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We develop a framework that allows the use of the multi-level Monte Carlo (MLMC) methodology (Giles2015) to calculate expectations with respect to the invariant measure of an ergodic SDE. In that context, we study the (over-damped) Langevin…

Numerical Analysis · Mathematics 2019-08-13 Michael B. Giles , Mateusz B. Majka , Lukasz Szpruch , Sebastian Vollmer , Konstantinos Zygalakis

Applying standard Markov chain Monte Carlo (MCMC) algorithms to large data sets is computationally expensive. Both the calculation of the acceptance probability and the creation of informed proposals usually require an iteration through the…

Machine Learning · Statistics 2015-06-15 Yee Whye Teh , Alexandre Thiéry , Sebastian Vollmer

Markov chain Monte Carlo (MCMC) methods are ubiquitous tools for simulation-based inference in many fields but designing and identifying good MCMC samplers is still an open question. This paper introduces a novel MCMC algorithm, namely,…

Modelling and interpreting the SEDs of galaxies has become one of the key tools at the disposal of extragalactic astronomers. Ideally, we could hope that, through a detailed study of its SED, we can infer the correct physical properties and…

Astrophysics of Galaxies · Physics 2020-06-17 Maarten Baes

Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

Computation · Statistics 2018-10-09 Yawen Guan , Murali Haran

Target tracking faces the challenge in coping with large volumes of data which requires efficient methods for real time applications. The complexity considered in this paper is when there is a large number of measurements which are required…

Computation · Statistics 2015-08-03 Allan De Freitas , François Septier , Lyudmila Mihaylova , Simon Godsill

Markov chain Monte Carlo (MCMC) methods are one of the most popular classes of algorithms for sampling from a target probability distribution. A rising trend in recent years consists in analyzing the convergence of MCMC algorithms using…

Probability · Mathematics 2025-04-30 Federica Milinanni

In the context of measuring structure and morphology of intermediate redshift galaxies with recent HST/ACS surveys, we tune, test, and compare two widely used fitting codes (GALFIT and GIM2D) for fitting single-component Sersic models to…

Semi-analytic models are a widely used approach to simulate galaxy properties within a cosmological framework, relying on simplified yet physically motivated prescriptions. They have also proven to be an efficient alternative for generating…

Using the L-Galaxies semi-analytic model we simultaneously fit the HI mass function, stellar mass function and galaxy colours. We find good fits to all three observations at z = 0 and to the stellar mass function and galaxy colours at z =…

Astrophysics of Galaxies · Physics 2017-09-27 Hazel Martindale , Peter A. Thomas , Bruno M. Henriques , Jon Loveday

Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…

Machine Learning · Statistics 2016-12-13 Umut Şimşekli , Roland Badeau , A. Taylan Cemgil , Gaël Richard

This work presents a novel posterior inference method for models with intractable evidence and likelihood functions. Error-guided likelihood-free MCMC, or EG-LF-MCMC in short, has been developed for scientific applications, where a…

Machine Learning · Statistics 2021-04-27 Volodimir Begy , Erich Schikuta

[abridged]We calculate multi-wavelength spectral energy distributions (SEDs) (spanning optical to millimeter wavelengths) from simulations of major galaxy mergers with black hole feedback which produce submillimeter bright galaxies (SMGs),…

Astrophysics · Physics 2009-11-11 Sukanya Chakrabarti , Yeshe Fenner , Lars Hernquist , T. J. Cox , Philip F. Hopkins

We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach…

Methodology · Statistics 2017-01-06 Patrick R. Conrad , Youssef M. Marzouk , Natesh S. Pillai , Aaron Smith

We propose a stochastic gradient Markov chain Monte Carlo (SG-MCMC) algorithm for scalable inference in mixed-membership stochastic blockmodels (MMSB). Our algorithm is based on the stochastic gradient Riemannian Langevin sampler and…

Machine Learning · Computer Science 2015-10-23 Wenzhe Li , Sungjin Ahn , Max Welling

Broad-band measurements of flux for galaxies at different redshifts measure different regions of the rest-frame galaxy spectrum. Certain astronomical questions, such as the evolution of the luminosity function of galaxies, require…

A grand canonical Monte Carlo (MC) algorithm is presented for studying the lattice gas model (LGM) of multiple protein sequence alignment, which coherently combines long-range interactions and variable-length insertions. MC simulations are…

Biomolecules · Quantitative Biology 2017-07-13 Akira R. Kinjo

We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…

Numerical Analysis · Mathematics 2025-08-19 Pieter Vanmechelen , Geert Lombaert , Giovanni Samaey

The forthcoming CSST wide-field multiband imaging survey will produce seven-band photometric spectral energy distributions (SEDs) for billions of galaxies. The effective extraction of astronomical information from these massive datasets of…

Astrophysics of Galaxies · Physics 2023-09-26 Yunkun Han , Lulu Fan , XianZhong Zheng , Jin-Ming Bai , Zhanwen Han

Structural parameters are normally extracted from observed galaxies by fitting analytic light profiles to the observations. Obtaining accurate fits to high-resolution images is a computationally expensive task, requiring many model…

Instrumentation and Methods for Astrophysics · Physics 2015-03-17 Benjamin R. Barsdell , David G. Barnes , Christopher J. Fluke
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