Related papers: Estimation of stellar parameters using Monte Carlo…

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…

Markov chain Monte Carlo algorithms are invaluable tools for exploring stationary properties of physical systems, especially in situations where direct sampling is unfeasible. Common implementations of Monte Carlo algorithms employ…

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…

The standard technique for measurement of random uncertainties of star formation histories (SFHs) is the bootstrap Monte Carlo, in which the color-magnitude diagram (CMD) is repeatedly resampled. The variation in SFHs measured from the…

The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation…

We apply the Levenberg-Marquardt minimization algorithm to seismic and classical observables of the Alpha Cen binary system in order to derive the fundamental parameters of Alpha Cen A+B and to analyze the dependence of these parameters on…

It is believed that some numerical technique must be employed for the determination of the system parameters of a visual binary or a star with a planet because the relevant equations are not only highly nonlinear but also transcendental…

The data torrent unleashed by current and upcoming astronomical surveys demands scalable analysis methods. Many machine learning approaches scale well, but separating the instrument measurement from the physical effects of interest, dealing…

We introduce a fast Markov Chain Monte Carlo (MCMC) exploration of the astrophysical parameter space using a modified version of the publicly available code CIGALE (Code Investigating GALaxy emission). The original CIGALE builds a grid of…

Markov Chain Monte Carlo (MCMC) proves to be powerful for Bayesian inference and in particular for exoplanet radial velocity fitting because MCMC provides more statistical information and makes better use of data than common approaches like…

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Absorption line spectroscopy is a powerful way of measuring properties of stars and the interstellar medium. Absorption spectra are often analyzed manually, an approach that limits reproducibility and which cannot practically be applied to…

For real symmetric matrices that are accessible only through matrix vector products, we present Monte Carlo estimators for computing the diagonal elements. Our probabilistic bounds for normwise absolute and relative errors apply to Monte…

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…

The use of heuristics to assess the convergence and compress the output of Markov chain Monte Carlo can be sub-optimal in terms of the empirical approximations that are produced. Typically a number of the initial states are attributed to…

This manuscript establishes a pathway to reconstruct material parameters from measurements within the Landau-de Gennes model for nematic liquid crystals. We present a Bayesian approach to this inverse problem and analyse its properties…

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…