cs.LGMay 7, 2026

Christoffel-DPS: Optimal sensor placement in diffusion posterior sampling for arbitrary distributions

Authors: James Rowbottom, Nick Huang, Carola-Bibiane Schönlieb, Ben Adcock

Abstract

State estimation is a critical task in scientific, engineering and control applications. Since the reliability of reconstructions depends on the number and position of sensors, optimal sensor placement (OSP) is essential in scenarios where measurements are sparse and expensive. Classical OSP approaches rely on Gaussian assumptions and are consequently unable to account for the complex distributions encountered in many real-world systems. Generative-model-based reconstruction using sensor guided diffusion posterior sampling (DPS) has emerged as a promising technique for reconstructing states from highly complex distributions. However, existing sensor-selection methods either require unrealistically many sensors or emulate classical OSP, creating a mismatch between modern recovery models with classical OSP tools motivating the need for fundamentally new ideas towards OSP that match the recent advances made in powerful recovery models. We introduce a distribution-free sensor placement framework based on the Christoffel function: a mathematical formulation of optimal sampling and recovery guarantees for posterior sampling with arbitrary sensors and signal distributions, from which we derive a new OSP strategy with non-asymptotic bounds on the number of sensors needed for recovery. We develop Christoffel-DPS, with offline and online variants, instantiating Christoffel sampling for generative models. Christoffel-DPS outperforms Gaussian OSP baselines and existing generative-model placement methods, validating that distribution-free sensing is both theoretically principled and practically superior. The framework is model-agnostic; we demonstrate its application to a range of unconditional DPS and flow-matching models on structurally non-Gaussian benchmarks, showing the efficacy of Christoffel-DPS in low sensor budget regimes.

Explore similar work

CardsList
May 30, 2025physics.flu-dyn

Diff-SPORT: Diffusion-based Sensor Placement Optimization and Reconstruction of Turbulent flows in urban environments

Rapid urbanization demands efficient monitoring of turbulent wind and pollutant dispersion, yet existing reconstruction and sensor placement strategies fail under realistic sparsity constraints. Here, we introduce Diff--SPORT, a diffusion-based framework that combines a generative diffusion prior with maximum a posteriori inference and Shapley-value attribution for high-fidelity flow reconstruction and optimal sensor placement. By training a diffusion prior model once over a domain, Diff--SPORT enables non-linear optimal sensor placement and near-real-time flow reconstruction from sparse measurements orders of magnitude faster than RANS or LES simulations, consistently outperforming state-of-the-art methods. The framework also extends, without algorithmic modification, to experimental passive scalar concentration dataset, a direct proxy for pollutant dispersion, measured in a 1:2400 scale water-flume model of the Beijing Haidian neighbourhood under realistic urban flow conditions. Shapley-guided sensor placement achieves up to 57% lower reconstruction error than randomly placed sensors at extreme sparsity, identifying compact and physically interpretable configurations. These results establish Diff--SPORT as a modular foundation offering a zero-shot alternative to retraining-intensive downstream strategies, supporting scalable urban flow monitoring for air quality management and resilient city design.
Abhijeet Vishwasrao, Sai Bharath Chandra Gutha, Andres Cremades +8
Sparse Observations
AskPDF
May 10, 2026cs.LG

Discrete Langevin-Inspired Posterior Sampling

We study posterior sampling for inverse problems in discrete state spaces using discrete diffusion models as generative priors. While continuous diffusion models have become widely used for inverse problems, their discrete counterparts remain comparatively underexplored. Existing discrete posterior samplers often rely on continuous relaxations of discrete variables, Gibbs-style updates, or mechanisms specialized to particular corruption processes, which can limit scalability or generality. We propose ΔΔLPS, a Discrete Langevin-Inspired Posterior Sampler that uses gradient information to identify promising discrete moves without leaving the discrete state space. The resulting approach enables efficient parallel updates across all token dimensions and is agnostic to the training paradigm of the discrete diffusion prior, including masked and uniform-state diffusion. We evaluate our method on image restoration tasks across MNIST, CIFAR, and FFHQ, as well as spatial mapping, covering linear, nonlinear, and blind inverse problems. Across these settings, we improve over recent discrete diffusion posterior samplers and are competitive with strong continuous diffusion-based inverse solvers. Our results suggest that fully discrete, gradient-informed posterior samplers offer a scalable and general path toward solving inverse problems over discrete representations.
Chaitanya Amballa, Sattwik Basu, Jorge Vančo Sampedro +1
Posterior SamplingIll-Posed Inverse ProblemGenerative Priors
AskPDF
May 22, 2026cs.LG

Onsager-Machlup Posterior Transport for Deep Gaussian Processes

Approximate inference over inducing variables is the central computational bottleneck of Deep Gaussian Processes (DGPs). Existing methods either fit an explicit density qφ(\bU)q_φ(\bU) by an ELBO (DSVI, IPVI, DDVI, DBVI) or sample by MCMC (SGHMC). We instead frame DGP inference as \emph{posterior transport}: learn a deterministic sampler that maps a tractable reference measure to posterior-relevant inducing variables, regularised by a path prior derived from the Doob-bridged reference diffusion. Our realisation, \textbf{OM-Path} (formally FBVI-bridge-Path), uses Song's probability-flow ODE applied to DBVI's Doob-bridged forward SDE; the reference drift is closed-form from the bridge marginal coefficients (no score matching) and the path regulariser is the \textbf{Onsager--Machlup action}. At the finite-εε value used at training, the objective is the negative log unnormalised density of a tempered Doob-bridge path posterior, and Theorem 1 identifies it with the same posterior's small-noise MAP path via the Freidlin--Wentzell LDP. Two strict path-space ELBO variants on the same bridge backbone (FFJORD log-det; OM-regularised CNF) are derived as ablations. Under a matched-seed paired Wilcoxon test against DBVI on seven UCI regression benchmarks, OM-Path delivers statistically significant wins on the two largest datasets (\textit{power}: p ⁣= ⁣0.014p\!=\!0.014, NLL 0.012\mathbf{0.012} matching the DSVI baseline of 0.0170.017; \textit{protein}: p ⁣= ⁣0.002p\!=\!0.002, RMSE 0.716\mathbf{0.716} vs.\ 0.7640.764, NLL 1.086\mathbf{1.086} vs.\ 1.1491.149), statistical ties on \textit{yacht} / \textit{qsar}, and concedes \textit{boston} / \textit{energy} / \textit{concrete} to DBVI on small-NN noisy data. The strict-ELBO variants do not clear DBVI on any UCI metric: in this regime, reducing the variance of the path objective dominates exact-density tracking.
Jian Xu, Delu Zeng, John Paisley +1
Gaussian ProcessPosteriorOptimal TransportSurrogate Gradient
AskPDF