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Gaussian Boson Sampling (GBS) generate random samples of photon-click patterns from a class of probability distributions that are hard for a classical computer to sample from. Despite heroic demonstrations for quantum supremacy using GBS,…

Quantum Physics · Physics 2024-02-07 Mushkan Sureka , Saikat Guha

Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

Source separation problems are ubiquitous in the physical sciences; any situation where signals are superimposed calls for source separation to estimate the original signals. In this tutorial I will discuss the Bayesian approach to the…

Machine Learning · Statistics 2013-11-14 Kevin H. Knuth

Source separation is one of the signal processing's main emerging domain. Many techniques such as maximum likelihood (ML), Infomax, cumulant matching, estimating function, etc. have been used to address this difficult problem.…

Mathematical Physics · Physics 2009-10-31 Ali Mohammad-Djafari

Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

Computation · Statistics 2018-03-13 Richard J. Boys , Holly F. Ainsworth , Colin S. Gillespie

Bayesian quadrature is a probabilistic, model-based approach to numerical integration, the estimation of intractable integrals, or expectations. Although Bayesian quadrature was popularised already in the 1980s, no systematic and…

Machine Learning · Computer Science 2026-02-19 Maren Mahsereci , Toni Karvonen

Gravitational wave Bayesian parameter inference involves repeated comparisons of GW data to generic candidate predictions. Even with algorithmically efficient methods like RIFT or reduced-order quadrature, the time needed to perform these…

Instrumentation and Methods for Astrophysics · Physics 2019-04-24 D. Wysocki , R. O'Shaughnessy , Y-L. L. Fang , Jacob Lange

As a compact representation of joint probability distributions over a dependence graph of random variables, and a tool for modelling and reasoning in the presence of uncertainty, Bayesian networks are of great importance for artificial…

Quantum Physics · Physics 2020-10-06 Michael de Oliveira , Luis Soares Barbosa

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

Methodology · Statistics 2022-04-07 Markus Hainy , David J. Price , Olivier Restif , Christopher Drovandi

Bayesian graphical models have been shown to be a powerful tool for discovering uncertainty and causal structure from real-world data in many application fields. Current inference methods primarily follow different kinds of trade-offs…

Machine Learning · Computer Science 2018-02-20 Daniel Rugeles , Zhen Hai , Gao Cong , Manoranjan Dash

The United States Bureau of Labor Statistics collects data using survey instruments under informative sampling designs that assign probabilities of inclusion to be correlated with the response. The bureau extensively uses Bayesian…

Methodology · Statistics 2017-10-26 Terrance D. Savitsky , Sanvesh Srivastava

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

Bayesian optimal design is a well-established approach to planning experiments. A distribution for the responses, i.e. a statistical model, is assumed which is dependent on unknown parameters. A utility function is then specified giving…

Methodology · Statistics 2025-01-03 Antony M. Overstall , Jacinta Holloway-Brown , James M. McGree

This paper proposes a new methodology to perform Bayesian inference for a class of multidimensional Cox processes in which the intensity function is piecewise constant. Poisson processes with piecewise constant intensity functions are…

Methodology · Statistics 2022-11-16 Flavio B. Gonçalves , Barbara C. C. Dias

Two commonly arising computational tasks in Bayesian learning are Optimization (Maximum A Posteriori estimation) and Sampling (from the posterior distribution). In the convex case these two problems are efficiently reducible to each other.…

Machine Learning · Computer Science 2019-11-07 Kunal Talwar

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…

Machine Learning · Computer Science 2020-06-16 Armin Lederer , Markus Kessler , Sandra Hirche

Gaussian boson sampling (GBS) allows for a way to demonstrate quantum supremacy with the relatively modest experimental resources of squeezed light sources, linear optics, and photon detection. In a realistic experimental setting, numerous…

Quantum Physics · Physics 2022-03-09 Junheng Shi , Tim Byrnes

The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in competition. In Bayesian inference, first and foremost, MCMC…

Computation · Statistics 2015-05-12 Peter J. Green , Krzysztof Łatuszyński , Marcelo Pereyra , Christian P. Robert

Bayesian inference is an effective approach for solving statistical learning problems, especially with uncertainty and incompleteness. However, Bayesian inference is a computing-intensive task whose efficiency is physically limited by the…

Emerging Technologies · Computer Science 2019-02-20 Xiaotao Jia , Jianlei Yang , Pengcheng Dai , Runze Liu , Yiran Chen , Weisheng Zhao

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

Computation · Statistics 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf