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In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

Statistics Theory · Mathematics 2017-01-26 Fetze Pijlman

We develop a field-level posterior for cosmological data by marginalizing over initial conditions and noise in a general forward model. While our focus is on large-scale structure data, the results generalize to any weakly non-Gaussian…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-29 Massimo Pietroni , Fabian Schmidt

In cosmic shear likelihood analyses the covariance is most commonly assumed to be constant in parameter space. Therefore, when calculating the covariance matrix (analytically or from simulations), its underlying cosmology should not…

Astrophysics · Physics 2015-05-13 Tim Eifler , Peter Schneider , Jan Hartlap

Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…

Methodology · Statistics 2025-07-24 Sreya Sarkar , Kshitij Khare , Sanvesh Srivastava

This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…

Methodology · Statistics 2019-02-14 Pallavi Ray , Debdeep Pati , Anirban Bhattacharya

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

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Machine Learning · Statistics 2014-04-08 Maurizio Filippone , Mark Girolami

Super-sample covariance (SSC) is an important effect for cosmological analyses that use the deep structure of the cosmic web; it may, however, be nontrivial to include it practically in a pipeline. We solve this difficulty by presenting a…

We consider joint inversion for two or more unknown parameters from observational data in the Bayesian framework. Standard approaches often either treat the parameters as independent or impose structural similarity through regularisation…

Methodology · Statistics 2026-05-04 Ruanui Nicholson , Matti Niskanen , Oliver J. Maclaren , Jari P. Kaipio

Discrete Markov random fields are undirected graphical models that capture complex conditional dependencies between discrete variables. Conducting exact posterior inference in these models is often computationally challenging because…

Methodology · Statistics 2026-03-10 Giuseppe Arena , Maarten Marsman

Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t distributed measurement noise are presented. The proposed algorithms improve upon our earlier proposed filter and smoother using the mean field…

Systems and Control · Computer Science 2016-03-22 Henri Nurminen , Tohid Ardeshiri , Robert Piche , Fredrik Gustafsson

We study the covariance of the cross-power spectrum of different tracers for the large-scale structure. We develop the counts-in-cells framework for the multi-tracer approach, and use this to derive expressions for the full non-Gaussian…

Astrophysics · Physics 2015-05-13 Robert E. Smith

In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…

Statistics Theory · Mathematics 2024-05-09 Piotr Zwiernik

We present a supervised machine learning-based method using convolutional neural networks to estimate the covariance matrix of Gaussian quantum states in the presence of thermal noise. Unlike computationally intensive density matrix…

Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…

Methodology · Statistics 2020-06-18 Niccolò Dalmasso , Ann B. Lee , Rafael Izbicki , Taylor Pospisil , Ilmun Kim , Chieh-An Lin

Gaussian graphical models are relevant tools to learn conditional independence structure between variables. In this class of models, Bayesian structure learning is often done by search algorithms over the graph space. The conjugate prior…

Statistics Theory · Mathematics 2021-07-19 Reza Mohammadi , Helene Massam , Gerard Letac

We introduce PseudoNet, a new pseudolikelihood-based estimator of the inverse covariance matrix, that has a number of useful statistical and computational properties. We show, through detailed experiments with synthetic and also real-world…

Methodology · Statistics 2016-10-17 Alnur Ali , Kshitij Khare , Sang-Yun Oh , Bala Rajaratnam

Measurements are a vital part of any quantum computation, whether as a final step to retrieve results, as an intermediate step to inform subsequent operations, or as part of the computation itself (as in measurement-based quantum…

Quantum Physics · Physics 2023-04-14 Stefanie J. Beale , Joel J. Wallman

The Bayesian Conjugate Gradient method (BayesCG) is a probabilistic generalization of the Conjugate Gradient method (CG) for solving linear systems with real symmetric positive definite coefficient matrices. Our CG-based implementation of…

Numerical Analysis · Mathematics 2022-10-04 Tim W. Reid , Ilse C. F. Ipsen , Jon Cockayne , Chris J. Oates

Covariance matrices are essential cosmological probes of fundamental physics, providing information on numerous fundamental physical parameters and varying with any change in the underlying cosmology. However, this cosmology dependence,…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-21 Theodore Steele , Robert Smith , Roisin O'Connor