Related papers: Validation of Bayesian posterior distributions usi…
The Kolmogorov-Smirnov (KS) test is a nonparametric statistical test used to test for differences between univariate probability distributions. The versatility of the KS test has made it a cornerstone of statistical analysis across many…
We analyzed the effect of the deviation of the exact distribution of the p-values from the uniform distribution on the Kolmogorov-Smirnov (K-S) test that was implemented as the second-level randomness test. We derived an inequality that…
When comparing two distributions, it is often helpful to learn at which quantiles or values there is a statistically significant difference. This provides more information than the binary "reject" or "do not reject" decision of a global…
We revisit extending the Kolmogorov-Smirnov distance between probability distributions to the multidimensional setting and make new arguments about the proper way to approach this generalization. Our proposed formulation maximizes the…
We present a two-dimensional version of the classical one-dimensional Kolmogorov-Smirnov (K-S) test, extending an earlier idea due to Peacock (1983) and an implementation proposed by Fasano & Franceschini (1987). The two-dimensional K-S…
Classical tests are available for the two-sample test of correspondence of distribution functions. From these, the Kolmogorov-Smirnov test provides also the graphical interpretation of the test results, in different forms. Here, we propose…
For linear inverse problems with a large number of unknown parameters, uncertainty quantification remains a challenging task. In this work, we use Krylov subspace methods to approximate the posterior covariance matrix and describe efficient…
This paper investigates the estimation of the self-similarity parameter in fractional processes. We re-examine the Kolmogorov-Smirnov (KS) test as a distribution-based method for assessing self-similarity, emphasizing its robustness and…
Many modern applications of Bayesian inference, such as in cosmology, are based on complicated forward models with high-dimensional parameter spaces. This considerably limits the sampling of posterior distributions conditioned on observed…
We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball,…
We analyze in detail the two-dimensional Kolmogorov-Smirnov test as a tool to learn about the distribution of the sources of the ultra-high energy cosmic rays. We confront in particular models based on AGN observed in X rays, on galaxies…
Computing posterior distributions in large-scale Bayesian linear inverse problems is challenging due to the high dimensionality of the parameter space. In this work, we develop a data-informed framework that shifts the computational focus…
We present an approximate calculation of the full Bayesian posterior probability distribution for the local non-Gaussianity parameter $f_{\text{nl}}$ from observations of cosmic microwave background anisotropies within the framework of…
We present a method to transform multivariate unimodal non-Gaussian posterior probability densities into approximately Gaussian ones via non-linear mappings, such as Box--Cox transformations and generalisations thereof. This permits an…
We propose a scalable inference algorithm for Bayes posteriors defined on a reproducing kernel Hilbert space (RKHS). Given a likelihood function and a Gaussian random element representing the prior, the corresponding Bayes posterior measure…
We present a Bayesian approach to modelling galaxy clusters using multi-frequency pointed observations from telescopes that exploit the Sunyaev--Zel'dovich effect. We use the recently developed MultiNest technique (Feroz, Hobson & Bridges,…
We present an error-diagnostic validation method for posterior distributions in Bayesian signal inference, an advancement of a previous work. It transfers deviations from the correct posterior into characteristic deviations from a uniform…
Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold standard method for Bayesian sparse linear regression [CPS09,…
Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…
Many approximate Bayesian inference methods assume a particular parametric form for approximating the posterior distribution. A multivariate Gaussian distribution provides a convenient density for such approaches; examples include the…