7-8 sept. 2023 Fontainebleau (France)
Plug-and-Play split Gibbs sampler: embedding deep generative priors in Bayesian inference
Florentin Coeurdoux  1, 2@  , Nicolas Dobigeon  2, *@  , Pierre Chainais  3, 4, *@  
1 : Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189  (CRIStAL)
Centrale Lille, Université de Lille, Centre National de la Recherche Scientifique
Université de Lille - Campus scientifique - Bâtiment ESPRIT - Avenue Henri Poincaré - 59655 Villeneuve d'Ascq -  France
2 : Signal et Communications  (IRIT-SC)
Institut de recherche en informatique de toulouse
IRIT2 rue Charles Camichel 31071 Toulouse Cedex 7 -  France
3 : Systèmes d'Information - inGénierie et Modélisation Adaptables  (SIGMA)
Laboratoire d'Informatique de Grenoble
Laboratoire LIG - Bâtiment IMAG - 700 avenue Centrale, CS 40700 - 38058 Grenoble cedex 9 -  France
4 : Centrale Lille
CNRS, Université de Lille
École Centrale de Lille - Cité Scientifique - CS 20048 59651 Villeneuve d'Ascq Cedex -  France
* : Auteur correspondant

Plug-and-Play (PnP) methods are a class of iterative algorithms for inverse problems solving in which regularization is provided by a generic denoiser. Although producing very good results, these PnP optimization methods produce only point estimators and not a complete characterization of the posterior distribution. We propose a new family of stochastic PnP methods by exploiting a Gibbs sampling algorithm coupled with a generative neural network. In addition to a point estimator, the proposed approach provides confidence intervals for a moderate computational cost. The efficiency of the proposed samplers is evaluated through simulations of image reconstruction problems. The performances of the proposed estimators compare favorably with those of the most recent optimization and MCMC algorithms.



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