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Plug-and-Play Posterior Sampling under Mismatched Measurement and Prior Models

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arxiv 2310.03546 v3 pith:2HOQMALW submitted 2023-10-05 stat.ML cs.LG

Plug-and-Play Posterior Sampling under Mismatched Measurement and Prior Models

classification stat.ML cs.LG
keywords samplingpnp-uladistributionmeasurementmismatchedmodelsposteriorbeen
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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Posterior sampling has been shown to be a powerful Bayesian approach for solving imaging inverse problems. The recent plug-and-play unadjusted Langevin algorithm (PnP-ULA) has emerged as a promising method for Monte Carlo sampling and minimum mean squared error (MMSE) estimation by combining physical measurement models with deep-learning priors specified using image denoisers. However, the intricate relationship between the sampling distribution of PnP-ULA and the mismatched data-fidelity and denoiser has not been theoretically analyzed. We address this gap by proposing a posterior-L2 pseudometric and using it to quantify an explicit error bound for PnP-ULA under mismatched posterior distribution. We numerically validate our theory on several inverse problems such as sampling from Gaussian mixture models and image deblurring. Our results suggest that the sensitivity of the sampling distribution of PnP-ULA to a mismatch in the measurement model and the denoiser can be precisely characterized.

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