A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau

DOI10.1137/22M1522917OpenAlexW4308021351MaRDI QIDQ5044995FDOQ5044995

Authors: Alain Durmus, Marcelo Pereyra, Eric Moulines 

Publication date: 3 November 2022

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/22m1522917

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zbMATH Keywords

model selectionBayesian inferenceconvex optimizationuncertainty quantificationMarkov chain Monte Carlo methodsinverse problemsmathematical imaging

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Computing methodologies for image processing (68U10)

Cites Work

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• Markov Chains and Stochastic Stability
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• An Augmented Lagrangian Approach to the Constrained Optimization Formulation of Imaging Inverse Problems
• Compressed sensing
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• Regularization methods for large-scale problems
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• Split-and-Augmented Gibbs Sampler—Application to Large-Scale Inference Problems
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Cited In (19)

• NF-ULA: normalizing flow-based unadjusted Langevin algorithm for imaging inverse problems
• Bayesian imaging inverse problem with SA-roundtrip prior via HMC-pCN sampler
• Bayesian inference and uncertainty quantification for medical image reconstruction with Poisson data
• Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors
• Maximum-a-posteriori estimation with Bayesian confidence regions
• Accelerated Bayesian imaging by relaxed proximal-point Langevin sampling
• MCMC-based image reconstruction with uncertainty quantification
• Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo
• Proximal Langevin sampling with inexact proximal mapping
• Subgradient Langevin methods for sampling from nonsmooth potentials
• The Split Gibbs Sampler Revisited: Improvements to Its Algorithmic Structure and Augmented Target Distribution
• Patch-based image restoration using expectation propagation
• Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
• Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. II: Theoretical analysis
• Bayesian Imaging Using Plug & Play Priors: When Langevin Meets Tweedie
• Proximal Markov chain Monte Carlo algorithms
• Neural-network-based regularization methods for inverse problems in imaging
• Proximal nested sampling for high-dimensional Bayesian model selection
• Scalable Bayesian uncertainty quantification in imaging inverse problems via convex optimization

Uses Software

• UNLocBoX
• ls-MCMC

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