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State space models contain time-indexed parameters, termed states, as well as static parameters, simply termed parameters. The problem of inferring both static parameters as well as states simultaneously, based on time-indexed observations,…

Computation · Statistics 2021-05-28 Anthony Ebert , Pierre Pudlo , Kerrie Mengersen , Paul Wu , Christopher Drovandi

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

Methodology · Statistics 2022-02-28 Rosario Barone , Andrea Tancredi

Using theoretical and numerical results, we document the accuracy of commonly applied variational Bayes methods across a range of state space models. The results demonstrate that, in terms of accuracy on fixed parameters, there is a clear…

Methodology · Statistics 2022-02-25 David T. Frazier , Ruben Loaiza-Maya , Gael M. Martin

Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…

Data Analysis, Statistics and Probability · Physics 2017-02-01 Sudipta Bera , Shuvojit Paul , Rajesh Singh , Dipanjan Ghosh , Avijit Kundu , Ayan Banerjee , R. Adhikari

The relations between observable stellar parameters are usually assumed to be deterministic. That is, given an infinitely precise measurement of independent variable, `$x$', and some model, the value of dependent variable, `$y$' can be…

Solar and Stellar Astrophysics · Physics 2016-07-19 Ruth Angus , David Kipping

We present a direct parametrization for continuous-time stochastic state-space models that ensures external stability via the stochastic bounded-real lemma. Our formulation facilitates the construction of probabilistic priors that enforce…

Methodology · Statistics 2025-09-23 Mohamad Al Ahdab , Zheng-Hua Tan , John Leth

We present a unified description of dense matter and neutron-star structure based on simple but physically motivated models. Starting from the thermodynamics of degenerate Fermi gases, we construct an equation of state for cold, catalyzed…

Nuclear Theory · Physics 2026-01-28 Elissaios Andronopoulos , Konstantinos N. Gourgouliatos

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

Logic in Computer Science · Computer Science 2018-06-12 Dimitrios Milios , Guido Sanguinetti , David Schnoerr

The rapid increase in the number and precision of astrophysical probes of neutron stars in recent years allows for the inference of their equation of state. Observations target different macroscopic properties of neutron stars which vary…

High Energy Astrophysical Phenomena · Physics 2022-03-31 Isaac Legred , Katerina Chatziioannou , Reed Essick , Philippe Landry

Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cram\'er-Rao bound is not well defined. In particular, it applies when no…

Quantum Physics · Physics 2021-03-17 Simon Morelli , Ayaka Usui , Elizabeth Agudelo , Nicolai Friis

The recent development of compressed sensing has led to spectacular advances in the understanding of sparse linear estimation problems as well as in algorithms to solve them. It has also triggered a new wave of developments in the related…

Information Theory · Computer Science 2016-07-05 Christophe Schülke

The past years have witnessed tremendous progress in understanding the properties of neutron stars and of the dense matter in their cores, made possible by electromagnetic observations of neutron stars and the detection of gravitational…

Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalisation constants requires summation over large or possibly infinite sets, which can be impractical. This paper…

Methodology · Statistics 2023-09-04 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates

Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…

Instrumentation and Methods for Astrophysics · Physics 2021-12-15 Will J. Percival , Oliver Friedrich , Elena Sellentin , Alan Heavens

A metamodeling for the nucleonic equation of state (EOS), inspired from a Taylor expansion around the saturation density of symmetric nuclear matter, is proposed and parameterized in terms of the empirical parameters. The present knowledge…

Nuclear Theory · Physics 2018-03-07 J. Margueron , R. Hoffmann Casali , F. Gulminelli

We explore the possible mass radius relation of compact stars for the equation of states with a first order phase transition. The low density matter is described by a nuclear matter equation of state resulting from fits to nuclear…

High Energy Astrophysical Phenomena · Physics 2018-04-04 Jan-Erik Christian , Andreas Zacchi , Jürgen Schaffner-Bielich

We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…

Computation · Statistics 2015-03-13 Daniel Yekutieli

The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…

Statistical Finance · Quantitative Finance 2008-12-02 Federico Bassetti

The absence of compelling theoretical model requires the parameterizing the dark energy to probe its properties. The parametrization of the equation of state of the dark energy is a common method. We explore the theoretical optimization of…

Cosmology and Nongalactic Astrophysics · Physics 2014-03-11 Seokcheon Lee

Online joint estimation of unknown parameters and states in a dynamical system with uncertainty quantification is crucial in many applications. For example, digital twins dynamically update their knowledge of model parameters and states to…

Methodology · Statistics 2026-01-01 Liliang Wang , Alex Gorodetsky