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Thomas Möllenhoff

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Computer Vision math.OC Artificial Intelligence Machine Learning math.NA Numerical Analysis

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preprint2026arXiv

Position: agentic AI orchestration should be Bayes-consistent

LLMs excel at predictive tasks and complex reasoning tasks, but many high-value deployments rely on decisions under uncertainty, for example, which tool to call, which expert to consult, or how many resources to invest. While the usefulness and feasibility of Bayesian approaches remain unclear for LLM inference, this position paper argues that the control layer of an agentic AI system (that orchestrates LLMs and tools) is a clear case where Bayesian principles should shine. Bayesian decision theory provides a framework for agentic systems that can help to maintain beliefs over task-relevant latent quantities, to update these beliefs from observed agentic and human-AI interactions, and to choose actions. Making LLMs themselves explicitly Bayesian belief-updating engines remains computationally intensive and conceptually nontrivial as a general modeling target. In contrast, this paper argues that coherent decision-making requires Bayesian principles at the orchestration level of the agentic system, not necessarily the LLM agent parameters. This paper articulates practical properties for Bayesian control that fit modern agentic AI systems and human-AI collaboration, and provides concrete examples and design patterns to illustrate how calibrated beliefs and utility-aware policies can improve agentic AI orchestration.

preprint2022arXiv

Lifting the Convex Conjugate in Lagrangian Relaxations: A Tractable Approach for Continuous Markov Random Fields

Dual decomposition approaches in nonconvex optimization may suffer from a duality gap. This poses a challenge when applying them directly to nonconvex problems such as MAP-inference in a Markov random field (MRF) with continuous state spaces. To eliminate such gaps, this paper considers a reformulation of the original nonconvex task in the space of measures. This infinite-dimensional reformulation is then approximated by a semi-infinite one, which is obtained via a piecewise polynomial discretization in the dual. We provide a geometric intuition behind the primal problem induced by the dual discretization and draw connections to optimization over moment spaces. In contrast to existing discretizations which suffer from a grid bias, we show that a piecewise polynomial discretization better preserves the continuous nature of our problem. Invoking results from optimal transport theory and convex algebraic geometry we reduce the semi-infinite program to a finite one and provide a practical implementation based on semidefinite programming. We show, experimentally and in theory, that the approach successfully reduces the duality gap. To showcase the scalability of our approach, we apply it to the stereo matching problem between two images.

preprint2020arXiv

Optimization of Graph Total Variation via Active-Set-based Combinatorial Reconditioning

Structured convex optimization on weighted graphs finds numerous applications in machine learning and computer vision. In this work, we propose a novel adaptive preconditioning strategy for proximal algorithms on this problem class. Our preconditioner is driven by a sharp analysis of the local linear convergence rate depending on the "active set" at the current iterate. We show that nested-forest decomposition of the inactive edges yields a guaranteed local linear convergence rate. Further, we propose a practical greedy heuristic which realizes such nested decompositions and show in several numerical experiments that our reconditioning strategy, when applied to proximal gradient or primal-dual hybrid gradient algorithm, achieves competitive performances. Our results suggest that local convergence analysis can serve as a guideline for selecting variable metrics in proximal algorithms.

preprint2016arXiv

Sublabel-Accurate Convex Relaxation of Vectorial Multilabel Energies

Convex relaxations of nonconvex multilabel problems have been demonstrated to produce superior (provably optimal or near-optimal) solutions to a variety of classical computer vision problems. Yet, they are of limited practical use as they require a fine discretization of the label space, entailing a huge demand in memory and runtime. In this work, we propose the first sublabel accurate convex relaxation for vectorial multilabel problems. The key idea is that we approximate the dataterm of the vectorial labeling problem in a piecewise convex (rather than piecewise linear) manner. As a result we have a more faithful approximation of the original cost function that provides a meaningful interpretation for the fractional solutions of the relaxed convex problem. In numerous experiments on large-displacement optical flow estimation and on color image denoising we demonstrate that the computed solutions have superior quality while requiring much lower memory and runtime.

preprint2015arXiv

Sublabel-Accurate Relaxation of Nonconvex Energies

We propose a novel spatially continuous framework for convex relaxations based on functional lifting. Our method can be interpreted as a sublabel-accurate solution to multilabel problems. We show that previously proposed functional lifting methods optimize an energy which is linear between two labels and hence require (often infinitely) many labels for a faithful approximation. In contrast, the proposed formulation is based on a piecewise convex approximation and therefore needs far fewer labels. In comparison to recent MRF-based approaches, our method is formulated in a spatially continuous setting and shows less grid bias. Moreover, in a local sense, our formulation is the tightest possible convex relaxation. It is easy to implement and allows an efficient primal-dual optimization on GPUs. We show the effectiveness of our approach on several computer vision problems.

preprint2014arXiv

The Primal-Dual Hybrid Gradient Method for Semiconvex Splittings

This paper deals with the analysis of a recent reformulation of the primal-dual hybrid gradient method [Zhu and Chan 2008, Pock, Cremers, Bischof and Chambolle 2009, Esser, Zhang and Chan 2010, Chambolle and Pock 2011], which allows to apply it to nonconvex regularizers as first proposed for truncated quadratic penalization in [Strekalovskiy and Cremers 2014]. Particularly, it investigates variational problems for which the energy to be minimized can be written as $G(u) + F(Ku)$, where $G$ is convex, $F$ semiconvex, and $K$ is a linear operator. We study the method and prove convergence in the case where the nonconvexity of $F$ is compensated by the strong convexity of the $G$. The convergence proof yields an interesting requirement for the choice of algorithm parameters, which we show to not only be sufficient, but necessary. Additionally, we show boundedness of the iterates under much weaker conditions. Finally, we demonstrate effectiveness and convergence of the algorithm beyond the theoretical guarantees in several numerical experiments.