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Chris Nemeth

Chris Nemeth appears in the imported research catalog. Authorship, coauthor and topic links are available while profile ownership is still unclaimed.

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3 published item(s)

preprint2026arXiv

Tempered Guided Diffusion

Training-free conditional diffusion provides a flexible alternative to task-specific conditional model training, but existing samplers often allocate computation inefficiently: independent guided trajectories can vary widely in quality, and additional function evaluations along a single trajectory may not recover from poor early decisions. We propose Tempered Guided Diffusion (TGD), an annealed sequential Monte Carlo framework for training-free conditional sampling with diffusion priors. TGD targets tempered posterior distributions over the clean signal, using noisy diffusion states only as auxiliary variables for proposing reconstructions and propagating particles. Particles are reweighted by incremental likelihood ratios, resampled, and propagated across noise levels, concentrating computation on trajectories plausible under both the prior and observation. Under idealized exact-reconstruction assumptions, full TGD yields a consistent particle approximation to the posterior as the number of particles grows. For expensive reconstruction tasks, Accelerated TGD (A-TGD) retains early particle exploration but prunes to a single high-likelihood trajectory partway through sampling. Experiments on a controlled two-dimensional inverse problem and image inverse problems show improved posterior approximation and favorable wall-clock speed-quality tradeoffs over independent multi-trajectory baselines.

preprint2014arXiv

Particle Metropolis adjusted Langevin algorithms for state space models

Particle MCMC is a class of algorithms that can be used to analyse state-space models. They use MCMC moves to update the parameters of the models, and particle filters to propose values for the path of the state-space model. Currently the default is to use random walk Metropolis to update the parameter values. We show that it is possible to use information from the output of the particle filter to obtain better proposal distributions for the parameters. In particular it is possible to obtain estimates of the gradient of the log posterior from each run of the particle filter, and use these estimates within a Langevin-type proposal. We propose using the recent computationally efficient approach of Nemeth et al. (2013) for obtaining such estimates. We show empirically that for a variety of state-space models this proposal is more efficient than the standard random walk Metropolis proposal in terms of: reducing autocorrelation of the posterior samples, reducing the burn-in time of the MCMC sampler and increasing the squared jump distance between posterior samples.