Noise, Denoise, Correct: MCMC Posterior Sampling with Diffusion Priors in Three Steps
Diffusion waltz is an MCMC method for exact posterior sampling using SDEdit-style noising-denoising proposals corrected by Metropolis–Hastings. It handles non-differentiable models, like Navier–Stokes initial condition recovery, and incorporates observation information via conditional noising to improve mixing and performance compared to standard methods.