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Enterprise AI Analysis: Posterior Sampling with Diffusion Models: A New Frontier

Enterprise AI Analysis

Posterior Sampling with Diffusion Models: A New Frontier

This paper introduces a novel approach to posterior sampling by integrating diffusion models with annealed Langevin dynamics. It addresses the computational intractability of traditional posterior sampling methods, especially for log-concave distributions. The proposed algorithm is provably efficient and robust, leveraging the strengths of both diffusion models for initialization and annealed Langevin dynamics for robust sampling. This has significant implications for inverse problems like MRI reconstruction and compressed sensing.

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0% Improvement in Sampling Efficiency
0x Reduction in Error Rate
0% Robustness Across Data Types

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Posterior sampling is critical for inverse problems but faces intractability. Traditional Langevin dynamics are brittle to score errors, while diffusion models, robust for unconditional sampling, struggle with posterior tasks due to complex conditional score computation. This paper aims to bridge this gap for log-concave distributions, offering a robust and efficient solution.

The core innovation combines diffusion models for initial sample generation with annealed Langevin dynamics. This ensures the sampling process starts near the data manifold, and subsequent annealing steps use a carefully designed noise schedule to maintain accuracy while converging to the posterior distribution, even with L⁴-accurate scores.

The paper proves that the combined approach achieves conditional sampling in polynomial time with merely an L⁴ bound on score error, a significant relaxation from MGF bounds. It establishes conditions for global and local log-concavity under which robust posterior sampling is possible, circumventing known lower bounds.

Experiments on inpainting, super-resolution, and Gaussian deblurring using FFHQ-256 demonstrate that the annealed Langevin method surpasses DPS in L² distance and FID for sufficiently small step sizes, showing superior reconstruction quality and ground-truth attribute preservation.

This work provides a foundational step towards provably efficient and robust posterior sampling for a broad class of distributions. It opens avenues for applying diffusion-based methods to a wider range of inverse problems in a theoretically sound manner, extending their empirical success with formal guarantees.

L⁴ Score Error Bound achieved, relaxing from MGF requirements.

Posterior Sampling Process Flow

Warm Start Estimate (xo)
Diffusion Process for Local Sampling (x₁)
Annealed Langevin Dynamics for Convergence to p(x|y)
Feature Langevin Dynamics (Traditional) Diffusion Models (Proposed)
Score Accuracy Needs
  • MGF Bound (Exponentially Unlikely Errors)
  • L⁴ Bound (Polynomial Time)
Robustness to Score Error
  • Brittle, Requires Strong Guarantees
  • Robust, Anchored to Manifold
Initialization Strategy
  • Arbitrary, Can Wander Off-Manifold
  • Diffusion-based, Stays on Manifold
Log-Concavity Requirement
  • Strongly Log-Concave for Efficiency
  • Global or Local Log-Concavity
Computational Efficiency
  • Slow, Not Robust
  • Provably Efficient in Polynomial Time

Application in Compressed Sensing (MRI Reconstruction)

The proposed method addresses the challenge of MRI reconstruction where accurately sampling from the posterior distribution `p(x|y)` is critical. By providing a coarse estimate `xo` from standard compressed sensing techniques (like LASSO), the algorithm leverages this warm start. It then uses diffusion to sample within a ball around `xo` and refines with annealed Langevin. This allows for near-optimal reconstruction, outperforming naive methods by ensuring the process remains localized to log-concave regions of the manifold, even if the global distribution is complex. This is the first known guarantee of its kind for robust compressed sensing with a warm start.

First known guarantee for robust compressed sensing with a warm start.

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