5 papers
Dimension-Free Multimodal Sampling via Preconditioned Annealed Langevin Dynamics
Lorenzo Baldassari, Josselin Garnier, Knut Solna +1
Designing sampling algorithms for multimodal targets that remain stable under refinement of the finite-dimensional approximation of an underlying function-space problem is a centra…
Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
Lorenzo Baldassari, Josselin Garnier, Knut Solna +1
Obtaining stable diffusion-based samplers in high- and infinite-dimensional settings is challenging because errors can accumulate across high-frequency coordinates and make the dyn…
Gaussian Surrogates for Poisson Imaging: Some Theoretical and Empirical Results
Alexandra Spitzer, Lorenzo Baldassari, Valentin Derbanot +1
In imaging inverse problems with Poisson-distributed measurements, it is common to use objectives derived from the Poisson likelihood. But performance is often evaluated by mean sq…
On Observation Time for Recovering Latent Hawkes Networks
Jonas Linkerhägner, Michele Bortolasi, Lorenzo Baldassari +2
Dynamics of interacting systems in engineering, society, and nature often evolve over latent networks that govern which entities can interact. We study the problem of inferring the…
Preconditioned Langevin Dynamics with Score-Based Generative Models for Infinite-Dimensional Linear Bayesian Inverse Problems
Lorenzo Baldassari, Josselin Garnier, Knut Solna +1
Designing algorithms for solving high-dimensional Bayesian inverse problems directly in infinite-dimensional function spaces - where such problems are naturally formulated - is cru…