Posterior Sampling by Combining Diffusion Models with Annealed Langevin Dynamics

Zhiyang Xun, Shivam Gupta, Eric Price

Given a noisy linear measurement $y=Ax+\xi$ of a distribution $p(x)$, and a good approximation to the prior $p(x)$, when can we sample from the posterior $p(x\mid y)$? Posterior…