Deep Generative Models for Bayesian Inference on High-Rate Sensor Data: Applications in Automotive Radar and Medical Imaging

Deep generative models have been studied and developed primarily in the context of natural images and computer vision. This has spurred the development of (Bayesian) methods that use these generative models for inverse problems in image restoration, such as denoising, inpainting, and super-resolution. In recent years, generative modeling for Bayesian inference on sensory data has also gained traction. Nevertheless, the direct application of generative modeling techniques initially designed for natural images on raw sensory data is not straightforward, requiring solutions that deal with high dynamic range signals acquired from multiple sensors or arrays of sensors that interfere with each other, and that typically acquire data at a very high rate. Moreover, the exact physical data-generating process is often complex or unknown. As a consequence, approximate models are used, resulting in discrepancies between model predictions and the observations that are non-Gaussian, in turn complicating the Bayesian inverse problem. Finally, sensor data is often used in real-time processing or decision-making systems, imposing stringent requirements on, e.g., latency and throughput. In this paper, we will discuss some of these challenges and offer approaches to address them, all in the context of high-rate real-time sensing applications in automotive radar and medical imaging.

Deep Variational Sequential Monte Carlo for High-Dimensional Observations

Sequential Monte Carlo (SMC), or particle filtering, is widely used in nonlinear state-space systems, but its performance often suffers from poorly approximated proposal and state-transition distributions. This work introduces a differentiable particle filter that leverages the unsupervised variational SMC objective to parameterize the proposal and transition distributions with a neural network, designed to learn from high-dimensional observations. Experimental results demonstrate that our approach outperforms established baselines in tracking the challenging Lorenz attractor from high-dimensional and partial observations. Furthermore, an evidence lower bound based evaluation indicates that our method offers a more accurate representation of the posterior distribution.

Active Diffusion Subsampling

Subsampling is commonly used to mitigate costs associated with data acquisition, such as time or energy requirements, motivating the development of algorithms for estimating the fully-sampled signal of interest $x$ from partially observed measurements $y$. In maximum-entropy sampling, one selects measurement locations that are expected to have the highest entropy, so as to minimize uncertainty about $x$. This approach relies on an accurate model of the posterior distribution over future measurements, given the measurements observed so far. Recently, diffusion models have been shown to produce high-quality posterior samples of high-dimensional signals using guided diffusion. In this work, we propose Active Diffusion Subsampling (ADS), a method for performing active subsampling using guided diffusion in which the model tracks a distribution of beliefs over the true state of $x$ throughout the reverse diffusion process, progressively decreasing its uncertainty by choosing to acquire measurements with maximum expected entropy, and ultimately generating the posterior distribution $p(x | y)$. ADS can be applied using pre-trained diffusion models for any subsampling rate, and does not require task-specific retraining - just the specification of a measurement model. Furthermore, the maximum entropy sampling policy employed by ADS is interpretable, enhancing transparency relative to existing methods using black-box policies. Experimentally, we show that ADS outperforms fixed sampling strategies, and study an application of ADS in Magnetic Resonance Imaging acceleration using the fastMRI dataset, finding that ADS performs competitively with supervised methods. Code available at https://active-diffusion-subsampling.github.io/.