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Perceptual metrics are traditionally used to evaluate the quality of natural signals, such as images and audio. They are designed to mimic the perceptual behaviour of human observers and usually reflect structures found in natural signals.…

Sound · Computer Science 2023-12-07 Tashi Namgyal , Alexander Hepburn , Raul Santos-Rodriguez , Valero Laparra , Jesus Malo

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory…

Methodology · Statistics 2013-02-06 Brunero Liseo , Antonio Parisi

We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…

Instrumentation and Methods for Astrophysics · Physics 2022-08-24 Minas Karamanis , Florian Beutler , John A. Peacock , David Nabergoj , Uros Seljak

Theories of new physics often involve a large number of unknown parameters which need to be scanned. Additionally, a putative signal in a particular channel may be due to a variety of distinct models of new physics. This makes experimental…

High Energy Physics - Phenomenology · Physics 2015-06-19 James S. Gainer , Joseph Lykken , Konstantin T. Matchev , Stephen Mrenna , Myeonghun Park

We study a diagnostic strategy which is based on the anticipation of the diagnostic process by simulation of the dynamical process starting from the initial findings. We show that such a strategy could result in more accurate diagnoses…

Biological Physics · Physics 2018-04-04 Alireza Mashaghi , Abolfazl Ramezanpour

Physics-based and first-principles models pervade the engineering and physical sciences, allowing for the ability to model the dynamics of complex systems with a prescribed accuracy. The approximations used in deriving governing equations…

Machine Learning · Statistics 2023-11-03 Megan R. Ebers , Katherine M. Steele , J. Nathan Kutz

We propose two new Bayesian smoothing methods for general state-space models with unknown parameters. The first approach is based on the particle learning and smoothing algorithm, but with an adjustment in the backward resampling weights.…

Computation · Statistics 2016-04-20 Biao Yang , Jonathan R. Stroud , Gabriel Huerta

We study some notions of negative dependence of a sampling scheme that can be used to derive variance bounds for the corresponding estimator or discrepancy bounds for the underlying random point set that are at least as good as the…

Numerical Analysis · Mathematics 2021-02-10 Michael Gnewuch , Marcin Wnuk , Nils Hebbinghaus

A class of Monte Carlo algorithms which incorporate absorbing Markov chains is presented. In a particular limit, the lowest-order of these algorithms reduces to the $n$-fold way algorithm. These algorithms are applied to study the escape…

Condensed Matter · Physics 2009-10-22 M. A. Novotny

Spectroscopic measurements can show distorted spectral shapes arising from a mixture of absorbing and scattering contributions. These distortions (or baselines) often manifest themselves as non-constant offsets or low-frequency…

Machine Learning · Statistics 2024-02-27 Erik Andries , Ramin Nikzad-Langerodi

Cosmological parameter estimation from forthcoming experiments promise to reach much greater precision than current constraints. As statistical errors shrink, the required control over systematic errors increases. Therefore, models or…

Cosmology and Nongalactic Astrophysics · Physics 2020-10-07 José Luis Bernal , Nicola Bellomo , Alvise Raccanelli , Licia Verde

As the amount and complexity of available data increases, the need for robust statistical learning becomes more pressing. To enhance resilience against model misspecification, the generalized posterior inference method adjusts the…

Computation · Statistics 2024-09-04 Masahiro Tanaka

Monte Carlo simulations of neutronic systems are computationally intensive and demand significant memory resources for high-fidelity modeling. Compressed sensing enables accurate reconstruction of signals from significantly fewer samples…

Computational Physics · Physics 2026-02-10 Ethan Lame , Camille Palmer , Todd Palmer , Ilham Variansyah

We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…

While supervised object detection methods achieve impressive accuracy, they generalize poorly to images whose appearance significantly differs from the data they have been trained on. To address this in scenarios where annotating data is…

Computer Vision and Pattern Recognition · Computer Science 2019-07-19 Isinsu Katircioglu , Helge Rhodin , Victor Constantin , Jörg Spörri , Mathieu Salzmann , Pascal Fua

Incorporating information about the target distribution in proposal mechanisms generally produces efficient Markov chain Monte Carlo algorithms (or at least, algorithms that are more efficient than uninformed counterparts). For instance, it…

Computation · Statistics 2021-08-27 Philippe Gagnon

In regimes of low signal strengths and therefore a small signal-to-noise ratio, standard data analysis methods often fail to accurately estimate system properties. We present a method based on Monte Carlo simulations to effectively restore…

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

This paper shows that gradient boosting based on symmetric decision trees can be equivalently reformulated as a kernel method that converges to the solution of a certain Kernel Ridge Regression problem. Thus, we obtain the convergence to a…

Machine Learning · Computer Science 2023-03-14 Aleksei Ustimenko , Artem Beliakov , Liudmila Prokhorenkova