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In this project, we propose a Variational Inference algorithm to approximate posterior distributions. Building on prior methods, we develop the Gradient-Steered Stein Variational Gradient Descent (G-SVGD) approach. This method introduces a…

Computation · Statistics 2025-02-03 Jose L. Varona-Santana , Marcos A. Capistrán

Thermodynamic properties can be in principle derived from the partition function, which, in many-atom systems, is hard to evaluate as it involves a sum on the accessible microscopic states. Recently, the partition function has been computed…

This review provides a conceptual and technical survey of methods for parameter estimation of gravitational wave signals in ground-based interferometers such as LIGO and Virgo. We introduce the framework of Bayesian inference and provide an…

General Relativity and Quantum Cosmology · Physics 2024-07-01 Javier Roulet , Tejaswi Venumadhav

Two important enhanced sampling algorithms, simulated (ST) and parallel (PT) tempering, are commonly used when ergodic simulations may be hard to achieve, e.g, due to a phase space separated by large free-energy barriers. This is so for…

Statistical Mechanics · Physics 2010-11-11 Carlos E. Fiore , M. G. E. da Luz

Parameter estimation for gravitational-wave signals is computationally demanding due to the high dimensionality of the parameter space and the cost of repeated waveform generation in traditional Bayesian inference. These analyses require on…

General Relativity and Quantum Cosmology · Physics 2026-03-30 Sama Al-Shammari , Alexandre Göttel , Masaki Iwaya , Vivien Raymond

The properties of black-hole and neutron-star binaries are extracted from gravitational-wave signals using Bayesian inference. This involves evaluating a multi-dimensional posterior probability function with stochastic sampling. The…

General Relativity and Quantum Cosmology · Physics 2021-09-29 Virginia D'Emilio , Rhys Green , Vivien Raymond

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

The impracticality of posterior sampling has prevented the widespread adoption of spike-and-slab priors in high-dimensional applications. To alleviate the computational burden, optimization strategies have been proposed that quickly find…

Methodology · Statistics 2021-03-30 Lizhen Nie , Veronika Ročková

Gravitational wave astronomy typically relies on rigorous, computationally expensive Bayesian analyses. Several methods have been developed to perform rapid Bayesian inference, but they are not yet used to inform our full analyses. We…

General Relativity and Quantum Cosmology · Physics 2026-01-30 Metha Prathaban , Charlie Hoy , Michael J. Williams

Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…

Methodology · Statistics 2024-03-04 Yuling Yao , Bruno Régaldo-Saint Blancard , Justin Domke

We present an efficient sampling method for computing a partition function and accelerating configuration sampling. The method performs a random walk in the $\lambda$ space, with $\lambda$ being any thermodynamic variable that characterizes…

Computational Physics · Physics 2010-03-02 Cheng Zhang , Jianpeng Ma

Nested sampling (NS) is the preferred stochastic sampling algorithm for gravitational-wave inference for compact binary coalenscences (CBCs). It can handle the complex nature of the gravitational-wave likelihood surface and provides an…

Instrumentation and Methods for Astrophysics · Physics 2025-10-08 Michael J. Williams , Minas Karamanis , Yilin Luo , Uroš Seljak

While gradient-based discrete samplers are effective in sampling from complex distributions, they are susceptible to getting trapped in local minima, particularly in high-dimensional, multimodal discrete distributions, owing to the…

Machine Learning · Statistics 2025-05-21 Luxu Liang , Yuhang Jia , Feng Zhou

The current and upcoming generation of Very Large Volume Neutrino Telescopes---collecting unprecedented quantities of neutrino events---can be used to explore subtle effects in oscillation physics, such as (but not restricted to) the…

