Related papers: Bayesian Inference for LISA Pathfinder using Marko…
We present a Markov Chain Monte Carlo algorithm based on the Metropolis algorithm for simulation of the flow of two immiscible fluids in a porous medium under macroscopic steady-state conditions using a dynamical pore network model that…
We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…
We present in this paper a Bayesian parameter estimation method for the analysis of interferometric gravitational wave observations of an inspiral of binary compact objects using data recorded simultaneously by a network of several…
Gravitational waves from compact binaries measured by the LIGO and Virgo detectors are routinely analyzed using Markov Chain Monte Carlo sampling algorithms. Because the evaluation of the likelihood function requires evaluating millions of…
We present a Metropolis-Hastings Markov chain Monte Carlo (MCMC) algorithm for detecting hidden variables in a continuous time Bayesian network (CTBN), which uses reversible jumps in the sense defined by (Green 1995). In common with several…
We present iterative Monte Carlo algorithm for which the temperature variable is attracted by a critical point. The algorithm combines techniques of single histogram reweighting and linear filtering. The 2d Ising model of ferromagnet is…
Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…
Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…
LISA Pathfinder is a science and technology demonstrator of the European Space Agency within the framework of its LISA mission, the latter aiming to be the first space-borne gravitational wave observatory. The payload of LISA Pathfinder is…
By listening to gravity in the low frequency band, between 0.1 mHz and 1 Hz, the future space-based gravitational-wave observatory LISA will be able to detect tens of thousands of astrophysical sources from cosmic dawn to the present. The…
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…
In recent years, various interacting particle samplers have been developed to sample from complex target distributions, such as those found in Bayesian inverse problems. These samplers are motivated by the mean-field limit perspective and…
High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…
We analyse computational efficiency of Metropolis-Hastings algorithms with stochastic AR(1) process proposals. These proposals include, as a subclass, discretized Langevin diffusion (e.g. MALA) and discretized Hamiltonian dynamics (e.g.…
We derive a Markov Chain Monte Carlo sampler based on following ray paths in a medium where the refractive index $n(x)$ is a function of the desired likelihood $\mathcal{L}(x)$. The sampling method propagates rays at constant speed through…
Monte Carlo methods, such as Markov chain Monte Carlo (MCMC), remain the most regularly-used approach for implementing Bayesian inference. However, the computational cost of these approaches usually scales worse than linearly with the…
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…
Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…
Markov Chain Monte Carlo (MCMC) methods, such as the Metropolis-Hastings (MH) algorithm, are widely used for Bayesian inference. One of the most important issues for any MCMC method is the convergence of the Markov chain, which depends…
The preconditioned Metropolis adjusted Langevin algorithm (MALA) is a widely used method in statistical applications, where the choice of the preconditioning matrix plays a critical role. Recently, Titsias \cite{Titsias2024} demonstrated…