# Deep unfolding of MCMC kernels: scalable, modular & explainable GANs for high-dimensional posterior sampling

arXiv: https://arxiv.org/abs/2602.20758 · HTML: https://mlsanity.com/paper/2602.20758/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 51 of its 70 references that are in the map.
- First posted on arXiv 24 Feb 2026.

## Builds on (most cited first, 30 of 51)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [U-Net: Convolutional Networks for Biomedical Image Segmentation](https://mlsanity.com/paper/1505.04597/) (2015)
- [The Unreasonable Effectiveness of Deep Features as a Perceptual Metric](https://mlsanity.com/paper/1801.03924/) (2018)
- [Denoising Diffusion Implicit Models](https://mlsanity.com/paper/2010.02502/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Adding Conditional Control to Text-to-Image Diffusion Models](https://mlsanity.com/paper/2302.05543/) (2023)
- [Image-to-Image Translation with Conditional Adversarial Networks](https://mlsanity.com/paper/1611.07004/) (2016)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Improved Training of Wasserstein GANs](https://mlsanity.com/paper/1704.00028/) (2017)
- [Consistency Models](https://mlsanity.com/paper/2303.01469/) (2023)
- [Diffusion Posterior Sampling for General Noisy Inverse Problems](https://mlsanity.com/paper/2209.14687/) (2022)
- [Beyond a Gaussian Denoiser: Residual Learning of Deep CNN for Image Denoising](https://mlsanity.com/paper/1608.03981/) (2016)
- [Plug-and-Play Image Restoration with Deep Denoiser Prior](https://mlsanity.com/paper/2008.13751/) (2020)
- [Algorithm Unrolling: Interpretable, Efficient Deep Learning for Signal and Image Processing](https://mlsanity.com/paper/1912.10557/) (2019)
- [Denoising Diffusion Models for Plug-and-Play Image Restoration](https://mlsanity.com/paper/2305.08995/) (2023)
- [Rethinking FID: Towards a Better Evaluation Metric for Image Generation](https://mlsanity.com/paper/2401.09603/) (2023)
- [Deep Learning Techniques for Inverse Problems in Imaging](https://mlsanity.com/paper/2005.06001/) (2020)
- [I2SB: Image-to-Image Schr"odinger Bridge](https://mlsanity.com/paper/2302.05872/) (2023)
- [Learning to Optimize: A Primer and A Benchmark](https://mlsanity.com/paper/2103.12828/) (2021)
- [Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm](https://mlsanity.com/paper/1507.05021/) (2015)
- [Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem](https://mlsanity.com/paper/1802.08089/) (2018)
- [Gradient Step Denoiser for convergent Plug-and-Play](https://mlsanity.com/paper/2110.03220/) (2021)
- [Bayesian imaging using Plug & Play priors: when Langevin meets Tweedie](https://mlsanity.com/paper/2103.04715/) (2021)
- [Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau](https://mlsanity.com/paper/1612.07471/) (2016)
- [Proximal Denoiser for Convergent Plug-and-Play Optimization with Nonconvex Regularization](https://mlsanity.com/paper/2201.13256/) (2022)
- [Learning to Deblur](https://mlsanity.com/paper/1406.7444/) (2014)
- [Deep Bayesian Inversion](https://mlsanity.com/paper/1811.05910/) (2018)
- [Split-and-augmented Gibbs sampler - Application to large-scale inference problems](https://mlsanity.com/paper/1804.05809/) (2018)
- [Proximal Markov chain Monte Carlo algorithms](https://mlsanity.com/paper/1306.0187/) (2013)
- [Learned reconstruction methods with convergence guarantees](https://mlsanity.com/paper/2206.05431/) (2022)

## Abstract (arXiv)

Markov chain Monte Carlo (MCMC) methods are fundamental to Bayesian computation, but can be computationally intensive, especially in high-dimensional settings. Push-forward generative models, such as generative adversarial networks (GANs), variational auto-encoders and normalising flows offer a computationally efficient alternative for posterior sampling. However, push-forward models are opaque as they lack the modularity of Bayes Theorem, leading to poor generalisation with respect to changes in the likelihood function. In this work, we introduce a novel approach to GAN architecture design by applying deep unfolding to Langevin MCMC algorithms. This paradigm maps fixed-step iterative algorithms onto modular neural networks, yielding architectures that are both flexible and amenable to interpretation. Crucially, our design allows key model parameters to be specified at inference time, offering robustness to changes in the likelihood parameters. We train these unfolded samplers end-to-end using a supervised regularized Wasserstein GAN framework for posterior sampling. Through extensive Bayesian imaging experiments, we demonstrate that our proposed approach achieves high sampling accuracy and excellent computational efficiency, while retaining the physics consistency, adaptability and interpretability of classical MCMC strategies.
