Accelerated Bayesian Imaging by Relaxed Proximal-Point Langevin Sampling

Teresa Klatzer, Paul Dobson, Yoann Altmann, Marcelo Pereyra, Jesús María Sanz-Serna, Konstantinos C. Zygalakis

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This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed proximal-point iteration that admits two complementary interpretations. For models that are smooth or regularized by Moreau–Yosida smoothing, the algorithm is equivalent to an implicit midpoint discretization of an overdamped Langevin diffusion targeting the posterior distribution of interest. This discretization is asymptotically unbiased for Gaussian targets and shown to converge in an accelerated manner for any target that is 𝜅-strongly log-concave (i.e., requiring in the order of √𝜅 iterations to converge, similar to accelerated optimization schemes), comparing favorably to Pereyra, Vargas Mieles, and Zygalakis [SIAM J. Imaging Sci., 13 (2020), pp. 905–935], which is only provably accelerated for Gaussian targets and has bias. For models that are not smooth, the algorithm is equivalent to a Leimkuhler–Matthews discretization of a Langevin diffusion targeting a Moreau–Yosida approximation of the posterior distribution of interest and hence achieves a significantly lower bias than conventional unadjusted Langevin strategies based on the Euler–Maruyama discretization. For targets that are 𝜅-strongly log-concave, the provided nonasymptotic convergence analysis also identifies the optimal time step, which maximizes the convergence speed. The proposed methodology is demonstrated through a range of experiments related to image deconvolution with Gaussian and Poisson noise with assumption-driven and data-driven convex priors. Source codes for the numerical experiments of this paper are available from
Original languageEnglish
Pages (from-to)1078-1117
Number of pages40
JournalSIAM Journal on Imaging Sciences
Issue number2
Early online date3 Jun 2024
Publication statusPublished - Jun 2024


  • stat.CO
  • cs.CV
  • cs.NA
  • math.NA
  • stat.ML
  • 65C40, 68U10, 62F15, 65C60, 65J22, 68W25


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