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Calibrating statistical models using Bayesian inference often requires both accurate and timely estimates of parameters of interest. Particle Markov Chain Monte Carlo (p-MCMC) and Sequential Monte Carlo Squared (SMC$^2$) are two methods…
Motivated by the physics of strings and branes, we develop a class of Markov chain Monte Carlo (MCMC) algorithms involving extended objects. Starting from a collection of parallel Metropolis-Hastings (MH) samplers, we place them on an…
Evaluating the degree of partisan districting (Gerrymandering) in a statistical framework typically requires an ensemble of districting plans which are drawn from a prescribed probability distribution that adheres to a realistic and…
Planetary systems with multiple transiting planets are beneficial for understanding planet occurrence rates and system architectures. Although we have yet to find a solar system analogue, future surveys may detect multiple terrestrial…
Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud…
We present a novel approach for improving particle filters for multi-target tracking. The suggested approach is based on drift homotopy for stochastic differential equations. Drift homotopy is used to design a Markov Chain Monte Carlo step…
We address the approximation of functionals depending on a system of particles, described by stochastic differential equations (SDEs), in the mean-field limit when the number of particles approaches infinity. This problem is equivalent to…
Aims. With the purpose of determining the orbital parameters of exoplanetary systems from observational data, we have developed a software, named TRADES (TRAnsits and Dynamics of Exoplanetary Systems), to simultaneously fit observed radial…
Stellar activity can induce signals in the radial velocities of stars, complicating the detection of orbiting low-mass planets. We present a method to determine the number of planetary signals present in radial-velocity datasets of active…
We propose a new class of structured methods for Monte Carlo (MC) sampling, called DPPMC, designed for high-dimensional nonisotropic distributions where samples are correlated to reduce the variance of the estimator via determinantal point…
Merging galaxy clusters have become one of the most important probes of dark matter, providing evidence for dark matter over modified gravity and even constraints on the dark matter self-interaction cross-section. To properly constrain the…
Couplings play a central role in contemporary Markov chain Monte Carlo methods and in the analysis of their convergence to stationarity. In most cases, a coupling must induce relatively fast meeting between chains to ensure good…
In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes into account all the variable sampled in a sequential Monte…
We have developed a novel Monte Carlo method for simulating the dynamical evolution of stellar systems in arbitrary geometry. The orbits of stars are followed in a smooth potential represented by a basis-set expansion and perturbed after…
We present a novel hybrid computational method to simulate accurately dendritic solidification in the low undercooling limit where the dendrite tip radius is one or more orders of magnitude smaller than the characteristic spatial scale of…
In Monte Carlo radiation transport calculations, Woodcock-delta tracking is a common alternative to the more popular surface tracking technique. In this work we introduce a delta-tracking algorithm that tallies fluxes to a structured…
We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast) dynamics, and the macroscopic…
Radial velocity surveys for extra-solar planets generally require substantial amounts of large telescope time in order to monitor a sufficient number of stars. Two of the aspects which can limit such surveys are the single-object…
We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…
Previous works focused on exoplanets discovered with the radial velocity (RV) method reported an anti-correlation between the orbital eccentricities of the exoplanets and the multiplicity M (i.e., number of planets) of their system. We…