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The original formulation of BEAMS - Bayesian Estimation Applied to Multiple Species - showed how to use a dataset contaminated by points of multiple underlying types to perform unbiased parameter estimation. An example is cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-03-02 James Newling , Bruce. A. Bassett , Renée Hlozek , Martin Kunz , Mathew Smith , Melvin Varughese

This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…

Methodology · Statistics 2010-02-11 Christian P. Robert , Jean-Michel Marin , Judith Rousseau

Unsupervised clustering of curves according to their shapes is an important problem with broad scientific applications. The existing model-based clustering techniques either rely on simple probability models (e.g., Gaussian) that are not…

Machine Learning · Statistics 2015-04-03 Zhengwu Zhang , Debdeep Pati , Anuj Srivastava

Using a quadratic saddle-point approximation, we show how information about a particle-emitting source can be extracted from gaussian fits to two-particle correlation data. Although the formalism is completely general, extraction of the…

Nuclear Theory · Physics 2008-11-26 Scott Chapman , J. Rayford Nix , Ulrich Heinz

Bayesian inference plays an important role in advancing machine learning, but faces computational challenges when applied to complex models such as deep neural networks. Variational inference circumvents these challenges by formulating…

Machine Learning · Statistics 2018-08-03 Mohammad Emtiyaz Khan , Didrik Nielsen

Statistical modeling is a key component in the extraction of physical results from lattice field theory calculations. Although the general models used are often strongly motivated by physics, many model variations can frequently be…

Methodology · Statistics 2021-06-10 William I. Jay , Ethan T. Neil

While causal models are becoming one of the mainstays of machine learning, the problem of uncertainty quantification in causal inference remains challenging. In this paper, we study the causal data fusion problem, where datasets pertaining…

Machine Learning · Statistics 2021-06-08 Siu Lun Chau , Jean-François Ton , Javier González , Yee Whye Teh , Dino Sejdinovic

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…

Machine Learning · Statistics 2022-03-16 Max Sklar

A comprehensive artificial intelligence system needs to not only perceive the environment with different `senses' (e.g., seeing and hearing) but also infer the world's conditional (or even causal) relations and corresponding uncertainty.…

Machine Learning · Statistics 2021-01-07 Hao Wang , Dit-Yan Yeung

In model development, model calibration and validation play complementary roles toward learning reliable models. In this article, we expand the Bayesian Validation Metric framework to a general calibration and validation framework by…

Methodology · Statistics 2020-08-04 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…

Numerical Analysis · Computer Science 2013-03-19 Bojana V. Rosić , Anna Kučerová , Jan Sýkora , Oliver Pajonk , Alexander Litvinenko , Hermann G. Matthies

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson

A new method of extracting the low-lying energy spectrum from Monte Carlo estimates of Euclidean-space correlation functions which incorporates Bayesian inference is described and tested. The procedure fully exploits the information present…

High Energy Physics - Lattice · Physics 2009-11-07 Colin Morningstar

We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…

Computation · Statistics 2022-07-19 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

When combining apparently inconsistent experimental results, one often implements errors on errors. The Particle Data Group's phenomenological prescription offers a practical solution but lacks a firm theoretical foundation. To address…

High Energy Physics - Phenomenology · Physics 2025-08-22 Satoshi Mishima , Kin-ya Oda

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

We study frequentist asymptotic properties of Bayesian procedures for high-dimensional Gaussian sparse regression when unknown nuisance parameters are involved. Nuisance parameters can be finite-, high-, or infinite-dimensional. A mixture…

Statistics Theory · Mathematics 2021-02-18 Seonghyun Jeong , Subhashis Ghosal

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Methodology · Statistics 2013-09-24 Zuofeng Shang , Ping Li
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