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We introduce a new Markov Chain Monte Carlo (MCMC) algorithm with parallel tempering for fitting theoretical models of horizon-scale images of black holes to the interferometric data from the Event Horizon Telescope (EHT). The algorithm…

Instrumentation and Methods for Astrophysics · Physics 2020-05-20 Dimitrios Psaltis , Feryal Ozel , Lia Medeiros , Pierre Christian , Junhan Kim , Chi-kwan Chan , Landen J. Conway , Carolyn A. Raithel , Dan Marrone , Tod R. Lauer

Intensity interferometry -- the correlation of spatially separated light intensities -- has historically been an important tool for precision optical astronomical observations. However, due to the extremely narrow field of view, its scope…

Instrumentation and Methods for Astrophysics · Physics 2023-07-10 Ken Van Tilburg , Masha Baryakhtar , Marios Galanis , Neal Weiner

By introducing Crossing functions and hyper-parameters I show that the Bayesian interpretation of the Crossing Statistics [1] can be used trivially for the purpose of model selection among cosmological models. In this approach to falsify a…

Cosmology and Nongalactic Astrophysics · Physics 2012-05-24 Arman Shafieloo

We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…

Machine Learning · Statistics 2014-11-04 Tom Gunter , Michael A. Osborne , Roman Garnett , Philipp Hennig , Stephen J. Roberts

I present CMBAnalysis, a state-of-the-art Python framework designed for high-precision analysis of Cosmic Microwave Background (CMB) radiation data. This comprehensive package implements parallel Markov Chain Monte Carlo (MCMC) techniques…

Cosmology and Nongalactic Astrophysics · Physics 2024-11-20 Srikrishna S Kashyap

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms which are primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Single instances of MCMC methods are widely…

Computation · Statistics 2019-05-27 Alessandro Varsi , Lykourgos Kekempanos , Jeyarajan Thiyagalingam , Simon Maskell

This paper introduces the Bayesian Inference Engine (BIE), a general parallel, optimised software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-04 Martin D. Weinberg

We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…

Computation · Statistics 2019-10-15 Babak Shahbaba , Luis Martinez Lomeli , Tian Chen , Shiwei Lan

A Bayesian re-analysis of published radial velocity data sets is providing evidence for additional planetary candidates. The nonlinear model fitting is accomplished with a new hybrid Markov chain Monte Carlo (HMCMC) algorithm which…

Earth and Planetary Astrophysics · Physics 2009-02-13 P. C. Gregory

The combinatorial sequential Monte Carlo (CSMC) has been demonstrated to be an efficient complementary method to the standard Markov chain Monte Carlo (MCMC) for Bayesian phylogenetic tree inference using biological sequences. It is…

Computation · Statistics 2020-08-12 Shijia Wang , Liangliang Wang

In the observation of sky-averaged HI signal from Epoch of Reionization, model parameter inference can be a computation-intensive work, which makes it hard to perform a direct one-stage model parameter inference by using MCMC sampling…

Cosmology and Nongalactic Astrophysics · Physics 2020-01-15 Junhua Gu , Jingying Wang

Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…

Machine Learning · Computer Science 2025-09-03 Yohei Saito , Shun Kimura , Koujin Takeda

This paper proposes Bayesian mosaic, a parallelizable composite posterior, for scalable Bayesian inference on a broad class of multivariate discrete data models. Sampling is embarrassingly parallel since Bayesian mosaic is a multiplication…

Methodology · Statistics 2018-04-03 Ye Wang , David Dunson

The abundance of new cosmological data becoming available means that a wider range of cosmological models are testable than ever before. However, an important distinction must be made between parameter fitting and model selection. While…

Astrophysics · Physics 2009-11-13 Pia Mukherjee , David Parkinson , Andrew R. Liddle

Presented in this paper is a Markov chain Monte Carlo (MCMC) routine for conducting coherent parameter estimation for interferometric gravitational wave observations of an inspiral of binary compact objects using data from multiple…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Christian Röver , Renate Meyer , Nelson Christensen

Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…

Applications · Statistics 2021-07-28 Kai Zhou , Jiong Tang

Sampling from the full posterior distribution of high-dimensional non-linear, non-Gaussian latent dynamical models presents significant computational challenges. While Particle Gibbs (also known as conditional sequential Monte Carlo) is…

Computation · Statistics 2025-03-05 Adrien Corenflos , Simo Särkkä

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney

CosmoMC is a Cosmological Monte Carlo package that explores parameter space, finds the best-fit values, and makes contour plots for various observational data. The present manual assists you with the installation steps and running of…

Instrumentation and Methods for Astrophysics · Physics 2020-03-18 Hossein Moshafi , Majid Bahraminasr

Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…

Computation · Statistics 2014-10-23 Jamie Owen , Darren J. Wilkinson , Colin S. Gillespie
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