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We present the public release of the Bayesian sampling algorithm for cosmology, CosmoPMC (Cosmology Population Monte Carlo). CosmoPMC explores the parameter space of various cosmological probes, and also provides a robust estimate of the…

This paper introduces the Bayesian Inference Engine (BIE), a general parallel, optimised software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the…

Time domain astronomy has emerged as a vibrant research field in recent years, focusing on celestial objects that exhibit variable magnitudes or positions. Given the urgency of conducting follow-up observations for such objects, the…

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…

We formally map the problem of sampling from an unknown distribution with a density in $\mathbb{R}^d$ to the problem of learning and sampling a smoother density in $\mathbb{R}^{Md}$ obtained by convolution with a fixed factorial kernel: the…

This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random…

Bayesian Neural Networks (BNNs) provide a promising framework for modeling predictive uncertainty and enhancing out-of-distribution robustness (OOD) by estimating the posterior distribution of network parameters. Stochastic Gradient Markov…

We revisit the Pseudo-Bayesian approach to the problem of estimating density matrix in quantum state tomography in this paper. Pseudo-Bayesian inference has been shown to offer a powerful paradign for quantum tomography with attractive…

The multinomial probit model is often used to analyze choice behaviour. However, estimation with existing Markov chain Monte Carlo (MCMC) methods is computationally costly, which limits its applicability to large choice data sets. This…

Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…

We present results exploring the role that probabilistic deep learning models can play in cosmology from large-scale astronomical surveys through photometric redshift (photo-z) estimation. Photo-z uncertainty estimates are critical for the…

In this paper, we develop a Bayesian multiscale approach based on a multiscale finite element method. Because of scale disparity in many multiscale applications, computational models can not resolve all scales. Various subgrid models are…

Bayesian neural network posterior distributions have a great number of modes that correspond to the same network function. The abundance of such modes can make it difficult for approximate inference methods to do their job. Recent work has…

Deep ensembles (DE) have been successful in improving model performance by learning diverse members via the stochasticity of random initialization. While recent works have attempted to promote further diversity in DE via hyperparameters or…

In using the Bayesian network (BN) to construct the complex multistate system's reliability model as described in Part I, the memory storage requirements of the node probability table (NPT) will exceed the random access memory (RAM) of the…

Multiple kernel learning algorithms are proposed to combine kernels in order to obtain a better similarity measure or to integrate feature representations coming from different data sources. Most of the previous research on such methods is…

As deep neural networks (DNNs) are applied to increasingly challenging problems, they will need to be able to represent their own uncertainty. Modeling uncertainty is one of the key features of Bayesian methods. Using Bernoulli dropout with…

We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…

Deep neural networks (DNNs) have achieved state-of-the-art performances in many important domains, including medical diagnosis, security, and autonomous driving. In these domains where safety is highly critical, an erroneous decision can…