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Solving Linear-Gaussian Bayesian Inverse Problems with Decoupled Diffusion Sequential Monte Carlo

10 Feb 2025arXiv:2502.06379archive 2025-07-28

Filip Ekström Kelvinius, Zheng Zhao, Fredrik Lindsten

A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian inverse problems which builds on "decoupled diffusion", where the generative process is designed such that larger updates to the sample are possible. The method is asymptotically exact and we demonstrate the effectiveness of our Decoupled Diffusion Sequential Monte Carlo (DDSMC) algorithm on both synthetic as well as protein and image data. Further, we demonstrate how the approach can be extended to discrete data.

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