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Bridging diffusion posterior sampling and Monte Carlo methods: a survey
Ecole Polytechnique, Palaiseau, Île-de-France, France.
Ecole Polytechnique, Palaiseau, Île-de-France, France.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Probability, Mathematical Physics and Statistics.ORCID iD: 0000-0003-0772-846X
Centre de Mathématiques Appliquées, Ecole Polytechnique, Palaiseau, Île-de-France, France.
2025 (English)In: Philosophical Transactions. Series A: Mathematical, physical, and engineering science, ISSN 1364-503X, E-ISSN 1471-2962, Vol. 383, no 2299, article id 20240331Article, review/survey (Refereed) Published
Abstract [en]

Diffusion models enable the synthesis of highly accurate samples from complex distributions and have become foundational in generative modelling. Recently, they have demonstrated significant potential for solving Bayesian inverse problems by serving as priors. This review offers a comprehensive overview of current methods that leverage pre-trained diffusion models alongside Monte Carlo methods to address Bayesian inverse problems without requiring addi- tional training. We show that these methods primarily employ a twisting mechanism for the intermediate distributions within the diffusion process, guiding the simulations towards the posterior distribution. We describe how various Monte Carlo methods are then used to aid in sampling from these twisted distributions. This article is part of the theme issue ‘Generative modelling meets Bayesian inference: a new paradigm for inverse problems’..

Place, publisher, year, edition, pages
The Royal Society , 2025. Vol. 383, no 2299, article id 20240331
Keywords [en]
Bayesian inverse problems, diffusion models, Monte Carlo methods
National Category
Probability Theory and Statistics Computational Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-368687DOI: 10.1098/rsta.2024.0331ISI: 001511003000006PubMedID: 40534298Scopus ID: 2-s2.0-105009002163OAI: oai:DiVA.org:kth-368687DiVA, id: diva2:1990905
Note

QC 20250821

Available from: 2025-08-21 Created: 2025-08-21 Last updated: 2025-09-08Bibliographically approved

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Olsson, Jimmy

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