, 28C20, 60G15, 60J60
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Taming Score-Based Diffusion Priors for Infinite-Dimensional Nonlinear Inverse Problems
by: Baldassari, Lorenzo, et al.
Published: (2024)

Dimension-Free Multimodal Sampling via Preconditioned Annealed Langevin Dynamics
by: Baldassari, Lorenzo, et al.
Published: (2026)

Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
by: Baldassari, Lorenzo, et al.
Published: (2026)

An Unconditional Representation of the Conditional Score in Infinite-Dimensional Linear Inverse Problems
by: Schneider, Fabian, et al.
Published: (2024)

Sensitivity Analysis of the Information Gain in Infinite-Dimensional Bayesian Linear Inverse Problems
by: Chowdhary, Abhijit, et al.
Published: (2023)

Discretization approximation: An alternative to Monte Carlo in Bayesian computation
by: Xiong, Shifeng
Published: (2025)

Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
by: Bréhier, Charles-Edouard, et al.
Published: (2026)

A Multiscale Perspective on Maximum Marginal Likelihood Estimation
by: Akyildiz, O. Deniz, et al.
Published: (2024)

Surrogate-Based Bayesian Inference: Uncertainty Quantification and Active Learning
by: Roberts, Andrew Gerard, et al.
Published: (2026)

Solving the Poisson equation using coupled Markov chains
by: Douc, Randal, et al.
Published: (2022)

Filtering and 1/3 Power Law for Optimal Time Discretisation in Numerical Integration of Stochastic Differential Equations
by: Vladimirov, Igor G.
Published: (2025)

Deep unfolding of MCMC kernels: scalable, modular & explainable GANs for high-dimensional posterior sampling
by: Spence, Jonathan, et al.
Published: (2026)

Continuous-discrete smoothing of diffusions
by: Mider, Marcin, et al.
Published: (2017)

KPZ-type equation from growth driven by a non-Markovian diffusion
by: Dembo, Amir, et al.
Published: (2023)

Bayesian inference for disease transmission models informed by viral dynamics
by: Morris, Dylan J., et al.
Published: (2026)

Slow diffusion by Markov random flights
by: Kolesnik, Alexander D.
Published: (2017)

A Particle Algorithm for Mean-Field Variational Inference
by: Du, Qiang, et al.
Published: (2024)

On Construction, Properties and Simulation of Haar-Based Multifractional Processes
by: Ayache, Antoine, et al.
Published: (2025)

A Langevin sampling algorithm inspired by the Adam optimizer
by: Leimkuhler, Benedict, et al.
Published: (2025)

A Multilevel Monte Carlo Virtual Element Method for Uncertainty Quantification of Elliptic Partial Differential Equations
by: Antonietti, Paola F., et al.
Published: (2026)

Multilevel Monte Carlo methods for the Dean-Kawasaki equation from Fluctuating Hydrodynamics
by: Cornalba, Federico, et al.
Published: (2023)

Pathwise uniform convergence of numerical approximations for a two-dimensional stochastic Navier-Stokes equation with no-slip boundary conditions
by: Li, Binjie, et al.
Published: (2024)

Bayesian Parameter Inference for Partially Observed Stochastic Volterra Equations
by: Jasra, Ajay, et al.
Published: (2023)

Taylor Approximation Variance Reduction for Approximation Errors in PDE-constrained Bayesian Inverse Problems
by: Nicholson, Ruanui, et al.
Published: (2025)

Fisher entropic Fokker-Planck model of monatomic rarefied gases
by: Montanaro, Veronica, et al.
Published: (2025)

Large sample scaling analysis of the Zig-Zag algorithm for Bayesian inference
by: Agrawal, Sanket, et al.
Published: (2024)

Reaching the equilibrium: Long-term stable approximations for stochastic non-Newtonian Stokes equations with transport noise
by: Droniou, Jerome, et al.
Published: (2024)

Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
by: Qi, Xiao, et al.
Published: (2026)

Determinant and Pfaffian formulas for particle annihilation
by: Śniady, Piotr
Published: (2026)

Exact determinant formulas for coalescing particle systems
by: Śniady, Piotr
Published: (2026)

Non-asymptotic uniform in time error bounds for new and old numerical schemes for SPDEs
by: Huang, Can, et al.
Published: (2026)

Deep Forward-Backward Dynamic Programming Schemes for High-Dimensional Semilinear Nonlocal PDEs and FBSDE with Jumps
by: Wang, Wansheng, et al.
Published: (2025)

Numerical Analysis of 2D Stochastic Navier--Stokes Equations with Transport Noise: Regularity and Spatial Semidiscretization
by: Li, Binjie, et al.
Published: (2025)

On the speed of convergence of discrete Pickands constants to continuous ones
by: Bisewski, Krzysztof, et al.
Published: (2021)

On Log-Concave-Tailed Chaoses and the Restricted Isometry Property
by: Dai, Guozheng, et al.
Published: (2024)

Hybrid Parameter Search and Dynamic Model Selection for Mixed-Variable Bayesian Optimization
by: Luo, Hengrui, et al.
Published: (2022)

Accelerated Simulation Algorithms for Extreme First-Passage Problems with General Emission Profiles
by: Mfoumou, Emmanuel Akame, et al.
Published: (2026)

Interpolated Drift Implicit Euler MLMC Method for Barrier Option Pricing and application to CIR and CEV Models
by: Derouich, Mouna Ben, et al.
Published: (2022)

Approximation of non-linear SPDEs with additive noise via weighted interacting particles systems: the stochastic McKean-Vlasov equation
by: Angeli, Letizia, et al.
Published: (2024)

Conditions for uniform in time convergence: applications to averaging, numerical discretisations and mean-field systems
by: Schuh, Katharina, et al.
Published: (2024)