This paper proposes a new accelerated proximal Markov chain Monte Carlo (MCMC) methodology to perform Bayesian computation efficiently in imaging inverse problems. The proposed methodology is derived from the Langevin diffusion process and stems from tightly integrating two state-of-the-art proximal Langevin MCMC samplers, SK-ROCK and split Gibbs sampling (SGS), which employ distinctively different strategies to improve convergence speed. More precisely, we show how to integrate, at the level of the Langevin diffusion process, the proximal SK-ROCK sampler which is based on a stochastic Runge-Kutta-Chebyshev approximation of the diffusion, with the model augmentation and relaxation strategy that SGS exploits to speed up Bayesian computation at the expense of asymptotic bias. This leads to a new and faster proximal SK-ROCK sampler that combines the accelerated quality of the original SK-ROCK sampler with the computational benefits of augmentation and relaxation. Moreover, rather than viewing the augmented and relaxed model as an approximation of the target model, positioning relaxation in a bias-variance trade-off, we propose to regard the augmented and relaxed model as a generalisation of the target model. This then allows us to carefully calibrate the amount of relaxation in order to simultaneously improve the accuracy of the model (as measured by the model evidence) and the sampler's convergence speed. To achieve this, we derive an empirical Bayesian method to automatically estimate the optimal amount of relaxation by maximum marginal likelihood estimation. The proposed methodology is demonstrated with a range of numerical experiments related to image deblurring and inpainting, as well as with comparisons with alternative approaches from the state of the art.
翻译:本文提出了一种新的加速的马可夫链 Monte Carlo(MCMC ) 方法, 以便在成像反问题中高效地进行巴伊西亚计算。 提议的方法来自Langevin 扩散过程, 源自于严格整合两种最先进的最先进的Langevin MCMC采样器, SK-Rock 和分割 Gibbs 采样器(SGS ), 采用截然不同的不同战略来提高趋同速度。 更准确地说, 我们展示了如何在Langevin 推广过程一级, 将初步的SK-Rock采样器的加速质量与替代的增强和放松方法结合起来。 此外, 我们不把快速和宽松的SKKK-Rock采样器采样器作为扩散速度的随机速率自动转换, 与SGS 所利用的模型加速和放松战略加速Bayesan的计算速度, 将我们所测量的更精确的比值提升到更精确的比值, 将我们所测量的比值的比值提升到更精确的比值的比值提升到更精确的比值, 。