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Provable Posterior Sampling with Denoising Oracles via Tilted Transport

NeurIPS 2024 · Image generation › Fast diffusion sampling · approach: Diffusion theory and learned samplers · 3 citations (OpenAlex)

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Introduces tilted transport, which uses the quadratic log-likelihood of linear inverse problems plus a prior denoising oracle to map the posterior to a boosted posterior that is strongly log-concave under conditions on conditioning, SNR, and prior susceptibility.

Problem

Provable posterior sampling for linear inverse problems y = Ax + noise when the prior is only available via a denoising oracle (score) from diffusion models; existing heuristic posterior samplers lack quantitative guarantees.

Approach

Exploit the quadratic structure of the Gaussian log-likelihood: a time-varying quadratic tilt of the prior evolves under the OU/heat semigroup via a Riccati-type ODE, so the posterior is exactly equivalent to sampling a boosted posterior at an intermediate time T, which is strongly log-concave when the prior's susceptibility is controlled and the measurement matrix is well conditioned; then run th

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Apply tilted transport to boost Langevin dynamicsLangevin dynamics · Gaussian mixture, d=20, 40, and 80Sliced Wasserstein distanceHelped
Apply tilted transport to boost Langevin dynamicsLangevin dynamics · Gaussian mixture, mid-SNR regimeSliced Wasserstein distanceHelped
Use the tilted posterior near blowup time instead of the original posteriorLangevin dynamics · Scalar field φ⁴, 128 × 128 lattice, β=0.2, 0.4, and 0.6AutocorrelationHelped

Surprising findings

Limitations

Experimental setup

Datasets: synthetic Gaussian mixture priors (25 components) 2D lattice scalar phi^4 field

Benchmarks: high-dimensional Gaussian mixture posteriors (d=20,40,80) 2D lattice scalar phi^4 model (128x128)

Metrics: sliced Wasserstein distance autocorrelation relaxation time

Baselines: Langevin Monte Carlo importance sampling Glauber dynamics

Builds on: score-based diffusion models Bakry-Emery criterion Polchinski renormalization group flow stochastic localization

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