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This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…

Machine Learning · Statistics 2019-10-29 Christian Soize , Roger Ghanem

When using incorrect or inaccurate signal models to perform parameter estimation on a gravitational wave signal, biased parameter estimates will in general be obtained. For a single event this bias may be consistent with the posterior, but…

General Relativity and Quantum Cosmology · Physics 2015-06-01 Jonathan R. Gair , Christopher J. Moore

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

The PE for GW merger events relies on a waveform model calibrated using numerical simulations. Within the Bayesian framework, this waveform model represents the GW signal produced during the merger and is crucial for estimating the…

General Relativity and Quantum Cosmology · Physics 2025-11-25 Sumit Kumar , Max Melching , Frank Ohme

The tilted-wave interferometer is a promising technique for the development of a reference measurement system for the highly accurate form measurement of aspheres and freeform surfaces. The technique combines interferometric measurements,…

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

Accurate parameter estimation of gravitational waves from coalescing compact binary sources is a key requirement for gravitational-wave astronomy. Evaluating the posterior probability density function of the binary's parameters (component…

High Energy Astrophysical Phenomena · Physics 2015-06-12 R. J. E. Smith , K. Cannon , C. Hanna , D. Keppel , I. Mandel

Approximations are commonly employed in realistic applications of scientific Bayesian inference, often due to convenience if not necessity. In the field of gravitational-wave (GW) data analysis, fast-to-evaluate but approximate waveform…

General Relativity and Quantum Cosmology · Physics 2024-04-03 Ruiting Mao , Jeong Eun Lee , Ollie Burke , Alvin J. K. Chua , Matthew C. Edwards , Renate Meyer

Numerical relativity (NR) enables the study of physics in strong and dynamical gravitational fields and provides predictions for the gravitational-wave signals produced by merging black holes. Despite the impressive accuracy of modern…

General Relativity and Quantum Cosmology · Physics 2025-10-15 Richard Dyer , Christopher J. Moore

Bayesian inference is a powerful tool in gravitational-wave astronomy. It enables us to deduce the properties of merging compact-object binaries and to determine how these mergers are distributed as a population according to mass, spin, and…

Instrumentation and Methods for Astrophysics · Physics 2022-06-15 Isobel M. Romero-Shaw , Eric Thrane , Paul D. Lasky

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Computation · Statistics 2018-12-20 Thomas Wutzler

The detection of gravitational waves by the LIGO-Virgo-KAGRA collaboration has ushered in a new era of observational astronomy, emphasizing the need for rapid and detailed parameter estimation and population-level analyses. Traditional…

General Relativity and Quantum Cosmology · Physics 2025-07-22 Bo Liang , He Wang

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Methodology · Statistics 2022-10-14 Erik Spånberg

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan