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Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

Bayesian statistics is based on the subjective definition of probability as {\it ``degree of belief''} and on Bayes' theorem, the basic tool for assigning probabilities to hypotheses combining {\it a priori} judgements and experimental…

High Energy Physics - Phenomenology · Physics 2016-09-01 G. D'Agostini

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

A composite likelihood is a non-genuine likelihood function that allows to make inference on limited aspects of a model, such as marginal or conditional distributions. Composite likelihoods are not proper likelihoods and need therefore…

Methodology · Statistics 2021-04-06 Michele Lambardi di San Miniato , Nicola Sartori

Busch's theorem deriving the standard quantum probability rule can be regarded as a more general form of Gleason's theorem. Here we show that a further generalisation is possible by reducing the number of quantum postulates used by Busch.…

Quantum Physics · Physics 2014-04-17 Stephen M. Barnett , James D. Cresser , John Jeffers , David T. Pegg

We study the rates of convergence of the posterior distribution for Bayesian density estimation with Dirichlet mixtures of normal distributions as the prior. The true density is assumed to be twice continuously differentiable. The bandwidth…

Statistics Theory · Mathematics 2009-09-29 Subhashis Ghosal , Aad van der Vaart

We generalize, improve and unify theorems of Rumin, and Maassen--Uffink about classical entropies associated to quantum density matrices. These theorems refer to the classical entropies of the diagonals of a density matrix in two different…

Mathematical Physics · Physics 2015-05-30 Rupert L. Frank , Elliott H. Lieb

Bayesian probability theory is used as a framework to develop a formalism for the scientific method based on principles of inductive reasoning. The formalism allows for precise definitions of the key concepts in theories of physics and also…

Data Analysis, Statistics and Probability · Physics 2011-09-12 Roberto C. Alamino

Generalized quantum measurements with N distinct outcomes are used for determining the density matrix, of order d, of an ensemble of quantum systems. The resulting probabilities are represented by a point in an N-dimensional space. It is…

Quantum Physics · Physics 2009-10-31 Asher Peres , Daniel Terno

In Bayesian classification, it is important to establish a probabilistic model for each class for likelihood estimation. Most of the previous methods modeled the probability distribution in the whole sample space. However, real-world…

Machine Learning · Computer Science 2018-12-14 Chengsheng Mao , Lijuan Lu , Bin Hu

Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…

Statistics Theory · Mathematics 2012-07-24 Yunwen Yang , Xuming He

We present a universal technique for quantum state estimation based on the maximum-likelihood method. This approach provides a positive definite estimate for the density matrix from a sequence of measurements performed on identically…

Quantum Physics · Physics 2009-10-31 K. Banaszek , G. M. D'Ariano , M. G. A. Paris , M. F. Sacchi

In the paper is discussed complete probabilistic description of quantum systems with application to multiqubit quantum computations. In simplest case it is a set of probabilities of transitions to some fixed set of states. The probabilities…

Quantum Physics · Physics 2007-05-23 Alexander Yu. Vlasov

A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Alejandro Gallego , Santiago Toledo-Cortés , Vladimir Vargas-Calderón

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

Uncertainty quantification requires efficient summarization of high- or even infinite-dimensional (i.e., non-parametric) distributions based on, e.g., suitable point estimates (modes) for posterior distributions arising from model-specific…

Statistics Theory · Mathematics 2024-04-10 Christian Clason , Tapio Helin , Remo Kretschmann , Petteri Piiroinen

The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive…

Data Analysis, Statistics and Probability · Physics 2015-09-16 Justin B. Kinney

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

In statistical learning theory, a generalization bound usually involves a complexity measure imposed by the considered theoretical framework. This limits the scope of such bounds, as other forms of capacity measures or regularizations are…

Machine Learning · Statistics 2024-02-22 Paul Viallard , Rémi Emonet , Amaury Habrard , Emilie Morvant , Valentina Zantedeschi