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This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

Methodology · Statistics 2018-06-01 Florian Maire , Nial Friel , Pierre Alquier

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…

Computation · Statistics 2017-12-27 Patrick Conrad , Andrew Davis , Youssef Marzouk , Natesh Pillai , Aaron Smith

Language models (LMs) are trained on billions of tokens in an attempt to recover the true language distribution. Still, vanilla random sampling from LMs yields low quality generations. Decoding algorithms attempt to restrict the LM…

Machine Learning · Computer Science 2026-01-06 Kareem Ahmed , Sameer Singh

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-16 Rupert Allison , Joanna Dunkley

We introduce a Markov Chain Monte Carlo simulation and data analysis package that extends the CMBEASY software. We have taken special care in implementing an adaptive step algorithm for the Markov Chain Monte Carlo in order to improve…

Astrophysics · Physics 2007-05-23 Michael Doran , Christian M. Mueller

Precise estimation of cosmological parameters from the cosmic microwave background (CMB) remains a central goal of modern cosmology and a key test of inflationary physics. However, this task is fundamentally limited by strong foreground…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-03 Larissa Santos , Camila P. Novaes , Elisa G. M. Ferreira , Carlo Baccigalupi

Markov chain Monte Carlo (MCMC) methods allow to sample a distribution known up to a multiplicative constant. Classical MCMC samplers are known to have very poor mixing properties when sampling multimodal distributions. The Equi-Energy…

Statistics Theory · Mathematics 2013-02-05 Amandine Schreck , Gersende Fort , Eric Moulines

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…

Astrophysics · Physics 2008-11-26 Amir Hajian

Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In…

Cosmology and Nongalactic Astrophysics · Physics 2015-09-16 Joel Akeret , Alexandre Refregier , Adam Amara , Sebastian Seehars , Caspar Hasner

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Adam Moss

Cosmological probes pose an inverse problem where the measurement result is obtained through observations, and the objective is to infer values of model parameters which characterize the underlying physical system -- our Universe. Modern…

Instrumentation and Methods for Astrophysics · Physics 2019-05-21 Timur Takhtaganov , Zarija Lukic , Juliane Mueller , Dmitriy Morozov

We advocate for a new paradigm of cosmological likelihood-based inference, leveraging recent developments in machine learning and its underlying technology, to accelerate Bayesian inference in high-dimensional settings. Specifically, we…

Cosmology and Nongalactic Astrophysics · Physics 2024-09-06 Davide Piras , Alicja Polanska , Alessio Spurio Mancini , Matthew A. Price , Jason D. McEwen

Determination of cosmological parameters is a major goal in cosmology at present. The availability of improved data sets necessitates the development of novel statistical tools to interpret the inference from a cosmological model. In this…

Cosmology and Nongalactic Astrophysics · Physics 2024-09-04 Ranbir Sharma , H K Jassal

The modern scale of data has brought new challenges to Bayesian inference. In particular, conventional MCMC algorithms are computationally very expensive for large data sets. A promising approach to solve this problem is embarrassingly…

Machine Learning · Statistics 2015-10-27 Xiangyu Wang , Fangjian Guo , Katherine A. Heller , David B. Dunson

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

Computation · Statistics 2012-01-19 Ajay Jasra , Nikolas Kantas

We propose an efficient Bayesian MCMC algorithm for estimating cosmological parameters from CMB data without use of likelihood approximations. It builds on a previously developed Gibbs sampling framework that allows for exploration of the…

Cosmology and Nongalactic Astrophysics · Physics 2016-03-29 Benjamin Racine , Jeffrey B. Jewell , Hans Kristian K. Eriksen , Ingunn K. Wehus

Using Markov chain Monte Carlo to sample from posterior distributions was the key innovation which made Bayesian data analysis practical. Notoriously, however, MCMC is hard to tune, hard to diagnose, and hard to parallelize. This…

Computation · Statistics 2022-03-18 Cosma Rohilla Shalizi

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

Computation · Statistics 2024-08-06 Chenyang Zhong , Shouxuan Ji , Tian Zheng