We present a simple template for designing generative diffusion model algorithms based on an interpretation of diffusion sampling as a sequence of random walks. Score-based diffusion models are widely used to generate high-quality images. Diffusion models have also been shown to yield state-of-the-art performance in many inverse problems. While these algorithms are often surprisingly simple, the theory behind them is not, and multiple complex theoretical justifications exist in the literature. Here, we provide a simple and largely self-contained theoretical justification for score-based-diffusion models that avoids using the theory of Markov chains or reverse diffusion, instead centering the theory of random walks and Tweedie's formula. This approach leads to unified algorithmic templates for network training and sampling. In particular, these templates cleanly separate training from sampling, e.g., the noise schedule used during training need not match the one used during sampling. We show that several existing diffusion models correspond to particular choices within this template and demonstrate that other, more straightforward algorithmic choices lead to effective diffusion models. The proposed framework has the added benefit of enabling conditional sampling without any likelihood approximation.

Computational wave imaging (CWI) extracts hidden structure and physical properties of a volume of material by analyzing wave signals that traverse that volume. Applications include seismic exploration of the Earth's subsurface, acoustic imaging and non-destructive testing in material science, and ultrasound computed tomography in medicine. Current approaches for solving CWI problems can be divided into two categories: those rooted in traditional physics, and those based on deep learning. Physics-based methods stand out for their ability to provide high-resolution and quantitatively accurate estimates of acoustic properties within the medium. However, they can be computationally intensive and are susceptible to ill-posedness and nonconvexity typical of CWI problems. Machine learning-based computational methods have recently emerged, offering a different perspective to address these challenges. Diverse scientific communities have independently pursued the integration of deep learning in CWI. This review delves into how contemporary scientific machine-learning (ML) techniques, and deep neural networks in particular, have been harnessed to tackle CWI problems. We present a structured framework that consolidates existing research spanning multiple domains, including computational imaging, wave physics, and data science. This study concludes with important lessons learned from existing ML-based methods and identifies technical hurdles and emerging trends through a systematic analysis of the extensive literature on this topic.

Randomized algorithms have propelled advances in artificial intelligence and represent a foundational research area in advancing AI for Science. Future advancements in DOE Office of Science priority areas such as climate science, astrophysics, fusion, advanced materials, combustion, and quantum computing all require randomized algorithms for surmounting challenges of complexity, robustness, and scalability. This report summarizes the outcomes of that workshop, "Randomized Algorithms for Scientific Computing (RASC)," held virtually across four days in December 2020 and January 2021.

Seismic full-waveform inversion (FWI) is a nonlinear computational imaging technique that can provide detailed estimates of subsurface geophysical properties. Solving the FWI problem can be challenging due to its ill-posedness and high computational cost. In this work, we develop a new hybrid computational approach to solve FWI that combines physics-based models with data-driven methodologies. In particular, we develop a data augmentation strategy that can not only improve the representativity of the training set but also incorporate important governing physics into the training process and therefore improve the inversion accuracy. To validate the performance, we apply our method to synthetic elastic seismic waveform data generated from a subsurface geologic model built on a carbon sequestration site at Kimberlina, California. We compare our physics-consistent data-driven inversion method to both purely physics-based and purely data-driven approaches and observe that our method yields higher accuracy and greater generalization ability.

Plug-and-play priors (PnP) is a broadly applicable methodology for solving inverse problems by exploiting statistical priors specified as denoisers. Recent work has reported the state-of-the-art performance of PnP algorithms using pre-trained deep neural nets as denoisers in a number of imaging applications. However, current PnP algorithms are impractical in large-scale settings due to their heavy computational and memory requirements. This work addresses this issue by proposing an incremental variant of the widely used PnP-ADMM algorithm, making it scalable to large-scale datasets. We theoretically analyze the convergence of the algorithm under a set of explicit assumptions, extending recent theoretical results in the area. Additionally, we show the effectiveness of our algorithm with nonsmooth data-fidelity terms and deep neural net priors, its fast convergence compared to existing PnP algorithms, and its scalability in terms of speed and memory.

Signal models based on sparsity, low-rank and other properties have been exploited for image reconstruction from limited and corrupted data in medical imaging and other computational imaging applications. In particular, sparsifying transform models have shown promise in various applications, and offer numerous advantages such as efficiencies in sparse coding and learning. This work investigates pre-learning a multi-layer extension of the transform model for image reconstruction, wherein the transform domain or filtering residuals of the image are further sparsified over the layers. The residuals from multiple layers are jointly minimized during learning, and in the regularizer for reconstruction. The proposed block coordinate descent optimization algorithms involve highly efficient updates. Preliminary numerical experiments demonstrate the usefulness of a two-layer model over the previous related schemes for CT image reconstruction from low-dose measurements.

Such models have been used in many applications including inverse problems, where they are often used to construct regularizers. In particular, the learning of signal models from training data, or even corrupted measurements has shown promise in various settings. Among sparsity-based models, the synthesis dictionary model [1] is perhaps the most well-known. Various methods have been proposed to learn synthesis dictionaries from signals or image patches [2-8] or in a convolutional framework [9, 10]. However, the sparse coding problem (i.e., representing a signal as a sparse combination of appropriate dictionary atoms or filters) in the synthesis model (or during learning) typically lacks a closed-form solution and can be NPhard in general.

Convolutional sparse representations are a form of sparse representation with a structured, translation invariant dictionary. Most convolutional dictionary learning algorithms to date operate in batch mode, requiring simultaneous access to all training images during the learning process, which results in very high memory usage and severely limits the training data that can be used. Very recently, however, a number of authors have considered the design of online convolutional dictionary learning algorithms that offer far better scaling of memory and computational cost with training set size than batch methods. This paper extends our prior work, improving a number of aspects of our previous algorithm; proposing an entirely new one, with better performance, and that supports the inclusion of a spatial mask for learning from incomplete data; and providing a rigorous theoretical analysis of these methods.

Convolutional sparse representations are a form of sparse representation with a dictionary that has a structure that is equivalent to convolution with a set of linear filters. While effective algorithms have recently been developed for the convolutional sparse coding problem, the corresponding dictionary learning problem is substantially more challenging. Furthermore, although a number of different approaches have been proposed, the absence of thorough comparisons between them makes it difficult to determine which of them represents the current state of the art. The present work both addresses this deficiency and proposes some new approaches that outperform existing ones in certain contexts. A thorough set of performance comparisons indicates a very wide range of performance differences among the existing and proposed methods, and clearly identifies those that are the most effective.