# Preconditioned Langevin Dynamics with Score-Based Generative Models for Infinite-Dimensional Linear Bayesian Inverse Problems

arXiv: https://arxiv.org/abs/2505.18276 · HTML: https://mlsanity.com/paper/2505.18276/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 29 of its 52 references that are in the map.
- First posted on arXiv 23 May 2025.

## Placed in

- Diffusion models / [Diffusion foundations and sampling](https://mlsanity.com/diffusion/diffusion-foundations-and-sampling/)

## Builds on (most cited first, 29 of 29)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Improved Techniques for Training Score-Based Generative Models](https://mlsanity.com/paper/2006.09011/) (2020)
- [Robust Compressed Sensing MRI with Deep Generative Priors](https://mlsanity.com/paper/2108.01368/) (2021)
- [A Kernelized Stein Discrepancy for Goodness-of-fit Tests and Model Evaluation](https://mlsanity.com/paper/1602.03253/) (2016)
- [Theoretical guarantees for approximate sampling from smooth and log-concave densities](https://mlsanity.com/paper/1412.7392/) (2014)
- [Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm](https://mlsanity.com/paper/1507.05021/) (2015)
- [Conditional Image Generation with Score-Based Diffusion Models](https://mlsanity.com/paper/2111.13606/) (2021)
- [SNIPS: Solving Noisy Inverse Problems Stochastically](https://mlsanity.com/paper/2105.14951/) (2021)
- [High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm](https://mlsanity.com/paper/1605.01559/) (2016)
- [Score-Based Diffusion Models as Principled Priors for Inverse Imaging](https://mlsanity.com/paper/2304.11751/) (2023)
- [Score-based Diffusion Models in Function Space](https://mlsanity.com/paper/2302.07400/) (2023)
- [Provably Robust Score-Based Diffusion Posterior Sampling for Plug-and-Play Image Reconstruction](https://mlsanity.com/paper/2403.17042/) (2024)
- [Provable Probabilistic Imaging using Score-Based Generative Priors](https://mlsanity.com/paper/2310.10835/) (2023)
- [Diffusion Generative Models in Infinite Dimensions](https://mlsanity.com/paper/2212.00886/) (2022)
- [Infinite-Dimensional Diffusion Models](https://mlsanity.com/paper/2302.10130/) (2023)
- [Continuous-Time Functional Diffusion Processes](https://mlsanity.com/paper/2303.00800/) (2023)
- [Conditional score-based diffusion models for Bayesian inference in infinite dimensions](https://mlsanity.com/paper/2305.19147/) (2023)
- [Dimension-independent likelihood-informed MCMC](https://mlsanity.com/paper/1411.3688/) (2014)
- [Multilevel Diffusion: Infinite Dimensional Score-Based Diffusion Models for Image Generation](https://mlsanity.com/paper/2303.04772/) (2023)
- [Conditional Optimal Transport on Function Spaces](https://mlsanity.com/paper/2311.05672/) (2023)
- [∞-Diff: Infinite Resolution Diffusion with Subsampled Mollified States](https://mlsanity.com/paper/2303.18242/) (2023)
- [Accelerating Score-based Generative Models with Preconditioned Diffusion Sampling](https://mlsanity.com/paper/2207.02196/) (2022)
- [Taming Score-Based Diffusion Priors for Infinite-Dimensional Nonlinear Inverse Problems](https://mlsanity.com/paper/2405.15676/) (2024)
- [Preconditioned Score-based Generative Models](https://mlsanity.com/paper/2302.06504/) (2023)
- [Localization for MCMC: sampling high-dimensional posterior distributions with local structure](https://mlsanity.com/paper/1710.07747/) (2017)
- [Multilevel Dimension-Independent Likelihood-Informed MCMC for Large-Scale Inverse Problems](https://mlsanity.com/paper/1910.12431/) (2019)

## Built on by (most cited first, 5 of 5)

- [Dimension-Free Multimodal Sampling via Preconditioned Annealed Langevin Dynamics](https://mlsanity.com/paper/2602.01449/) (2026)
- [LatentFlow: A General Framework for Conditioning Stochastic Processes](https://mlsanity.com/paper/2607.12922/) (2026)
- [Annealed Langevin Posterior Sampling (ALPS): A Rapid Algorithm for Image Restoration with Multiscale Energy Models](https://mlsanity.com/paper/2601.02594/) (2026)
- [Christoffel-DPS: Optimal sensor placement in diffusion posterior sampling for arbitrary distributions](https://mlsanity.com/paper/2605.06861/) (2026)
- [Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures](https://mlsanity.com/paper/2605.16473/) (2026)

## Abstract (arXiv)

Designing algorithms for solving high-dimensional Bayesian inverse problems directly in infinite-dimensional function spaces - where such problems are naturally formulated - is crucial to ensure stability and convergence as the discretization of the underlying problem is refined. In this paper, we contribute to this line of work by analyzing a widely used sampler for linear inverse problems: Langevin dynamics driven by score-based generative models (SGMs) acting as priors, formulated directly in function space. Building on the theoretical framework for SGMs in Hilbert spaces, we give a rigorous definition of this sampler in the infinite-dimensional setting and derive, for the first time, error estimates that explicitly depend on the approximation error of the score. As a consequence, we obtain sufficient conditions for global convergence in Kullback-Leibler divergence on the underlying function space. Preventing numerical instabilities requires preconditioning of the Langevin algorithm and we prove the existence and the form of an optimal preconditioner. The preconditioner depends on both the score error and the forward operator and guarantees a uniform convergence rate across all posterior modes. Our analysis applies to both Gaussian and a general class of non-Gaussian priors. Finally, we present examples that illustrate and validate our theoretical findings.