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Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…

Methodology · Statistics 2010-12-27 Pierre Del Moral , Arnaud Doucet , Sumeetpal Singh

The widespread use of Markov Chain Monte Carlo (MCMC) methods for high-dimensional applications has motivated research into the scalability of these algorithms with respect to the dimension of the problem. Despite this, numerous problems…

Computation · Statistics 2024-10-21 Ardjen Pengel , Jun Yang , Zhou Zhou

We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely…

Computation · Statistics 2008-10-08 Y. Fan , D. S. Leslie , M. P. Wand

Replica exchange Monte Carlo (reMC), also known as parallel tempering, is an important technique for accelerating the convergence of the conventional Markov Chain Monte Carlo (MCMC) algorithms. However, such a method requires the evaluation…

Machine Learning · Statistics 2021-03-23 Wei Deng , Qi Feng , Liyao Gao , Faming Liang , Guang Lin

Despite having various attractive qualities such as high prediction accuracy and the ability to quantify uncertainty and avoid over-fitting, Bayesian Matrix Factorization has not been widely adopted because of the prohibitive cost of…

Machine Learning · Computer Science 2015-03-11 Sungjin Ahn , Anoop Korattikara , Nathan Liu , Suju Rajan , Max Welling

Developing efficient Bayesian computation algorithms for imaging inverse problems is challenging due to the dimensionality involved and because Bayesian imaging models are often not smooth. Current state-of-the-art methods often address…

Computation · Statistics 2023-05-04 Marcelo Pereyra , Luis A. Vargas-Mieles , Konstantinos C. Zygalakis

Upcoming large galaxy surveys will subject the standard cosmological model, $\Lambda$CDM, to new precision tests. These can be tightened considerably if theoretical models of galaxy formation are available that can predict galaxy clustering…

Determining the physical characteristics of a star is an inverse problem consisting in estimating the parameters of models for the stellar structure and evolution, knowing certain observable quantities. We use a Bayesian approach to solve…

Solar and Stellar Astrophysics · Physics 2015-06-11 M. Bazot , S. Bourguignon , J. Christensen-Dalsgaard

We demonstrate a new multi-wavelength technique for two-dimensional parametric modelling of galaxy surface-brightness profiles, which we have incorporated into the widely used software GALFIT. Our new method, named GALFITM, extends…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-16 Marina Vika , Steven P. Bamford , Boris Haeussler , Alex L. Rojas , Andrea Borch , Robert C. Nichol

Recent controversy regarding the existence of massive (log(M/Msun)>11) galaxies at z>6 poses a challenge for galaxy formation theories. Hence, it is of critical importance to understand the effects of SED fitting methods on stellar mass…

Astrophysics of Galaxies · Physics 2023-03-15 Sophie E. van Mierlo , Karina I. Caputi , Vasily Kokorev

Understanding stochastic gradient descent (SGD) and its variants is essential for machine learning. However, most of the preceding analyses are conducted under amenable conditions such as unbiased gradient estimator and bounded objective…

Machine Learning · Statistics 2024-03-26 Tianyou Li , Fan Chen , Huajie Chen , Zaiwen Wen

In this work, we propose a new flow-matching Markov chain Monte Carlo (FM-MCMC) algorithm for estimating the orbital parameters of exoplanetary systems, especially for those only one exoplanet is involved. Compared to traditional methods…

Earth and Planetary Astrophysics · Physics 2025-11-10 Bo Liang , Hanlin Song , Chang Liu , Tianyu Zhao , Yuxiang Xu , Zihao Xiao , Manjia Liang , Minghui Du , Wei-Liang Qian , Li-e Qiang , Peng Xu , Ziren Luo

We present improved methods for using stars found in astronomical exposures to calibrate both star and galaxy colors as well as to adjust the instrument flat field. By developing a spectroscopic model for the SDSS stellar locus in…

Statistical inference in evolutionary models with site-dependence is a long-standing challenge in phylogenetics and computational biology. We consider the problem of approximating marginal sequence likelihoods under dependent-site models of…

Computation · Statistics 2025-11-12 Joseph Mathews , Scott C. Schmidler

We propose a new fiducial Markov Chain Monte Carlo (MCMC) method for fitting parametric Gaussian models. We utilize the Cayley transform to decompose the parametric covariance matrix, which in turn allows us to formulate a general data…

Methodology · Statistics 2026-02-24 Hank Flury , Jan Hannig , Richard Smith

We introduce a new galaxy image decomposition tool, GALPHAT (GALaxy PHotometric ATtributes), to provide full posterior probability distributions and reliable confidence intervals for all model parameters. GALPHAT is designed to yield a high…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-20 Ilsang Yoon , Martin Weinberg , Neal Katz

Sequential Monte Carlo (SMC) methods represent a classical set of techniques to simulate a sequence of probability measures through a simple selection/mutation mechanism. However, the associated selection functions and mutation kernels…

Statistics Theory · Mathematics 2021-02-16 Qiming Du , Arnaud Guyader

We present a variation of the recently updated Munich semi-analytical galaxy formation model, L-Galaxies, with a new gas stripping method. Extending earlier work, we directly measure the local environmental properties of galaxies to…

Astrophysics of Galaxies · Physics 2021-05-12 Mohammadreza Ayromlou , Guinevere Kauffmann , Robert M. Yates , Dylan Nelson , Simon D. M. White

A novel computationally efficient Markov chain Monte Carlo (MCMC) scheme for latent Gaussian models (LGMs) is proposed in this paper. The sampling scheme is a two block Gibbs sampling scheme designed to exploit the model structure of LGMs.…

Computation · Statistics 2015-06-23 Óli Páll Geirsson , Birgir Hrafnkelsson , Daniel Simpson , Helgi Sigurðarson

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer
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