Related papers: CosmoPMC: Cosmology Population Monte Carlo
Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without good proposal distributions struggle in high dimensions. We propose nested sequential Monte Carlo…
Orthogonal Monte Carlo (OMC) is a very effective sampling algorithm imposing structural geometric conditions (orthogonality) on samples for variance reduction. Due to its simplicity and superior performance as compared to its Quasi Monte…
Extracting accurate cosmological information from galaxy-galaxy and galaxy-matter correlation functions on non-linear scales ($\lesssim 10 h^{-1} \mathrm{Mpc}$) requires cosmological simulations. Additionally, one has to marginalise over…
Piecewise-deterministic Markov process (PDMP) samplers constitute a state-of-the-art Markov chain Monte Carlo paradigm in Bayesian computation, with examples including the zig-zag and bouncy particle sampler (bps). Recent work on the…
We introduce zeus, a well-tested Python implementation of the Ensemble Slice Sampling (ESS) method for Bayesian parameter inference. ESS is a novel Markov chain Monte Carlo (MCMC) algorithm specifically designed to tackle the computational…
Despite recent advances, sampling-based inference for Bayesian Neural Networks (BNNs) remains a significant challenge in probabilistic deep learning. While sampling-based approaches do not require a variational distribution assumption,…
The Planck satellite, along with several ground based telescopes, have mapped the cosmic microwave background (CMB) at sufficient resolution and signal-to-noise so as to allow a detection of the subtle distortions due to the gravitational…
Monte Carlo algorithms are a foundational pillar of modern computational science, yet their effective application hinges on a deep understanding of their performance trade offs. This paper presents a critical analysis of the evolution of…
The combinatorial sequential Monte Carlo (CSMC) has been demonstrated to be an efficient complementary method to the standard Markov chain Monte Carlo (MCMC) for Bayesian phylogenetic tree inference using biological sequences. It is…
The rapid development of computing power and efficient Markov Chain Monte Carlo (MCMC) simulation algorithms have revolutionized Bayesian statistics, making it a highly practical inference method in applied work. However, MCMC algorithms…
We present further development and the first public release of our multimodal nested sampling algorithm, called MultiNest. This Bayesian inference tool calculates the evidence, with an associated error estimate, and produces posterior…
We implement support for a cosmological parameter estimation algorithm as proposed by Racine et al. (2016) in Commander, and quantify its computational efficiency and cost. For a semi-realistic simulation similar to Planck LFI 70 GHz, we…
Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…
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…
We investigate cosmological parameter inference and model selection from a Bayesian perspective. Type Ia supernova data from the Dark Energy Survey (DES-SN5YR) are used to test the $\Lambda$CDM, $w$CDM, and CPL cosmological models.…
We present a sequential Monte Carlo sampler variant of the partial rejection control algorithm, and show that this variant can be considered as a sequential Monte Carlo sampler with a modified mutation kernel. We prove that the new sampler…
We introduce cosmocnc, a Python package for computing the number count likelihood of galaxy cluster catalogues in a fast, flexible and accurate way. cosmocnc offers three types of likelihoods: an unbinned, a binned, and an extreme value…
Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…
Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample in a multimodal posterior distribution because the HMC chain…
Astronomers are often confronted with funky populations and distributions of objects: brighter objects are more likely to be detected; targets are selected based on colour cuts; imperfect classification yields impure samples. Failing to…