Related papers: Bayesian Inference for LISA Pathfinder using Marko…

In this article we consider static Bayesian parameter estimation for partially observed diffusions that are discretely observed. We work under the assumption that one must resort to discretizing the underlying diffusion process, for…

Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics literature to estimate high-dimensional integrals. One can…

We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…

We review the introduction of likelihood functions and Fisher information in classical estimation theory, and we show how they can be defined in a very similar manner within quantum measurement theory. We show that the stochastic master…

In this manuscript, inspired by a simpler reformulation of primary sample space Metropolis light transport, we derive a novel family of general Markov chain Monte Carlo algorithms called charted Metropolis-Hastings, that introduces the…

We propose a machine learning framework for parameter estimation of single mode Gaussian quantum states. Under a Bayesian framework, our approach estimates parameters of suitable prior distributions from measured data. For phase-space…

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…

Coalescence of two massive black holes is the strongest and most promising source for LISA. In fact, gravitational signal from the end of inspiral and merger will be detectable throughout the Universe. In this article we describe the first…

Presented is a description of a Markov chain Monte Carlo (MCMC) parameter estimation routine for use with interferometric gravitational radiational data in searches for binary neutron star inspiral signals. Five parameters associated with…

The analysis method currently proposed to search for isotropic stochastic radiation of primordial or astrophysical origin with the Laser Interferometer Space Antenna (LISA) relies on the combined use of two LISA channels, one of which is…

We consider the efficient use of an approximation within Markov chain Monte Carlo (MCMC), with subsequent importance sampling (IS) correction of the Markov chain inexact output, leading to asymptotically exact inference. We detail…

We propose a new method called the Metropolis-adjusted Mirror Langevin algorithm for approximate sampling from distributions whose support is a compact and convex set. This algorithm adds an accept-reject filter to the Markov chain induced…

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

We propose a method to construct a proposal density for the Metropolis-Hastings algorithm in Markov Chain Monte Carlo (MCMC) simulations of the GARCH model. The proposal density is constructed adaptively by using the data sampled by the…

Bayesian inference allows to obtain useful information on the parameters of models, either in computational statistics or more recently in the context of Bayesian Neural Networks. The computational cost of usual Monte Carlo methods for…

Data-informed predictive maintenance planning largely relies on stochastic deterioration models. Monitoring information can be utilized to update sequentially the knowledge on time-invariant deterioration model parameters either within an…

Most of previous works and applications of Bayesian factor model have assumed the normal likelihood regardless of its validity. We propose a Bayesian factor model for heavy-tailed high-dimensional data based on multivariate Student-$t$…

Particle MCMC is a class of algorithms that can be used to analyse state-space models. They use MCMC moves to update the parameters of the models, and particle filters to propose values for the path of the state-space model. Currently the…

Using the \texttt{lalinference} Markov-chain Monte Carlo parameter estimation code, we examine two distinct nonprecessing black hole-neutron star (BH-NS) binaries with and without higher-order harmonics. Our simulations suggest that higher…

The Laser Interferometer Space Antenna (LISA) will produce a data stream containing a vast number of overlapping sources: from strong signals generated by the coalescence of massive black hole binary systems to much weaker radiation form…