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We develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters. We…

Methodology · Statistics 2015-03-17 Gareth W. Peters , Geoff R. Hosack , Keith R. Hayes

Cold interstellar gas clouds provide an exciting new method to discover dark matter. Their immense size makes them uniquely sensitive to interactions from the heaviest, most rarefied dark matter models. Using gas cloud observations, we…

High Energy Physics - Phenomenology · Physics 2021-07-07 Amit Bhoonah , Joseph Bramante , Sarah Schon , Ningqiang Song

We consider the problem of local radioelectric property estimation from global electromagnetic scattering measurements. This challenging ill-posed high dimensional inverse problem can be explored by intensive computations of a parallel…

Computation · Statistics 2015-06-19 P. Minvielle , A. Todeschini , F. Caron , P. Del Moral

We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…

Methodology · Statistics 2022-09-05 Mikkel B. Lykkegaard , Tim J. Dodwell , Colin Fox , Grigorios Mingas , Robert Scheichl

We present a fast Markov Chain Monte-Carlo exploration of cosmological parameter space. We perform a joint analysis of results from recent CMB experiments and provide parameter constraints, including sigma_8, from the CMB independent of…

Astrophysics · Physics 2008-11-26 Antony Lewis , Sarah Bridle

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

Infrared dark clouds (IRDCs) are cold, dense regions of the interstellar medium (ISM) that are likely to represent the initial conditions for massive star formation. It is thus important to study the physical and chemical conditions of…

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of…

Optimization and Control · Mathematics 2020-02-24 Jiangjiang Zhang , Jasper A. Vrugt , Xiaoqing Shi , Guang Lin , Lingzao Zeng , Laosheng Wu

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

I describe the scenario of molecular cloud (MC) evolution that has emerged over the past decade or so. MCs can start out as cold atomic clouds formed by compressive motions in the warm neutral medium (WNM) of galaxies. Such motions can be…

Astrophysics of Galaxies · Physics 2010-09-22 Enrique Vazquez-Semadeni

Discovering interaction effects on a response of interest is a fundamental problem faced in biology, medicine, economics, and many other scientific disciplines. In theory, Bayesian methods for discovering pairwise interactions enjoy many…

Computation · Statistics 2022-11-15 Raj Agrawal , Jonathan H. Huggins , Brian Trippe , Tamara Broderick

Rich data generating mechanisms are ubiquitous in this age of information and require complex statistical models to draw meaningful inference. While Bayesian analysis has seen enormous development in the last 30 years, benefitting from the…

Computation · Statistics 2022-10-20 Radu V. Craiu , Evgeny Levi

Modelling random dynamical systems in continuous time, diffusion processes are a powerful tool in many areas of science. Model parameters can be estimated from time-discretely observed processes using Markov chain Monte Carlo (MCMC) methods…

Computation · Statistics 2020-10-12 Susanne Pieschner , Christiane Fuchs

Bayesian inference in the physical sciences faces a fundamental challenge: the imperative for high-fidelity physical modeling often clashes with the intrinsic limitations of stochastic sampling algorithms. Complex, high-dimensional…

Instrumentation and Methods for Astrophysics · Physics 2026-04-09 Bo Liang , Chang Liu , Hanlin Song , Tianyu Zhao , Minghui Du , He Wang , Haohao Gu , Sensen He , Yuxiang Xu , Wei-Liang Qian , Li-e Qiang , Peng Xu , Ziren Luo , Mingming Sun

In performing a Bayesian analysis, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multi-modal or exhibit pronounced (curving) degeneracies.…

Instrumentation and Methods for Astrophysics · Physics 2013-12-20 F. Feroz , J. Skilling

One of the key problems in star formation research is to determine the role of magnetic fields. Starting from the atomic inter-cloud medium (ICM) which has density nH ~ 1 per cubic cm, gas must accumulate from a volume several hundred pc…

Astrophysics of Galaxies · Physics 2015-05-13 Hua-bai Li , C. Darren Dowell , Alyssa Goodman , Roger Hildebrand , Giles Novak

We consider the dynamical evolution of an interstellar cloud that is initially in thermal equilibrium in the warm phase and is then subjected to a sudden increase in the pressure of its surroundings. We find that if the initial plasma beta…

Astrophysics · Physics 2009-11-13 A. J. Lim , S. A. E. G. Falle , T. W. Hartquist

[abridged] Inversion techniques are the most powerful methods to obtain information about the thermodynamical and magnetic properties of solar and stellar atmospheres. In the last years, we have witnessed the development of highly…

Astrophysics · Physics 2009-11-13 A. Asensio Ramos , M. J. Martinez Gonzalez , J. A. Rubino-Martin

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

We explore the multiphase structure of the circumgalactic medium (CGM) probed by synthetic spectra through a cosmological zoom-in galaxy formation simulation. We employ a Bayesian method for modelling a combination of absorption lines to…

Astrophysics of Galaxies · Physics 2018-07-11 Cameron Liang , Andrey Kravtsov , Oscar Agertz