Aim 3: Posterior Sampling and Uncertainty

 

October 10, 2023

Measurement Model

y \sim \text{Poission}(N_0~e^{-Ax})

\(x\)

\(y\)

\(\text{FBP}(y)\)

Measurement Model

\(x\)

\(y\)

\(\text{FBP}(y)\)

Poisson model

Gaussian approximation

\[\lambda = N_0~e^{-Ax}\]

\[y \sim \text{Poisson}(\lambda)\]

\[y \sim \text{Normal}(\lambda, \lambda)\]

Unconditional Diffusion Model

DDPM Schedule

\[p(x_t \mid x_0) = \mathcal{N}(\sqrt{\alpha_t}x_0, (1 - \alpha_t)\mathbb{I}) \]

Unconditional Diffusion Model

Tweedie's formula

If \(x_i \sim \mathcal{N}(a_i~x_0, b_i^2 \mathbb{I})\), then

\[\hat{x}_0(x_t) = \mathbb{E}[x_0 \mid x_t] = \frac{x_t + b_i^2~\nabla_{x_t} \log p_t(x_t)}{a_i}\]

\(x_0\)

\(\hat{x}_0\)

\(t=0\)

\(t=1\)

Conditional Samples (Poisson vs Gaussian DPS)

DPS:

\[\nabla_{x_t} \log p(y \mid x_t) \approx \nabla_{x_t} \log p(y \mid \hat{x}_0(x_t))\]

Poisson

Gaussian

Conditional Samples (Poisson vs Gaussian DPS)

DPS:

\[\nabla_{x_t} \log p(y \mid x_t) \approx \nabla_{x_t} \log p(y \mid \hat{x}_0(x_t))\]

Poisson

Gaussian

Conditional Samples (Poisson vs Gaussian DPS)

DPS:

\[\nabla_{x_t} \log p(y \mid x_t) \approx \nabla_{x_t} \log p(y \mid \hat{x}_0(x_t))\]

Poisson

Gaussian

\(\hat{l}_{\alpha}\)

\(\hat{u}_{\alpha}\)

\(\hat{u}_{\alpha} - \hat{l}_{\alpha}\)

[10/10/23] Aim 3: Posterior Sampling and Uncertainty

By Jacopo Teneggi

[10/10/23] Aim 3: Posterior Sampling and Uncertainty

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