Monte Carlo guided Diffusion for Bayesian linear inverse problemsGabriel Cardoso, Yazid Janati El Idrissi, Sylvain Le Corff et al.
Ill-posed linear inverse problems arise frequently in various applications, from computational photography to medical imaging. A recent line of research exploits Bayesian inference with informative priors to handle the ill-posedness of such problems. Amongst such priors, score-based generative models (SGM) have recently been successfully applied to several different inverse problems. In this study, we exploit the particular structure of the prior defined by the SGM to define a sequence of intermediate linear inverse problems. As the noise level decreases, the posteriors of these inverse problems get closer to the target posterior of the original inverse problem. To sample from this sequence of posteriors, we propose the use of Sequential Monte Carlo (SMC) methods. The proposed algorithm, MCGDiff, is shown to be theoretically grounded and we provide numerical simulations showing that it outperforms competing baselines when dealing with ill-posed inverse problems in a Bayesian setting.
BR-SNIS: Bias Reduced Self-Normalized Importance SamplingGabriel Cardoso, Sergey Samsonov, Achille Thin et al.
Importance Sampling (IS) is a method for approximating expectations under a target distribution using independent samples from a proposal distribution and the associated importance weights. In many applications, the target distribution is known only up to a normalization constant, in which case self-normalized IS (SNIS) can be used. While the use of self-normalization can have a positive effect on the dispersion of the estimator, it introduces bias. In this work, we propose a new method, BR-SNIS, whose complexity is essentially the same as that of SNIS and which significantly reduces bias without increasing the variance. This method is a wrapper in the sense that it uses the same proposal samples and importance weights as SNIS, but makes clever use of iterated sampling--importance resampling (ISIR) to form a bias-reduced version of the estimator. We furnish the proposed algorithm with rigorous theoretical results, including new bias, variance and high-probability bounds, and these are illustrated by numerical examples.
3.2MLJan 29
On Forgetting and Stability of Score-based Generative modelsStanislas Strasman, Gabriel Cardoso, Sylvain Le Corff et al.
Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging stability and forgetting properties of the Markov chain associated with the reverse-time dynamics. Under weak assumptions, we provide the two structural properties to ensure the propagation of initialization and discretization errors of the backward process: a Lyapunov drift condition and a Doeblin-type minorization condition. A practical consequence is quantitative stability of the sampling procedure, as the reverse diffusion dynamics induces a contraction mechanism along the sampling trajectory. Our results clarify the role of stochastic dynamics in score-based models and provide a principled framework for analyzing propagation of errors in such approaches.
2.3HEP-THApr 28, 2024
Classical integrability in the presence of a cosmological constant: analytic and machine learning resultsGabriel Lopes Cardoso, Damián Mayorga Peña, Suresh Nampuri
We study the integrability of two-dimensional theories that are obtained by a dimensional reduction of certain four-dimensional gravitational theories describing the coupling of Maxwell fields and neutral scalar fields to gravity in the presence of a potential for the neutral scalar fields. For a certain solution subspace, we demonstrate partial integrability by showing that a subset of the equations of motion in two dimensions are the compatibility conditions for a linear system. Subsequently, we study the integrability of these two-dimensional models from a complementary one-dimensional point of view, framed in terms of Liouville integrability. In this endeavour, we employ various machine learning techniques to systematise our search for numerical Lax pair matrices for these models, as well as conserved currents expressed as functions of phase space variables.
3.2MLFeb 28
Initialization-Aware Score-Based Diffusion SamplingTiziano Fassina, Gabriel Cardoso, Sylvan Le Corff et al.
Score-based generative models (SGMs) aim at generating samples from a target distribution by approximating the reverse-time dynamics of a stochastic differential equation. Despite their strong empirical performance, classical samplers initialized from a Gaussian distribution require a long time horizon noising typically inducing a large number of discretization steps and high computational cost. In this work, we present a Kullback-Leibler convergence analysis of Variance Exploding diffusion samplers that highlights the critical role of the backward process initialization. Based on this result, we propose a theoretically grounded sampling strategy that learns the reverse-time initialization, directly minimizing the initialization error. The resulting procedure is independent of the specific score training procedure, network architecture, and discretization scheme. Experiments on toy distributions and benchmark datasets demonstrate competitive or improved generative quality while using significantly fewer sampling steps.