Bayesian Inference
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First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance. The paper presents a simple novel model for structured sparsity in spike-and-slab models and an expectation propagation algorithm for Bayesian inference. It is written clearly and accompanied by interesting examples and comparisons with other approaches. Q2: Please summarize your review in 1-2 sentences Although there are some previous works in this area, this particular approach is simple and novel. First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance.
Distributionally Robust Parametric Maximum Likelihood Estimation
We consider the parameter estimation problem of a probabilistic generative model prescribed using a natural exponential family of distributions. For this problem, the typical maximum likelihood estimator usually overfits under limited training sample size, is sensitive to noise and may perform poorly on downstream predictive tasks. To mitigate these issues, we propose a distributionally robust maximum likelihood estimator that minimizes the worst-case expected log-loss uniformly over a parametric Kullback-Leibler ball around a parametric nominal distribution. Leveraging the analytical expression of the Kullback-Leibler divergence between two distributions in the same natural exponential family, we show that the min-max estimation problem is tractable in a broad setting, including the robust training of generalized linear models. Our novel robust estimator also enjoys statistical consistency and delivers promising empirical results in both regression and classification tasks.
Test-Time Anchoring for Discrete Diffusion Posterior Sampling
Rout, Litu, Lugmayr, Andreas, Jafarian, Yasamin, Varadharajan, Srivatsan, Caramanis, Constantine, Shakkottai, Sanjay, Kemelmacher-Shlizerman, Ira
We study the problem of posterior sampling using pretrained discrete diffusion foundation models, aiming to recover images from noisy measurements without retraining task-specific models. While diffusion models have achieved remarkable success in generative modeling, most advances rely on continuous Gaussian diffusion. In contrast, discrete diffusion offers a unified framework for jointly modeling categorical data such as text and images. Beyond unification, discrete diffusion provides faster inference, finer control, and principled training-free Bayesian inference, making it particularly well-suited for posterior sampling. However, existing approaches to discrete diffusion posterior sampling face severe challenges: derivative-free guidance yields sparse signals, continuous relaxations limit applicability, and split Gibbs samplers suffer from the curse of dimensionality. To overcome these limitations, we introduce Anchored Posterior Sampling (APS) for masked diffusion foundation models, built on two key innovations -- quantized expectation for gradient-like guidance in discrete embedding space, and anchored remasking for adaptive decoding. Our approach achieves state-of-the-art performance among discrete diffusion samplers across linear and nonlinear inverse problems on the standard benchmarks. We further demonstrate the benefits of our approach in training-free stylization and text-guided editing.
Inferring Optical Tissue Properties from Photoplethysmography using Hybrid Amortized Inference
Behrmann, Jens, Cervera, Maria R., Wehenkel, Antoine, Miller, Andrew C., Cerussi, Albert, Jain, Pranay, Venugopal, Vivek, Yan, Shijie, Sapiro, Guillermo, Pegolotti, Luca, Jacobsen, Jörn-Henrik
Smart wearables enable continuous tracking of established biomarkers such as heart rate, heart rate variability, and blood oxygen saturation via photoplethysmography (PPG). Beyond these metrics, PPG waveforms contain richer physiological information, as recent deep learning (DL) studies demonstrate. However, DL models often rely on features with unclear physiological meaning, creating a tension between predictive power, clinical interpretability, and sensor design. We address this gap by introducing PPGen, a biophysical model that relates PPG signals to interpretable physiological and optical parameters. Building on PPGen, we propose hybrid amortized inference (HAI), enabling fast, robust, and scalable estimation of relevant physiological parameters from PPG signals while correcting for model misspecification. In extensive in-silico experiments, we show that HAI can accurately infer physiological parameters under diverse noise and sensor conditions. Our results illustrate a path toward PPG models that retain the fidelity needed for DL-based features while supporting clinical interpretation and informed hardware design.