Data Analysis, Statistics and Probability · Physics 2019-12-05 IceCube Collaboration , M. G. Aartsen , M. Ackermann , J. Adams , J. A. Aguilar , M. Ahlers , M. Ahrens , I. Al Samarai , D. Altmann , K. Andeen , T. Anderson , I. Ansseau , G. Anton , C. Argüelles , T. C. Arlen , J. Auffenberg , S. Axani , H. Bagherpour , X. Bai , A. Balagopal V. , J. P. Barron , I. Bartos , S. W. Barwick , V. Baum , R. Bay , J. J. Beatty , J. Becker Tjus , K. -H. Becker , S. BenZvi , D. Berley , E. Bernardini , D. Z. Besson , G. Binder , D. Bindig , E. Blaufuss , S. Blot , C. Bohm , M. Bohmer , M. Börner , F. Bos , S. Böser , O. Botner , E. Bourbeau , J. Bourbeau , F. Bradascio , J. Braun , M. Brenzke , H. -P. Bretz , S. Bron , J. Brostean-Kaiser , A. Burgman , R. S. Busse , T. Carver , E. Cheung , D. Chirkin , A. Christov , K. Clark , L. Classen , G. H. Collin , J. M. Conrad , P. Coppin , P. Correa , D. F. Cowen , R. Cross , P. Dave , M. Day , J. P. A. M. de André , C. De Clercq , J. J. DeLaunay , H. Dembinski , S. De Ridder , P. Desiati , K. D. de Vries , G. de Wasseige , M. de With , T. DeYoung , J. C. Díaz-Vélez , V. di Lorenzo , H. Dujmovic , J. P. Dumm , M. Dunkman , M. A. DuVernois , E. Dvorak , B. Eberhardt , T. Ehrhardt , B. Eichmann , P. Eller , R. Engel , J. J. Evans , P. A. Evenson , S. Fahey , A. R. Fazely , J. Felde , K. Filimonov , C. Finley , S. Flis , A. Franckowiak , E. Friedman , A. Fritz , T. K. Gaisser , J. Gallagher , A. Gartner , L. Gerhardt , R. Gernhaeuser , K. Ghorbani , W. Giang , T. Glauch , T. Glüsenkamp , A. Goldschmidt , J. G. Gonzalez , D. Grant , Z. Griffith , C. Haack , A. Hallgren , F. Halzen , K. Hanson , J. Haugen , A. Haungs , D. Hebecker , D. Heereman , K. Helbing , R. Hellauer , F. Henningsen , S. Hickford , J. Hignight , G. C. Hill , K. D. Hoffman , B. Hoffmann , R. Hoffmann , T. Hoinka , B. Hokanson-Fasig , K. Holzapfel , K. Hoshina , F. Huang , M. Huber , T. Huber , T. Huege , K. Hultqvist , M. Hünnefeld , R. Hussain , S. In , N. Iovine , A. Ishihara , E. Jacobi , G. S. Japaridze , M. Jeong , K. Jero , B. J. P. Jones , P. Kalaczynski , O. Kalekin , W. Kang , D. Kang , A. Kappes , D. Kappesser , T. Karg , A. Karle , T. Katori , U. Katz , M. Kauer , A. Keivani , J. L. Kelley , A. Kheirandish , J. Kim , M. Kim , T. Kintscher , J. Kiryluk , T. Kittler , S. R. Klein , R. Koirala , H. Kolanoski , L. Köpke , C. Kopper , S. Kopper , J. P. Koschinsky , D. J. Koskinen , M. Kowalski , C. B. Krauss , K. Krings , M. Kroll , G. Krückl , S. Kunwar , N. Kurahashi , T. Kuwabara , A. Kyriacou , M. Labare , J. L. Lanfranchi , M. J. Larson , F. Lauber , D. Lennarz , K. Leonard , M. Lesiak-Bzdak , A. Leszczynska , M. Leuermann , Q. R. Liu , E. Lohfink , J. LoSecco , C. J. Lozano Mariscal , L. Lu , J. Lünemann , W. Luszczak , J. Madsen , G. Maggi , K. B. M. Mahn , S. Mancina , S. Mandalia , S. Marka , Z. Marka , R. Maruyama , K. Mase , R. Maunu , K. Meagher , M. Medici , M. Meier , T. Menne , G. Merino , T. Meures , S. Miarecki , J. Micallef , G. Momenté , T. Montaruli , R. W. Moore , M. Moulai , R. Nahnhauer , P. Nakarmi , U. Naumann , G. Neer , H. Niederhausen , S. C. Nowicki , D. R. Nygren , A. Obertacke Pollmann , M. Oehler , A. Olivas , A. O'Murchadha , E. O'Sullivan , A. Palazzo , T. Palczewski , H. Pandya , D. V. Pankova , L. Papp , P. Peiffer , J. A. Pepper , C. Pérez de los Heros , T. C. Petersen , D. Pieloth , E. Pinat , J. L. Pinfold , M. Plum , P. B. Price , G. T. Przybylski , C. Raab , L. Rädel , M. Rameez , L. Rauch , K. Rawlins , I. C. Rea , R. Reimann , B. Relethford , M. Relich , M. Renschler , E. Resconi , W. Rhode , M. Richman , M. Riegel , S. Robertson , M. Rongen , C. Rott , T. Ruhe , D. Ryckbosch , D. Rysewyk , I. Safa , T. Sälzer , S. E. Sanchez Herrera , A. Sandrock , J. Sandroos , P. Sandstrom , M. Santander , S. Sarkar , S. Sarkar , K. Satalecka , H. Schieler , P. Schlunder , T. Schmidt , A. Schneider , S. Schoenen , S. Schöneberg , F. G. Schröder , L. Schumacher , S. Sclafani , D. Seckel , S. Seunarine , M. H. Shaevitz , J. Soedingrekso , D. Soldin , S. Söldner-Rembold , M. Song , G. M. Spiczak , C. Spiering , J. Stachurska , M. Stamatikos , T. Stanev , A. Stasik , R. Stein , J. Stettner , A. Steuer , T. Stezelberger , R. G. Stokstad , A. Stößl , N. L. Strotjohann , T. Stuttard , G. W. Sullivan , M. Sutherland , I. Taboada , A. Taketa , H. K. M. Tanaka , J. Tatar , F. Tenholt , S. Ter-Antonyan , A. Terliuk , S. Tilav , P. A. Toale , M. N. Tobin , C. Tönnis , S. Toscano , D. Tosi , M. Tselengidou , C. F. Tung , A. Turcati , C. F. Turley , B. Ty , E. Unger , M. Usner , J. Vandenbroucke , W. Van Driessche , D. van Eijk , N. van Eijndhoven , S. Vanheule , J. van Santen , D. Veberic , E. Vogel , M. Vraeghe , C. Walck , A. Wallace , M. Wallraff , F. D. Wandler , N. Wandkowsky , A. Waza , C. Weaver , A. Weindl , M. J. Weiss , C. Wendt , J. Werthebach , S. Westerhoff , B. J. Whelan , K. Wiebe , C. H. Wiebusch , L. Wille , D. R. Williams , L. Wills , M. Wolf , J. Wood , T. R. Wood , E. Woolsey , K. Woschnagg , G. Wrede , S. Wren , D. L. Xu , X. W. Xu , Y. Xu , J. P. Yanez , G. Yodh , S. Yoshida , T. Yuan

