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Kinetic Langevin Meets Split Gibbs: Accelerated Posterior Sampling for Imaging Inverse Problems with Diffusion Priors

Dai Hai Nguyen Duc Dung Nguyen
Oct 2026
Machine Learning Data Science

Abstract

Split Gibbs sampling (SGS) is a popular framework for posterior sampling in Bayesian imaging inverse problems. It decouples a Gaussian data-fidelity term from a complex prior through an auxiliary variable, so the data variable is updated exactly and only the prior-side conditional is hard to sample. Existing samplers treat this conditional in one of two ways. Plug-and-play SGS runs a multi-step diffusion denoiser at every iteration, which is expensive and lacks non-asymptotic guarantees. Langevin-within-SGS takes cheap overdamped Langevin steps but needs many iterations. We propose RED-KLwSGS, which keeps the exact Gaussian update for the data variable and updates the auxiliary variable with underdamped (kinetic) Langevin diffusions driven by a one-shot denoising score, at the same per-iteration cost as Langevin-within-SGS. We prove non-asymptotic Wasserstein-2 convergence in continuous and discrete time for strongly log-concave priors. We also introduce Joint-RED-KLwSGS, which applies kinetic Langevin diffusions to both variables. Experiments with Denoising diffusion probabilistic models as diffusion priors on FFHQ and ImageNet datasets show faster convergence and high-quality image reconstruction.

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