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

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autore principale: Giovannelli, Jean-François
Natura: Preprint
Pubblicazione: 2026
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866914323227475968
author Giovannelli, Jean-François
author_facet Giovannelli, Jean-François
contents This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a prior density, and (3) the latter is modeled by a diffusion process adjusted on an available large set of examples. In this context, it is known that the issue of posterior sampling is a thorny one. This paper introduces a Gibbs algorithm. It appears that this avenue has not been explored, and we show that this approach is particularly effective and remarkably simple. In addition, it offers a guarantee of convergence in a clearly identified situation. The results are clearly confirmed by numerical simulations.
format Preprint
id arxiv_https___arxiv_org_abs_2602_11059
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A Gibbs posterior sampler for inverse problem based on prior diffusion model
Giovannelli, Jean-François
Machine Learning
Applications
This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a prior density, and (3) the latter is modeled by a diffusion process adjusted on an available large set of examples. In this context, it is known that the issue of posterior sampling is a thorny one. This paper introduces a Gibbs algorithm. It appears that this avenue has not been explored, and we show that this approach is particularly effective and remarkably simple. In addition, it offers a guarantee of convergence in a clearly identified situation. The results are clearly confirmed by numerical simulations.
title A Gibbs posterior sampler for inverse problem based on prior diffusion model
topic Machine Learning
Applications
url https://arxiv.org/abs/2602.11059