The purpose of this mock data and science challenge is to prepare the data analysis and science interpretation for the second generation of gravitational-wave experiments Advanced LIGO-Virgo in the search for a stochastic gravitational-wave…

The Advanced LIGO and Advanced Virgo gravitational wave (GW) detectors will begin operation in the coming years, with compact binary coalescence events a likely source for the first detections. The gravitational waveforms emitted directly…

We investigate the utility to computational Bayesian analyses of a particular family of recursive marginal likelihood estimators characterized by the (equivalent) algorithms known as "biased sampling" or "reverse logistic regression" in the…

Methodology · Statistics 2014-10-16 Ewan Cameron , Anthony Pettitt

We introduce a novel approach to boost the efficiency of the importance nested sampling (INS) technique for Bayesian posterior and evidence estimation using deep learning. Unlike rejection-based sampling methods such as vanilla nested…

Instrumentation and Methods for Astrophysics · Physics 2023-06-30 Johannes U. Lange

The nested sampling algorithm has been shown to be a general method for calculating the pressure-temperature-composition phase diagrams of materials. While the previous implementation used single-particle Monte Carlo moves, these are…

Statistical Mechanics · Physics 2017-11-17 Robert J. N. Baldock , Noam Bernstein , K. Michael Salerno , Lívia B. Pártay , Gábor Csányi

Bayesian inference involves two main computational challenges. First, in estimating the parameters of some model for the data, the posterior distribution may well be highly multi-modal: a regime in which the convergence to stationarity of…

Instrumentation and Methods for Astrophysics · Physics 2019-12-10 F. Feroz , M. P. Hobson , E. Cameron , A. N. Pettitt