Abstract We study a class of Approximate Message Passing (AMP) algorithms for symmetric and rectangular spiked random matrix models with orthogonally invariant noise. The AMP iterates have fixed dimension $$K \geq 1$$, a multivariate non-linearity is applied in each AMP iteration, and the algorithm is spectrally initialized with $$K$$ super-critical sample eigenvectors. We derive the forms of the Onsager debiasing coefficients and corresponding AMP state evolution, which depend on the free cumulants of the noise spectral distribution. This extends previous results for such models with $K=1$ and an independent initialization. Applying this approach to Bayesian principal components analysis, we introduce a Bayes-OAMP algorithm that uses as its non-linearity the posterior mean conditional on all preceding AMP iterates. We describe a practical implementation of this algorithm, where all debiasing and state evolution parameters are estimated from the observed data, and we illustrate the accuracy and stability of this approach in simulations. 
                        more » 
                        « less   
                    This content will become publicly available on December 9, 2025
                            
                            Diffusion Models With Learned Adaptive Noise
                        
                    
    
            Diffusion models have gained traction as powerful algorithms for synthesizing high-quality images. Central to these algorithms is the diffusion process, a set of equations which maps data to noise in a way that can significantly affect performance. In this paper, we explore whether the diffusionprocess can be learned from data.Our work is grounded in Bayesian inference and seeks to improve log-likelihood estimation by casting the learned diffusion process as an approximate variational posterior that yields a tighter lower bound (ELBO) on the likelihood.A widely held assumption is that the ELBO is invariant to the noise process: our work dispels this assumption and proposes multivariate learned adaptive noise (MuLAN), a learned diffusion process that applies noise at different rates across an image. Our method consists of three components: a multivariate noise schedule, adaptive input-conditional diffusion, and auxiliary variables; these components ensure that the ELBO is no longer invariant to the choice of the noise schedule as in previous works. Empirically, MuLAN sets a new state-of-the-art in density estimation on CIFAR-10 and ImageNet while matching the performance of previous state-of-the-art models with 50% fewer steps. We provide the code, along with a blog post and video tutorial on the project page: https://s-sahoo.com/MuLAN 
        more » 
        « less   
        
    
                            - Award ID(s):
- 2046760
- PAR ID:
- 10577287
- Publisher / Repository:
- NeurIPS 2024
- Date Published:
- Format(s):
- Medium: X
- Location:
- Vancouver, BC, Canada
- Sponsoring Org:
- National Science Foundation
More Like this
- 
            
- 
            Diffusion-based generative models (DBGMs) perturb data to a target noise distribution and reverse this process to generate samples. The choice of noising process, or inference diffusion process, affects both likelihoods and sample quality. For example, extending the inference process with auxiliary variables leads to improved sample quality. While there are many such multivariate diffusions to explore, each new one requires significant model-specific analysis, hindering rapid prototyping and evaluation. In this work, we study Multivariate Diffusion Models (MDMs). For any number of auxiliary variables, we provide a recipe for maximizing a lower-bound on the MDMs likelihood without requiring any model-specific analysis. We then demonstrate how to parameterize the diffusion for a specified target noise distribution; these two points together enable optimizing the inference diffusion process. Optimizing the diffusion expands easy experimentation from just a few well-known processes to an automatic search over all linear diffusions. To demonstrate these ideas, we introduce two new specific diffusions as well as learn a diffusion process on the MNIST, CIFAR10, and ImageNet32 datasets. We show learned MDMs match or surpass bits-per-dims (BPDs) relative to fixed choices of diffusions for a given dataset and model architecture.more » « less
- 
            Existing solutions to visual simultaneous localization and mapping (VSLAM) assume that errors in feature extraction and matching are independent and identically distributed (i.i.d), but this assumption is known to not be true – features extracted from low-contrast regions of images exhibit wider error distributions than features from sharp corners. Furthermore, V-SLAM algorithms are prone to catastrophic tracking failures when sensed images include challenging conditions such as specular reflections, lens flare, or shadows of dynamic objects. To address such failures, previous work has focused on building more robust visual frontends, to filter out challenging features. In this paper, we present introspective vision for SLAM (IV-SLAM), a fundamentally different approach for addressing these challenges. IV-SLAM explicitly models the noise process of reprojection errors from visual features to be context-dependent, and hence non-i.i.d. We introduce an autonomously supervised approach for IV-SLAM to collect training data to learn such a context-aware noise model. Using this learned noise model, IV-SLAM guides feature extraction to select more features from parts of the image that are likely to result in lower noise, and further incorporate the learned noise model into the joint maximum likelihood estimation, thus making it robust to the aforementioned types of errors. We present empirical results to demonstrate that IV-SLAM 1) is able to accurately predict sources of error in input images, 2) reduces tracking error compared to V-SLAM, and 3) increases the mean distance between tracking failures by more than 70% on challenging real robot data compared to V-SLAM.more » « less
- 
            The inference stage of diffusion models involves running a reverse-time diffusion stochastic differential equation, transforming samples from a Gaussian latent distribution into samples from a target distribution on a low-dimensional manifold. The intermediate values can be interpreted as noisy images, with the amount of noise determined by the forward diffusion process noise schedule. Boomerang is an approach for local sampling of image manifolds, which involves adding noise to an input image, moving it closer to the latent space, and mapping it back to the image manifold through a partial reverse diffusion process. Boomerang can be used with any pretrained diffusion model without adjustments to the reverse diffusion process, and we present three applications: constructing privacy-preserving datasets with controllable anonymity, increasing generalization performance with Boomerang for data augmentation, and enhancing resolution with a perceptual image enhancement framework.more » « less
- 
            State-of-the art physics-model based dynamic state estimation generally relies on the assumption that the system’s transition matrix is always correct, the one that relates the states in two different time instants, which might not hold always on real-life applications. Further, while making such assumptions, state-of-the-art dynamic state estimation models become unable to discriminate among different types of anomalies, as measurement gross errors and sudden load changes, and thus automatically leads the state estimator framework to inaccuracy. Towards the solution of this important challenge, in this work, a hybrid adaptive dynamic state estimator framework is presented. Based on the Kalman Filter formulation, measurement innovation analytical-based tests are presented and integrated into the state estimator framework. Gross measurement errors and sudden load changes are automatically detected, identified, and corrected, providing continuous updating of the state estimator. Towards such, the asymmetry index applied to the measurement innovation is introduced, as an anomaly discrimination method, which assesses the physics-model-based dynamic state estimation process in different piece-wise stationary levels. Comparative tests with the state-of-the-art are presented, considering the IEEE 14, IEEE 30, and IEEE 118 test systems. Easy-to-implement-model, without hard-to-design parameters, build-on the classical Kalman Filter solution, highlights potential aspects towards real-life applications.more » « less
 An official website of the United States government
An official website of the United States government 
				
			 
					 
					
