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Duc-Lam Duong

Publications and source records attributed to Duc-Lam Duong.

5 recordsLinked to original sources

Score-based diffusion models for severely ill-posed problems in diffuse optical tomography

Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems, enabling high-quality reconstructions in inverse problems by leveraging expressive prior distributions learned from empirical data. Despite their strong empirical performance and growing interest within the machine learning community, their behaviour in realistic, severely ill-posed inverse problems with experimental measurement data remains under-explored. Diffuse optical tomography (DOT) is an inverse boundary value problem that uses boundary measurements of near-infrared light to recover spatially varying absorption and scattering parameters in biological tissue. The problem is highly ill-posed and particularly sensitive to both measurement noise and modelling errors. We introduce a regularization strategy by constructing a mixed score consisting of a learned component and a model-based component. We show that the resulting mixed score approximates the score of a corresponding mixture distribution locally and in the small diffusion-time regime, providing a theoretical justification for the approach. We compare four approaches for difference imaging in DOT: a classical model-based method, an approximate score-based diffusion method (DPS), an exact posterior sampling method (UCoS) and a novel, regularized version of UCoS. We show that both the model-based approach and approximate diffusion-based sampling degrade significantly in the presence of limited-view geometry and real experimental data, whereas UCoS yields more accurate reconstructions.

stat.ML

An Unconditional Representation of the Conditional Score in Infinite-Dimensional Linear Inverse Problems

Score-based diffusion models (SDMs) have emerged as a powerful tool for sampling from the posterior distribution in Bayesian inverse problems. However, existing methods often require multiple evaluations of the forward mapping to generate a single sample, resulting in significant computational costs for large-scale inverse problems. To address this, we propose an unconditional representation of the conditional score function (UCoS) tailored to linear inverse problems, which avoids forward model evaluations during sampling by shifting computational effort to an offline training phase. In this phase, a \emph{task-dependent} score function is learned based on the linear forward operator. Crucially, we show that the conditional score can be derived \emph{exactly} from a trained (unconditional) score using affine transformations, eliminating the need for conditional score approximations. Our approach is formulated in infinite-dimensional function spaces, making it inherently discretization-invariant. We support this formulation with a rigorous convergence analysis that justifies UCoS beyond any specific discretization. Finally we validate UCoS through high-dimensional computed tomography (CT) and image deblurring experiments, demonstrating both scalability and accuracy.

stat.ML

Stability estimates for the expected utility in Bayesian optimal experimental design

We study stability properties of the expected utility function in Bayesian optimal experimental design. We provide a framework for this problem in a non-parametric setting and prove a convergence rate of the expected utility with respect to a likelihood perturbation. This rate is uniform over the design space and its sharpness in the general setting is demonstrated by proving a lower bound in a special case. To make the problem more concrete we proceed by considering non-linear Bayesian inverse problems with Gaussian likelihood and prove that the assumptions set out for the general case are satisfied and regain the stability of the expected utility with respect to perturbations to the observation map. Theoretical convergence rates are demonstrated numerically in three different examples.

math.ST

Stability of particle trajectories of scalar conservation laws and applications in Bayesian inverse problems

We consider the scalar conservation law in one space dimension with a genuinely nonlinear flux. We assume that an appropriate velocity function depending on the entropy solution of the conservation law is given for the comprising particles, and study their corresponding trajectories under the flow. The differential equation that each of these trajectories satisfies depends on the entropy solution of the conservation law which is typically discontinuous in both time and space variables. The existence and uniqueness of these trajectories are guaranteed by the Filippov theory of differential equations. We show that such a Filippov solution is compatible with the front tracking and vanishing viscosity approximations in the sense that the approximate trajectories given by either of these methods converge uniformly to the trajectories corresponding to the entropy solution of the scalar conservation law. For certain classes of flux functions, illustrated by traffic flow, we prove the Hölder continuity of the particle trajectories with respect to the initial field or the flux function. We then consider the inverse problem of recovering the initial field or the flux function of the scalar conservation law from discrete pointwise measurements of the particle trajectories. We show that the above continuity properties translate to the stability of the Bayesian regularised solutions of these inverse problems with respect to appropriate approximations of the forward map. We also discuss the limitations of the situation where the same inverse problems are considered with pointwise observations made from the entropy solution itself.

math.AP

Reformulating the SIR model in terms of the number of COVID-19 detected cases: well-posedness of the observational model

Compartmental models are popular in the mathematics of epidemiology for their simplicity and wide range of applications. Although they are typically solved as initial value problems for a system of ordinary differential equations, the observed data is typically akin of a boundary value type problem: we observe some of the dependent variables at given times, but we do not know the initial conditions. In this paper, we reformulate the classical Susceptible-Infectious-Recovered system in terms of the number of detected positive infected cases at different times, we then prove the existence and uniqueness of a solution to the derived boundary value problem and then present a numerical algorithm to approximate the solution.

q-bio.PE