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On Stability and Robustness of Diffusion Posterior Sampling for Bayesian Inverse Problems

Yiming Yang, Xiaoyuan Cheng, Yi He, Kaiyu Li, Wenxuan Yuan, Zhuo Sun

TL;DR

This work analyzes diffusion-prior methods for Bayesian inverse problems, proving that diffusion posterior sampling (DPS) is stable with respect to measurement noise but can be fragile under likelihood misspecification. To address this, the authors introduce Robust Diffusion Posterior (RDP), a modular generalized Bayesian framework that adaptively down-weights problematic measurements via an IMQ-based per-coordinate weighting, yielding a uniformly bounded posterior influence function. Theoretical results show DPS stability and bound the posterior error under noise, while RDP provides robust guarantees with a quantified bias that vanishes as the robustness parameter grows. Empirically, RDP improves robustness across diverse scientific IPs and natural-image tasks, maintaining performance under well-specified likelihoods and substantially mitigating artifacts under heavy-tailed noise and outliers. The approach is readily compatible with existing gradient-based diffusion samplers, offering a practical path to robust Bayesian inference in high-dimensional inverse problems.

Abstract

Diffusion models have recently emerged as powerful learned priors for Bayesian inverse problems (BIPs). Diffusion-based solvers rely on a presumed likelihood for the observations in BIPs to guide the generation process. However, the link between likelihood and recovery quality for BIPs is unclear in previous works. We bridge this gap by characterizing the posterior approximation error and proving the \emph{stability} of the diffusion-based solvers. Meanwhile, an immediate result of our findings on stability demonstrates the lack of robustness in diffusion-based solvers, which remains unexplored. This can degrade performance when the presumed likelihood mismatches the unknown true data generation processes. To address this issue, we propose a simple yet effective solution, \emph{robust diffusion posterior sampling}, which is provably \emph{robust} and compatible with existing gradient-based posterior samplers. Empirical results on scientific inverse problems and natural image tasks validate the effectiveness and robustness of our method, showing consistent performance improvements under challenging likelihood misspecifications.

On Stability and Robustness of Diffusion Posterior Sampling for Bayesian Inverse Problems

TL;DR

This work analyzes diffusion-prior methods for Bayesian inverse problems, proving that diffusion posterior sampling (DPS) is stable with respect to measurement noise but can be fragile under likelihood misspecification. To address this, the authors introduce Robust Diffusion Posterior (RDP), a modular generalized Bayesian framework that adaptively down-weights problematic measurements via an IMQ-based per-coordinate weighting, yielding a uniformly bounded posterior influence function. Theoretical results show DPS stability and bound the posterior error under noise, while RDP provides robust guarantees with a quantified bias that vanishes as the robustness parameter grows. Empirically, RDP improves robustness across diverse scientific IPs and natural-image tasks, maintaining performance under well-specified likelihoods and substantially mitigating artifacts under heavy-tailed noise and outliers. The approach is readily compatible with existing gradient-based diffusion samplers, offering a practical path to robust Bayesian inference in high-dimensional inverse problems.

Abstract

Diffusion models have recently emerged as powerful learned priors for Bayesian inverse problems (BIPs). Diffusion-based solvers rely on a presumed likelihood for the observations in BIPs to guide the generation process. However, the link between likelihood and recovery quality for BIPs is unclear in previous works. We bridge this gap by characterizing the posterior approximation error and proving the \emph{stability} of the diffusion-based solvers. Meanwhile, an immediate result of our findings on stability demonstrates the lack of robustness in diffusion-based solvers, which remains unexplored. This can degrade performance when the presumed likelihood mismatches the unknown true data generation processes. To address this issue, we propose a simple yet effective solution, \emph{robust diffusion posterior sampling}, which is provably \emph{robust} and compatible with existing gradient-based posterior samplers. Empirical results on scientific inverse problems and natural image tasks validate the effectiveness and robustness of our method, showing consistent performance improvements under challenging likelihood misspecifications.
Paper Structure (37 sections, 13 theorems, 49 equations, 9 figures, 5 tables, 2 algorithms)

This paper contains 37 sections, 13 theorems, 49 equations, 9 figures, 5 tables, 2 algorithms.

Key Result

Theorem 3.4

Consider the posterior $\tilde{p}(\cdot|\boldsymbol{y})$ induced by the DPS solver under Assumptions assumption: measurement model regularity--assumption: score approximation error with a specified Gaussian likelihood $\boldsymbol{y}|\boldsymbol{x} \sim \mathcal{N}(\mathcal{F}(\boldsymbol{x}), \sigm (Total Error) Let $p(\cdot|\boldsymbol{y}_*)$ denote the target posterior governed by the exact sco

Figures (9)

  • Figure 1: Overview. (a) Our proposed method achieves robust recovery under corruption. Visualization of the measurement model and data corruption, showing the sources of measurement corruption in (b) inverse scattering and (c) phase retrieval.
  • Figure 2: Histogram of residuals and outliers compared against Gaussian (black) and robust pdfs (colored) across quantiles $q$.
  • Figure 3: Qualitative results on all outlier-corrupted tasks: (a) Inverse Scattering, (b) Phase Retrieval, (c) Deblurring, and (d) Inpainting. In each panel, the leftmost column shows the ground truth and the measurements. The remaining columns compare the originals (top row) with their robust versions (bottom row); we report reconstruction absolute errors in (a) and reconstructed samples in (b)–(d).
  • Figure 4: Posterior visualizations in Inception-v3 latent space. We compare recovered samples for (a) Inpainting, (b) Deblur, and (c) Phase Retrieval across well-specified, misspecified, and outlier-contaminated settings. Top: Standard DPS ($\bullet$); Bottom: RDP-DPS ($\bullet$). Target is marked by ($\blacktriangle$). The density contours are estimated by kernel density estimation.
  • Figure 5: Overview of the proof of Theorem \ref{['theorem: convergence of DPS']}. The figure shows the decomposition of the integrand in the time integral from Girsanov theorem \ref{['theorem: diffusion_model_KL_bound']} into interpretable error components, and indicates which assumptions, lemmas and intermediate steps are used to bound each term.
  • ...and 4 more figures

Theorems & Definitions (25)

  • Theorem 3.4
  • Theorem 3.5
  • Remark 3.6: Choice of $w$
  • Corollary 3.7
  • Remark 3.8
  • Proposition 3.1: First-order Tweedie Approximation chung2023diffusion
  • Proposition 3.2: Second-order Tweedie Approximation meng2021estimatingboys2024tweedie
  • Remark 3.3
  • Proposition 3.4: Conditional Tweedie's Formula
  • Lemma 4.5
  • ...and 15 more