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Markov chain Monte Carlo (MCMC) algorithms are used to estimate features of interest of a distribution. The Monte Carlo error in estimation has an asymptotic normal distribution whose multivariate nature has so far been ignored in the MCMC…

Statistics Theory · Mathematics 2016-07-05 Dootika Vats , James M. Flegal , Galin L. Jones

Sequential Monte Carlo (SMC) algorithms were originally designed for estimating intractable conditional expectations within state-space models, but are now routinely used to generate approximate samples in the context of general-purpose…

Statistics Theory · Mathematics 2020-05-11 Jonathan H. Huggins , Daniel M. Roy

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…

Computation · Statistics 2019-07-17 Christopher Nemeth , Paul Fearnhead

Robust reddening maps of the Large and Small Magellanic Clouds (LMC/SMC) are crucial for a wide range of astrophysical studies, including the calibration of the cosmic distance ladder, investigations of stellar populations in…

Spectral energy distributions (SEDs) are useful primary and complementary tools in the analysis of observations of young stars. However, the process of collating, inspecting, and flux-converting archival photometry and spectroscopy to build…

Solar and Stellar Astrophysics · Physics 2021-04-09 Claire L Davies

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

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori

Since the middle of the 1940's scientists have used Monte Carlo (MC) simulations to obtain information about physical processes. This has proved a accurate and and reliable method to obtain this information. Through out resent years…

Astrophysics of Galaxies · Physics 2012-07-02 Thomas Amby Ottosen

Precise radial velocity measurements have led to the discovery of ~170 extrasolar planetary systems. Understanding the uncertainties in the orbital solutions will become increasingly important as the discovery space for extrasolar planets…

Astrophysics · Physics 2009-11-13 Eric B. Ford

We present a continuum radiative transfer model grid for fitting observed spectral energy distributions (SEDs) of massive protostars. The model grid is based on the paradigm of core accretion theory for massive star formation with…

Astrophysics of Galaxies · Physics 2018-01-31 Yichen Zhang , Jonathan C. Tan

Continuous-time Markov chains (CTMCs) are popular modeling formalism that constitutes the underlying semantics for real-time probabilistic systems such as queuing networks, stochastic process algebras, and calculi for systems biology. Prism…

Machine Learning · Computer Science 2023-02-20 Giovanni Bacci , Anna Ingólfsdóttir , Kim G. Larsen , Raphaël Reynouard

The spectral energy distribution (SED) of observed stars in wide-field images is crucial for chromatic point spread function (PSF) modelling methods, which use unresolved stars as integrated spectral samples of the PSF across the field of…

Instrumentation and Methods for Astrophysics · Physics 2025-02-19 Ezequiel Centofanti , Samuel Farrens , Jean-Luc Starck , Tobias Liaudat , Alex Szapiro , Jennifer Pollack

We present a stellar parameter catalog built to accompany the MaStar Stellar Library, which is a comprehensive collection of empirical, medium-resolution stellar spectra. We constructed this parameter catalog by using a multicomponent…

We consider the recently introduced Transformation-based Markov Chain Monte Carlo (TMCMC) (Dutta and Bhattacharya (2014)), a methodology that is designed to update all the parameters simultaneously using some simple deterministic…

Methodology · Statistics 2017-01-24 Kushal Kumar Dey , Sourabh Bhattacharya

This work discusses the implementation of Markov Chain Monte Carlo (MCMC) sampling from an arbitrary Gaussian mixture model (GMM) within SRAM. We show a novel architecture of SRAM by embedding it with random number generators (RNGs),…

Signal Processing · Electrical Eng. & Systems 2020-03-06 Priyesh Shukla , Ahish Shylendra , Theja Tulabandhula , Amit Ranjan Trivedi

Markov chain Monte Carlo (MCMC) methods asymptotically sample from complex probability distributions. The pseudo-marginal MCMC framework only requires an unbiased estimator of the unnormalized probability distribution function to construct…

Computation · Statistics 2016-05-25 Iain Murray , Matthew M. Graham

We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…

Instrumentation and Methods for Astrophysics · Physics 2014-10-01 Benjamin Farr , Vicky Kalogera , Erik Luijten

We present a localized data assimilation (DA) scheme based on the sequential Markov Chain Monte Carlo (SMCMC) technique [Ruzayqat et al., 2024], a provably convergent method for filtering high-dimensional, nonlinear, and potentially…

Computation · Statistics 2026-03-09 Hamza Ruzayqat , Hristo G. Chipilski , Omar Knio

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

Instrumentation and Methods for Astrophysics · Physics 2014-08-19 Yi-Ming Hu , Martin Hendry , Ik Siong Heng

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