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By facilitating the generation of samples from arbitrary probability distributions, Markov Chain Monte Carlo (MCMC) is, arguably, \emph{the} tool for the evaluation of Bayesian inference problems that yield non-standard posterior…

Computation · Statistics 2021-05-27 Peter L Green , Robert E Moore , Ryan J Jackson , Jinglai Li , Simon Maskell

Model fitting is frequently used to determine the shape of galaxies and the point spread function, for examples, in weak lensing analyses or morphology studies aiming at probing the evolution of galaxies. However, the number of parameters…

Cosmology and Nongalactic Astrophysics · Physics 2012-10-03 Guoliang Li , Bo Xin , Wei Cui

The aim of the present paper is to quantify the dependence of the estimates of luminosities and stellar mass of early-type galaxies on the different models and model parameters which can be used to analyze the observational data. The paper…

Astrophysics · Physics 2009-11-13 Marcella Longhetti , Paolo Saracco

Markov Chain Monte Carlo (MCMC) sampler is widely used for cosmological parameter estimation from CMB and other data. However, due to the intrinsic serial nature of the MCMC sampler, convergence is often very slow. Here we present a fast…

Cosmology and Nongalactic Astrophysics · Physics 2014-08-12 Santanu Das , Tarun Souradeep

We show unsupervised machine learning techniques are a valuable tool for both visualizing and computationally accelerating the estimation of galaxy physical properties from photometric data. As a proof of concept, we use self organizing…

We consider parallel asynchronous Markov Chain Monte Carlo (MCMC) sampling for problems where we can leverage (stochastic) gradients to define continuous dynamics which explore the target distribution. We outline a solution strategy for…

Machine Learning · Statistics 2016-12-09 Jost Tobias Springenberg , Aaron Klein , Stefan Falkner , Frank Hutter

We introduce a revised derivation of the bitwise Markov Chain Monte Carlo (MCMC) multiple-input multiple-output (MIMO) detector. The new approach resolves the previously reported high SNR stalling problem of MCMC without the need for…

Information Theory · Computer Science 2017-07-13 Jonathan C. Hedstrom , Chung Him , Yuen , Rong-Rong Chen , Behrouz Farhang-Boroujeny

In this paper, we address the challenge of Markov Chain Monte Carlo (MCMC) algorithms within the approximate Bayesian Computation (ABC) framework, which often get trapped in local optima due to their inherent local exploration mechanism. We…

Computation · Statistics 2025-12-16 Xuefei Cao , Shijia Wang , Yongdao Zhou

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…

Computation · Statistics 2016-04-20 Francois Septier , Gareth W. Peters

We discuss the stability of the photometric redshift estimate obtained with the SED fitting method with respect to the choice of the galaxy templates. Within the observational uncertainty and photometric errors, we find satisfactory…

Astrophysics · Physics 2009-11-06 M. Massarotti , A. Iovino , A. Buzzoni

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…

High Energy Physics - Phenomenology · Physics 2023-09-06 N. T. Hunt-Smith , W. Melnitchouk , F. Ringer , N. Sato , A. W Thomas , M. J. White

We introduce a variant of the multi-grid Monte Carlo (MGMC) method, based on the embedding of an $XY$ model into the target model, and we study its mathematical properties for a variety of nonlinear $\sigma$-models. We then apply the method…

High Energy Physics - Lattice · Physics 2011-07-19 Tereza Mendes , Andrea Pelissetto , Alan D. Sokal

This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

Methodology · Statistics 2018-06-01 Florian Maire , Nial Friel , Pierre Alquier

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

[Abridged] Although galaxies are found to follow a tight relation between their star formation rate and stellar mass, they are expected to exhibit complex star formation histories (SFH), with short-term fluctuations. The goal of this pilot…

Astrophysics of Galaxies · Physics 2020-03-25 G. Aufort , L. Ciesla , P. Pudlo , V. Buat

We seek to improve the accuracy of joint galaxy photometric redshift estimation and spectral energy distribution (SED) fitting. By simulating different sources of uncorrected systematic errors, we demonstrate that if the uncertainties on…

Instrumentation and Methods for Astrophysics · Physics 2015-06-24 Viviana Acquaviva , Anand Raichoor , Eric Gawiser

A new method is developed for estimating photometric redshifts, using realistic template SEDs, extending over four decades in wavelength (i.e from 0.05 $\mu m$ to 1 mm). The SEDs are constructed for four different spectral types of galaxies…

Astrophysics · Physics 2007-05-23 B. Mobasher , P. Mazzei

Synthetic likelihood (SL) is a strategy for parameter inference when the likelihood function is analytically or computationally intractable. In SL, the likelihood function of the data is replaced by a multivariate Gaussian density over…

Methodology · Statistics 2022-02-21 Umberto Picchini , Umberto Simola , Jukka Corander

Gaussian processes (GPs) are commonly used for prediction and inference for spatial data analyses. However, since estimation and prediction tasks have cubic time and quadratic memory complexity in number of locations, GPs are difficult to…

Methodology · Statistics 2024-06-05 Mohamed A. Abba , Brian J. Reich , Reetam Majumder , Brandon Feng

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney