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This paper presents a new data assimilation (DA) scheme based on a sequential Markov Chain Monte Carlo (SMCMC) DA technique [Ruzayqat et al. 2024] which is provably convergent and has been recently used for filtering, particularly for…

Computation · Statistics 2024-09-12 Hamza Ruzayqat , Omar Knio

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

Computation · Statistics 2012-01-19 Ajay Jasra , Nikolas Kantas

Markov-chain Monte Carlo sampling has become a standard technique for exploring the posterior distribution of cosmological parameters constrained by observations of CMB anisotropies. Given an infinite amount of time, any MCMC sampler will…

Astrophysics · Physics 2007-05-23 Anze Slosar , Michael Hobson

We present analytic radiative transfer solutions for the spectra of unresolved, spherically symmetric, centrally heated, dusty sources. We find that the dust thermal spectrum possesses scaling relations that provide a natural classification…

Astrophysics · Physics 2009-11-13 Sukanya Chakrabarti , Christopher F. McKee

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

Markov chain Monte Carlo (MCMC) samplers are numerical methods for drawing samples from a given target probability distribution. We discuss one particular MCMC sampler, the MALA-within-Gibbs sampler, from the theoretical and practical…

Computation · Statistics 2020-03-19 X. T. Tong , M. Morzfeld , Y. M. Marzouk

In the context of Bayesian inversion for scientific and engineering modeling, Markov chain Monte Carlo sampling strategies are the benchmark due to their flexibility and robustness in dealing with arbitrary posterior probability density…

Computation · Statistics 2021-12-07 Han Lu , Mohammad Khalil , Thomas Catanach , Jiefu Chen , Xuqing Wu , Xin Fu , Cosmin Safta , Yueqin Huang

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…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Adam Moss

Markov chain Monte Carlo (MCMC) methods require a large number of samples to approximate a posterior distribution, which can be costly when the likelihood or prior is expensive to evaluate. The number of samples can be reduced if we can…

Computation · Statistics 2019-08-06 V. Roshan Joseph , Dianpeng Wang , Li Gu , Shiji Lv , Rui Tuo

Exact conditional tests for contingency tables require sampling from fibers with fixed margins. Classical Markov basis MCMC is general but often impractical: computing full Markov bases that connect all fibers of a given constraint matrix…

Methodology · Statistics 2025-11-11 Patrick Scharpfenecker , Tobias Windisch

The spectral energy distributions (SEDs) of galaxies are shaped by nearly every physical property of the system, including the star formation history, metal content, abundance pattern, dust mass, grain size distribution, star-dust geometry,…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-12 Charlie Conroy

In the thesis we take the split chain approach to analyzing Markov chains and use it to establish fixed-width results for estimators obtained via Markov chain Monte Carlo procedures (MCMC). Theoretical results include necessary and…

Methodology · Statistics 2009-07-28 Krzysztof Latuszynski

In this article, we propose a novel and general dimension-hopping MCMC methodology that can update all the parameters as well as the number of parameters simultaneously using simple deterministic transformations of some low-dimensional…

Computation · Statistics 2017-03-16 Moumita Das , Sourabh Bhattacharya

Derivation of physical properties of galaxies using spectral energy distribution (SED) fitting is a powerful method, but can suffer from various systematics arising from model assumptions. Previously, such biases were mostly studied in the…

Astrophysics of Galaxies · Physics 2022-04-27 Katherine Zine , Samir Salim

With the advent of billion-galaxy surveys with complex data, the need of the hour is to efficiently model galaxy spectral energy distributions (SEDs) with robust uncertainty quantification. The combination of Simulation-Based inference…

Astrophysics of Galaxies · Physics 2022-11-18 Gourav Khullar , Brian Nord , Aleksandra Ciprijanovic , Jason Poh , Fei Xu

Switching state-space models (SSSM) are a very popular class of time series models that have found many applications in statistics, econometrics and advanced signal processing. Bayesian inference for these models typically relies on Markov…

Computation · Statistics 2010-11-11 Nick Whiteley , Christophe Andrieu , Arnaud Doucet

Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate…

Computation · Statistics 2014-07-25 Robert Nishihara , Iain Murray , Ryan P. Adams

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 study the Spectral Energy Distributions, SEDs, (from FUV to MIR bands) of the first sizeable sample of 34 low-luminosity radio galaxies at high redshifts, selected in the COSMOS field. To model the SEDs we use two different…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-11 Ranieri D. Baldi , Marco Chiaberge , Alessandro Capetti , Javier Rodriguez-Zaurin , Susana Deustua , William B. Sparks

The program package SME (Spectroscopy Made Easy), designed to perform an analysis of stellar spectra using spectral fitting techniques, was updated due to adding new functions (isotopic and hyperfine splittins) in VALD and including grids…

Instrumentation and Methods for Astrophysics · Physics 2017-10-31 N. Piskunov , T. Ryabchikova , Yu. Pakhomov , T. Sitnova , S. Alexeeva , L. Mashonkina , T. Nordlander
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