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These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental…

Probability · Mathematics 2015-07-03 Masoumeh Dashti , Andrew M. Stuart

Bayesian inference provides a rigorous framework to encapsulate our knowledge and uncertainty regarding various physical quantities in a well-defined and self-contained manner. Utilising modern tools, such Bayesian models can be constructed…

High Energy Physics - Lattice · Physics 2024-01-02 Julien Frison

Reconstructing astrophysical and cosmological fields from observations is challenging. It requires accounting for non-linear transformations, mixing of spatial structure, and noise. In contrast, forward simulators that map fields to…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-01 Florian List , Noemi Anau Montel , Christoph Weniger

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

We present a comparative analysis of estimators and Bayesian methods for determining the number count dipole from cosmological surveys. The increase in discordance between the number count dipole and the CMB's kinematic dipole has presented…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-30 Vasudev Mittal , Oliver T. Oayda , Geraint F. Lewis

This paper is an invited commentary on Tamas Budavari's presentation, "On statistical cross-identification in astronomy," for the Statistical Challenges in Modern Astronomy V conference held at Pennsylvania State University in June 2011. I…

Instrumentation and Methods for Astrophysics · Physics 2012-06-20 Thomas J. Loredo

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response…

Machine Learning · Statistics 2016-03-23 Elaine Angelino , Matthew James Johnson , Ryan P. Adams

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

Methodology · Statistics 2020-07-10 Michael A. Chappell , Mark W. Woolrich

Predictive dynamical models for marine ecosystems are used for a variety of needs. Due to sparse measurements and limited understanding of the myriad of ocean processes, there is however significant uncertainty. There is model uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2023-06-06 Abhinav Gupta , Pierre F. J. Lermusiaux

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the…

Statistics Theory · Mathematics 2013-02-21 Andrew Gelman , Cosma Rohilla Shalizi

Building on a strong foundation of philosophy, theory, methods and computation over the past three decades, Bayesian approaches are now an integral part of the toolkit for most statisticians and data scientists. Whether they are dedicated…

This is a summary of the `Astronomy Perspective' of the 4th meeting on 'Statistical Challenges in Modern Astronomy' held at Penn State University in June 2006. We comment on trends in the Astronomy community towards Bayesian methods and…

Astrophysics · Physics 2007-05-23 Ofer Lahav

We discuss the use of the Bayesian evidence ratio, or Bayes factor, for model selection in astronomy. We treat the evidence ratio as a statistic and investigate its distribution over an ensemble of experiments, considering both simple…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 C. R. Jenkins , J. A. Peacock

Modern statistical software and machine learning libraries are enabling semi-automated statistical inference. Within this context, it appears easier and easier to try and fit many models to the data at hand, reversing thereby the Fisherian…

Methodology · Statistics 2020-09-28 Pierre-Alexandre Mattei

The 21st century has seen an enormous growth in the development and use of approximate Bayesian methods. Such methods produce computational solutions to certain intractable statistical problems that challenge exact methods like Markov chain…

Methodology · Statistics 2023-03-28 Gael M. Martin , David T. Frazier , Christian P. Robert

Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…

Artificial Intelligence · Computer Science 2010-11-08 Jianguo Ding

We use Bayesian model selection techniques to test extensions of the standard flat LambdaCDM paradigm. Dark-energy and curvature scenarios, and primordial perturbation models are considered. To that end, we calculate the Bayesian evidence…

The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a…

Methodology · Statistics 2018-04-18 Subhadeep , Mukhopadhyay , Douglas Fletcher

Rich data generating mechanisms are ubiquitous in this age of information and require complex statistical models to draw meaningful inference. While Bayesian analysis has seen enormous development in the last 30 years, benefitting from the…

Computation · Statistics 2022-10-20 Radu V. Craiu , Evgeny Levi

Spatial documentation is exponentially increasing given the availability of Big IoT Data, enabled by the devices miniaturization and data storage capacity. Bayesian spatial statistics is a useful statistical tool to determine the dependence…

Methodology · Statistics 2020-10-01 Francisco Louzada , Diego C. Nascimento , Osafu Augustine Egbon