arXiv subjects

Evan Scope Crafts

Publications and source records attributed to Evan Scope Crafts.

5 recordsLinked to original sources

arXiv2026

A Stabilized Path-Space Approach to Diffusion-Based Posterior Sampling

Diffusion models provide expressive data-driven priors for Bayesian inverse problems, but many diffusion posterior samplers rely on heuristic guidance approximations that can fail for nonlinear operators and multimodal posteriors. In this work, we develop a stabilized path-space framework for diffusion-based posterior sampling. Starting from a base diffusion process whose terminal marginal represents the prior, we define a likelihood-weighted target measure on trajectories and cast posterior sampling as learning a controlled stochastic process whose path measure matches this target. This formulation connects diffusion posterior sampling to stochastic optimal control while preserving the Bayesian structure needed for uncertainty quantification. We introduce a time reparameterization that makes the path-space control problem well posed by removing the bias induced by the unknown initial value function, without auxiliary training. We then learn the control via a trust-region path-space optimization method with log-variance objectives. The path-space perspective also unifies our learned control approach with existing guidance-based samplers, quantifies the sampling error induced by approximate controls, and yields importance sampling corrections for asymptotically exact posterior expectations. We evaluate the proposed framework on a suite of benchmark inverse problems with analytically characterized or high-quality reference posteriors, enabling principled assessment of sampling accuracy and uncertainty quantification. These experiments provide insight into the behavior of diffusion-based posterior samplers and demonstrate improved accuracy and robustness over leading approaches.

cs.LG↗

arXiv2025

Benchmarking Diffusion Annealing-Based Bayesian Inverse Problem Solvers

In recent years, the ascendance of diffusion modeling as a state-of-the-art generative modeling approach has spurred significant interest in their use as priors in Bayesian inverse problems. However, it is unclear how to optimally integrate a diffusion model trained on the prior distribution with a given likelihood function to obtain posterior samples. While algorithms developed for this purpose can produce high-quality, diverse point estimates of the unknown parameters of interest, they are often tested on problems where the prior distribution is analytically unknown, making it difficult to assess their performance in providing rigorous uncertainty quantification. Motivated by this challenge, this work introduces three benchmark problems for evaluating the performance of diffusion model based samplers. The benchmark problems, which are inspired by problems in image inpainting, x-ray tomography, and phase retrieval, have a posterior density that is analytically known. In this setting, approximate ground-truth posterior samples can be obtained, enabling principled evaluation of the performance of posterior sampling algorithms. This work also introduces a general framework for diffusion model based posterior sampling, Bayesian Inverse Problem Solvers through Diffusion Annealing (BIPSDA). This framework unifies several recently proposed diffusion-model-based posterior sampling algorithms and contains novel algorithms that can be realized through flexible combinations of design choices. We tested the performance of a set of BIPSDA algorithms, including previously proposed state-of-the-art approaches, on the proposed benchmark problems. The results provide insight into the strengths and limitations of existing diffusion-model based posterior samplers, while the benchmark problems provide a testing ground for future algorithmic developments.

math.OC↗

arXiv2024

Optimizing Quantitative Photoacoustic Imaging Systems: The Bayesian Cram\'er-Rao Bound Approach

Quantitative photoacoustic computed tomography (qPACT) is an emerging medical imaging modality that carries the promise of high-contrast, fine-resolution imaging of clinically relevant quantities like hemoglobin concentration and blood-oxygen saturation. However, qPACT image reconstruction is governed by a multiphysics, partial differential equation (PDE) based inverse problem that is highly non-linear and severely ill-posed. Compounding the difficulty of the problem is the lack of established design standards for qPACT imaging systems, as there is currently a proliferation of qPACT system designs for various applications and it is unknown which ones are optimal or how to best modify the systems under various design constraints. This work introduces a novel computational approach for the optimal experimental design (OED) of qPACT imaging systems based on the Bayesian Cram\'er-Rao bound (CRB). Our approach incorporates several techniques to address challenges associated with forming the bound in the infinite-dimensional function space setting of qPACT, including priors with trace-class covariance operators and the use of the variational adjoint method to compute derivatives of the log-likelihood function needed in the bound computation. The resulting Bayesian CRB based design metric is computationally efficient and independent of the choice of estimator used to solve the inverse problem. The efficacy of the bound in guiding experimental design was demonstrated in a numerical study of qPACT design schemes under a stylized two-dimensional imaging geometry. To the best of our knowledge, this is the first work to propose Bayesian CRB based design for systems governed by PDEs.

physics.med-ph↗

arXiv2023

Bayesian Cram\'er-Rao Bound Estimation with Score-Based Models

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a principled metric for system design and optimization. However, the Bayesian CRB depends on the underlying prior distribution, which is often unknown for many problems of interest. This work introduces a new data-driven estimator for the Bayesian CRB using score matching, i.e., a statistical estimation technique that models the gradient of a probability distribution from a given set of training data. The performance of the proposed estimator is analyzed in both the classical parametric modeling regime and the neural network modeling regime. In both settings, we develop novel non-asymptotic bounds on the score matching error and our Bayesian CRB estimator based on the results from empirical process theory, including classical bounds and recently introduced techniques for characterizing neural networks. We illustrate the performance of the proposed estimator with two application examples: a signal denoising problem and a dynamic phase offset estimation problem in communication systems.

stat.ML↗

arXiv2020

Multiple Plans are Better than One: Diverse Stochastic Planning

In planning problems, it is often challenging to fully model the desired specifications. In particular, in human-robot interaction, such difficulty may arise due to human's preferences that are either private or complex to model. Consequently, the resulting objective function can only partially capture the specifications and optimizing that may lead to poor performance with respect to the true specifications. Motivated by this challenge, we formulate a problem, called diverse stochastic planning, that aims to generate a set of representative -- small and diverse -- behaviors that are near-optimal with respect to the known objective. In particular, the problem aims to compute a set of diverse and near-optimal policies for systems modeled by a Markov decision process. We cast the problem as a constrained nonlinear optimization for which we propose a solution relying on the Frank-Wolfe method. We then prove that the proposed solution converges to a stationary point and demonstrate its efficacy in several planning problems.

cs.RO↗