Uniform-in-time convergence bounds for Persistent Contrastive Divergence Algorithms
Oliva, Paul Felix Valsecchi, Akyildiz, O. Deniz, Duncan, Andrew
We propose a continuous-time formulation of persistent contrastive divergence (PCD) for maximum likelihood estimation (MLE) of unnormalised densities. Our approach expresses PCD as a coupled, multiscale system of stochastic differential equations (SDEs), which perform optimisation of the parameter and sampling of the associated parametrised density, simultaneously. From this novel formulation, we are able to derive explicit bounds for the error between the PCD iterates and the MLE solution for the model parameter. This is made possible by deriving uniform-in-time (UiT) bounds for the difference in moments between the multiscale system and the averaged regime. An efficient implementation of the continuous-time scheme is introduced, leveraging a class of explicit, stable intregators, stochastic orthogonal Runge-Kutta Chebyshev (S-ROCK), for which we provide explicit error estimates in the long-time regime. This leads to a novel method for training energy-based models (EBMs) with explicit error guarantees.
Predictively Oriented Posteriors
McLatchie, Yann, Cherief-Abdellatif, Badr-Eddine, Frazier, David T., Knoblauch, Jeremias
We advocate for a new statistical principle that combines the most desirable aspects of both parameter inference and density estimation. This leads us to the predictively oriented (PrO) posterior, which expresses uncertainty as a consequence of predictive ability. Doing so leads to inferences which predictively dominate both classical and generalised Bayes posterior predictive distributions: up to logarithmic factors, PrO posteriors converge to the predictively optimal model average at rate $n^{-1/2}$. Whereas classical and generalised Bayes posteriors only achieve this rate if the model can recover the data-generating process, PrO posteriors adapt to the level of model misspecification. This means that they concentrate around the true model at rate $n^{1/2}$ in the same way as Bayes and Gibbs posteriors if the model can recover the data-generating distribution, but do \textit{not} concentrate in the presence of non-trivial forms of model misspecification. Instead, they stabilise towards a predictively optimal posterior whose degree of irreducible uncertainty admits an interpretation as the degree of model misspecification -- a sharp contrast to how Bayesian uncertainty and its existing extensions behave. Lastly, we show that PrO posteriors can be sampled from by evolving particles based on mean field Langevin dynamics, and verify the practical significance of our theoretical developments on a number of numerical examples.
A theoretical framework for M-posteriors: frequentist guarantees and robustness properties
Marusic, Juraj, Medina, Marco Avella, Rush, Cynthia
We provide a theoretical framework for a wide class of generalized posteriors that can be viewed as the natural Bayesian posterior counterpart of the class of M-estimators in the frequentist world. We call the members of this class M-posteriors and show that they are asymptotically normally distributed under mild conditions on the M-estimation loss and the prior. In particular, an M-posterior contracts in probability around a normal distribution centered at an M-estimator, showing frequentist consistency and suggesting some degree of robustness depending on the reference M-estimator. We formalize the robustness properties of the M-posteriors by a new characterization of the posterior influence function and a novel definition of breakdown point adapted for posterior distributions. We illustrate the wide applicability of our theory in various popular models and illustrate their empirical relevance in some numerical examples.
LVTINO: LAtent Video consisTency INverse sOlver for High Definition Video Restoration
Spagnoletti, Alessio, Almansa, Andrés, Pereyra, Marcelo
Computational imaging methods increasingly rely on powerful generative diffusion models to tackle challenging image restoration tasks. In particular, state-of-the-art zero-shot image inverse solvers leverage distilled text-to-image latent diffusion models (LDMs) to achieve unprecedented accuracy and perceptual quality with high computational efficiency. However, extending these advances to high-definition video restoration remains a significant challenge, due to the need to recover fine spatial detail while capturing subtle temporal dependencies. Consequently, methods that naively apply image-based LDM priors on a frame-by-frame basis often result in temporally inconsistent reconstructions. We address this challenge by leveraging recent advances in Video Consistency Models (VCMs), which distill video latent diffusion models into fast generators that explicitly capture temporal causality. Building on this foundation, we propose LVTINO, the first zero-shot or plug-and-play inverse solver for high definition video restoration with priors encoded by VCMs. Our conditioning mechanism bypasses the need for automatic differentiation and achieves state-of-the-art video reconstruction quality with only a few neural function evaluations, while ensuring strong measurement consistency and smooth temporal transitions across frames. Extensive experiments on a diverse set of video inverse problems show significant perceptual improvements over current state-of-the-art methods that apply image LDMs frame by frame, establishing a new benchmark in both reconstruction fidelity and computational efficiency.