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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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2 results for “PnP-ULA”

Plug-and-Play Posterior Sampling under Mismatched Measurement and Prior Modelsstat.ML

New method addresses error bounds for PnP-ULA under mismatched models.

problem Error bounds for PnP-ULA under mismatched measurement and prior models.

method Posterior-L2 pseudometric to quantify error bounds.

result Explicit error bound for PnP-ULA under mismatched posterior distribution.

Bayesian inference Monte Carlo sampling PnP-ULA Posterior-L2 Error bounds

2023-10-05abs ↗pdf ↗

Bayesian imaging using Plug & Play priors: when Langevin meets Tweediestat.ME

Develops algorithms for Bayesian inference with Plug & Play priors, ensuring convergence and well-posedness.

problem Bayesian imaging inverse problems with implicit priors defined by denoising algorithms.

method Introduces PnP-ULA and PnP-SGD algorithms for Monte Carlo sampling and MAP inference, proving convergence under realistic assumptions.

result Proves convergence of PnP-ULA and PnP-SGD algorithms for Bayesian inference with PnP priors, targeting a well-posed decision-theoretic model.

Bayesian imaging Plug & Play priors Langevin algorithm Tweedie distribution Monte Carlo sampling

2021-03-08abs ↗pdf ↗