Related papers: EPIC - Easy Parameter Inference in Cosmology: The …

Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…

emcee is a Python library implementing a class of affine-invariant ensemble samplers for Markov chain Monte Carlo (MCMC). This package has been widely applied to probabilistic modeling problems in astrophysics where it was originally…

In this work, we present a new method to estimate cosmological parameters accurately based on the artificial neural network (ANN), and a code called ECoPANN (Estimating Cosmological Parameters with ANN) is developed to achieve parameter…

Slice Sampling has emerged as a powerful Markov Chain Monte Carlo algorithm that adapts to the characteristics of the target distribution with minimal hand-tuning. However, Slice Sampling's performance is highly sensitive to the…

In this paper, we propose a MCMC algorithm based on elliptical slice sampling with the purpose to improve sampling efficiency. During sampling, a mixture distribution is fitted periodically to previous samples. The components of the mixture…

MontePython is a parameter inference package for cosmology. We present the latest development of the code over the past couple of years. We explain, in particular, two new ingredients both contributing to improve the performance of…

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

Inference after model selection presents computational challenges when dealing with intractable conditional distributions. Markov chain Monte Carlo (MCMC) is a common method for sampling from these distributions, but its slow convergence…

In this paper, we present a novel method for computing the relative entropy as well as the expected relative entropy using an MCMC chain. The relative entropy from information theory can be used to quantify differences in posterior…

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of…

Hierarchical spatial models are very flexible and popular for a vast array of applications in areas such as ecology, social science, public health, and atmospheric science. It is common to carry out Bayesian inference for these models via…

ParaMonte::Python (standing for Parallel Monte Carlo in Python) is a serial and MPI-parallelized library of (Markov Chain) Monte Carlo (MCMC) routines for sampling mathematical objective functions, in particular, the posterior distributions…

We present an application, EasyScan_HEP, for connecting programs to scan the parameter space of High Energy Physics (HEP) models using various sampling algorithms. We develop EasyScan_HEP according to the principle of flexibility and…

In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes into account all the variable sampled in a sequential Monte…

Bayesian data analysis is widely used across many disciplines, and representative examples in materials science include spectral analysis and sparse modeling. In such applications, the underlying models often become complex and yield…

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…

Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

We present and apply Gaussbock, a new embarrassingly parallel iterative algorithm for cosmological parameter estimation designed for an era of cheap parallel computing resources. Gaussbock uses Bayesian nonparametrics and truncated…

This lecture note provides a self-contained introduction to Bayesian inference and Markov Chain Monte Carlo (MCMC) methods for parameter estimation in epidemic models. Using the classical Susceptible-Infectious-Recovered (SIR) compartmental…