A Distributed Block-Split Gibbs Sampler with Hypergraph Structure for High-Dimensional Inverse Problems

Pierre-Antoine Thouvenin*, Audrey Repetti, Pierre Chainais

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify the uncertainty on the estimators. Although these methods hardly scale to high dimensional problems, they have recently been paired with optimization techniques, such as proximal and splitting approaches, to address this issue. Such approaches pave the way to distributed samplers, splitting computations to make inference more scalable and faster. We introduce a distributed Split Gibbs sampler (SGS) to efficiently solve such problems involving distributions with multiple smooth and non-smooth functions composed with linear operators. The proposed approach leverages a recent approximate augmentation technique reminiscent of primal-dual optimization methods. It is further combined with a block-coordinate approach to split the primal and dual variables into blocks, leading to a distributed block-coordinate SGS. The resulting algorithm exploits the hypergraph structure of the involved linear operators to efficiently distribute the variables over multiple workers under controlled communication costs. It accommodates several distributed architectures, such as the Single Program Multiple Data and client-server architectures. Experiments on a large image deblurring problem show the performance of the proposed approach to produce high quality estimates with credibility intervals in a small amount of time. Supplementary material to reproduce the experiments is available online.

Original languageEnglish
JournalJournal of Computational and Graphical Statistics
Early online date15 Nov 2023
DOIs
Publication statusE-pub ahead of print - 15 Nov 2023

Keywords

  • Bayesian inference
  • Block-coordinate algorithm
  • Distributed architecture
  • High dimensional imaging inverse problems
  • MCMC algorithm

ASJC Scopus subject areas

  • Statistics and Probability
  • Discrete Mathematics and Combinatorics
  • Statistics, Probability and Uncertainty

Fingerprint

Dive into the research topics of 'A Distributed Block-Split Gibbs Sampler with Hypergraph Structure for High-Dimensional Inverse Problems'. Together they form a unique fingerprint.

Cite this