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Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…

Methodology · Statistics 2024-07-02 Thomas J. Loredo , Robert L. Wolpert

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

In this work, we consider the systematic error of quantum metrology by weak measurements under decoherence. We derive the systematic error of maximum likelihood estimation in general to the first-order approximation of a small deviation in…

Quantum Physics · Physics 2016-07-22 Shengshi Pang , Jose Raul Gonzalez Alonso , Todd A. Brun , Andrew N. Jordan

The number of times that we can access a system to extract information via quantum metrology is always finite, and possibly small, and realistic amounts of prior knowledge tend to be moderate. Thus theoretical consistency demands a…

Quantum Physics · Physics 2021-12-02 Jesús Rubio

Quantum-enhanced measurements exploit quantum mechanical effects to provide ultra-precise estimates of physical variables for use in advanced technologies, such as frequency calibration of atomic clocks, gravitational waves detection, and…

Quantum Physics · Physics 2014-07-28 J. Calsamiglia , B. Gendra , R. Munoz-Tapia , E. Bagan

In this paper, the method of gaps, a technique for deriving closed-form expressions in terms of information measures for the generalization error of supervised machine learning algorithms is introduced. The method relies on the notion of…

Machine Learning · Computer Science 2026-01-01 Samir M. Perlaza , Xinying Zou

These notes aim at presenting an overview of Bayesian statistics, the underlying concepts and application methodology that will be useful to astronomers seeking to analyse and interpret a wide variety of data about the Universe. The level…

Cosmology and Nongalactic Astrophysics · Physics 2017-01-09 Roberto Trotta

In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs posterior, a decision theoretic generalization of standard…

Statistics Theory · Mathematics 2019-01-28 Kevin McGoff , Sayan Mukherjee , Andrew Nobel

State estimation of dynamical systems is crucial for providing new decision-making and system automation information in different applications. However, the assumptions on the standard computational models for sensor measurements can be…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Aamir Hussain Chughtai , Arslan Majal , Muhammad Tahir , Momin Uppal

Deep Bayesian neural network has aroused a great attention in recent years since it combines the benefits of deep neural network and probability theory. Because of this, the network can make predictions and quantify the uncertainty of the…

Machine Learning · Computer Science 2019-03-25 Yikuan Li , Yajie Zhu

We show that model-based Bayesian clustering, the probabilistically most systematic approach to the partitioning of data, can be mapped into a statistical physics problem for a gas of particles, and as a result becomes amenable to a…

Disordered Systems and Neural Networks · Physics 2018-10-24 Alexander Mozeika , Anthony CC Coolen

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan

Control of quantum systems is a central element of high-precision experiments and the development of quantum technological applications. Control pulses that are typically temporally or spatially modulated are often designed based on…

Quantum Physics · Physics 2021-01-04 Frederic Sauvage , Florian Mintert

We investigate the discrimination of two candidates of an unknown parameter in quantum systems with continuous weak measurement, inspired by the application of hypothesis testing in distinguish-ing two Hamiltonians [Kiilerich and M{\o}lmer,…

Quantum Physics · Physics 2019-07-24 Beili Gong , Wei Cui

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

Statistics Theory · Mathematics 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

We propose an analytical solution to the on-off problem within the framework of Bayesian statistics. Both the statistical significance for the discovery of new phenomena and credible intervals on model parameters are presented in a…

Instrumentation and Methods for Astrophysics · Physics 2016-04-20 Dalibor Nosek , Jana Nosková

Bayesian interpretations of neural processing require that biological mechanisms represent and operate upon probability distributions in accordance with Bayes' theorem. Many have speculated that synaptic failure constitutes a mechanism of…

Neurons and Cognition · Quantitative Biology 2022-10-05 Kevin McKee , Ian Crandell , Rishidev Chaudhuri , Randall O'Reilly

The theory of large deviations constitutes a mathematical cornerstone in the foundations of Boltzmann-Gibbs statistical mechanics, based on the additive entropy $S_{BG}=- k_B\sum_{i=1}^W p_i \ln p_i$. Its optimization under appropriate…

Statistical Mechanics · Physics 2011-10-31 Guiomar Ruiz , Constantino Tsallis

Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…

Machine Learning · Statistics 2021-01-18 Ho Chung Leon Law , Danica J. Sutherland , Dino Sejdinovic , Seth Flaxman