activity
20152021
most citedSampling from a log-concave distribution with compact support with proximal Langevin Monte Carlo

19 citations · 51 across the 5 of their papers we have counts for

collaborators

12 papers

stat.ME20211 cited

Bayesian Imaging With Data-Driven Priors Encoded by Neural Networks: Theory, Methods, and Algorithms

Matthew Holden, Marcelo Pereyra, Konstantinos C. Zygalakis

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following t…

stat.CO2020

Bayesian model selection for unsupervised image deconvolution with structured Gaussian priors

Benjamin Harroué, Jean-François Giovannelli, Marcelo Pereyra

This paper considers the objective comparison of stochastic models to solve inverse problems, more specifically image restoration. Most often, model comparison is addressed in a su…

math.ST20204 cited

Maximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part II: Theoretical Analysis

Valentin De Bortoli, Alain Durmus, Ana F. Vidal +1

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization pa…

math.ST202012 cited

Wasserstein Control of Mirror Langevin Monte Carlo

Kelvin Shuangjian Zhang, Gabriel Peyré, Jalal Fadili +1

Discretized Langevin diffusions are efficient Monte Carlo methods for sampling from high dimensional target densities that are log-Lipschitz-smooth and (strongly) log-concave. In p…

stat.ME2019

Maximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part I: Methodology and Experiments

Ana F. Vidal, Valentin De Bortoli, Marcelo Pereyra +1

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation prob…

stat.CO2019

Accelerating proximal Markov chain Monte Carlo by using an explicit stabilised method

Luis Vargas, Marcelo Pereyra, Konstantinos C. Zygalakis

We present a highly efficient proximal Markov chain Monte Carlo methodology to perform Bayesian computation in imaging problems. Similarly to previous proximal Monte Carlo approach…