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We propose in this work RBM-SVGD, a stochastic version of Stein Variational Gradient Descent (SVGD) method for efficiently sampling from a given probability measure and thus useful for Bayesian inference. The method is to apply the Random…
We introduce an approach based on mirror descent and sequential Monte Carlo (SMC) to perform joint parameter inference and posterior estimation in latent variable models. This approach is based on minimisation of a functional over the…
Sequential neural posterior estimation (SNPE) techniques have been recently proposed for dealing with simulation-based models with intractable likelihoods. Unlike approximate Bayesian computation, SNPE techniques learn the posterior from…
Inferring the properties of colliding black holes from gravitational-wave observations is subject to systematic errors arising from modelling uncertainties. Although the accuracy of each model can be calculated through comparison to…
Maximum likelihood estimation is an important statistical technique for estimating missing data, for example in climate and environmental applications, which are usually large and feature data points that are irregularly spaced. In…
The simulated tempering (ST) is an important method to deal with systems whose phase spaces are hard to sample ergodically. However, it uses accepting probabilities weights which often demand involving and time consuming calculations. Here…
Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant…
This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…
The marginal likelihood is a well established model selection criterion in Bayesian statistics. It also allows to efficiently calculate the marginal posterior model probabilities that can be used for Bayesian model averaging of quantities…
This paper examines Bayesian belief network inference using simulation as a method for computing the posterior probabilities of network variables. Specifically, it examines the use of a method described by Henrion, called logic sampling,…
Nested sampling (NS) is a stochastic method for computing the log-evidence of a Bayesian problem. It relies on stochastic estimates of prior volumes enclosed by likelihood contours, which limits the accuracy of the log-evidence calculation.…
The effectiveness of a new algorithm, parallel tempering, is studied for numerical simulations of biological molecules. These molecules suffer from a rough energy landscape. The resulting slowing down in numerical simulations is overcome by…
We present a systematic comparison of the binary black hole (BBH) signal waveform reconstructed by two independent and complementary approaches used in LIGO and Virgo source inference: a template-based analysis, and a morphology-independent…
Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…
When statistical analyses consider multiple data sources, Markov melding provides a method for combining the source-specific Bayesian models. Markov melding joins together submodels that have a common quantity. One challenge is that the…
Gravitational wave models are used to infer the properties of black holes in merging binaries from the observed gravitational wave signals through Bayesian inference. Although we have access to a large collection of signal models that are…
Inferring the astrophysical parameters of coalescing compact binaries is a key science goal of the upcoming advanced LIGO-Virgo gravitational-wave detector network and, more generally, gravitational-wave astronomy. However, current…
Calculation of Bayesian posteriors and model evidences typically requires numerical integration. Bayesian quadrature (BQ), a surrogate-model-based approach to numerical integration, is capable of superb sample efficiency, but its lack of…
Seismic tomography is a methodology to image the interior of solid or fluid media, and is often used to map properties in the subsurface of the Earth. In order to better interpret the resulting images it is important to assess imaging…
This work is concerned with the numerical simulation of ablation of geological materials using a millimetre wave source. To this end, a new mathematical model is developed for a thermal approach to the problem, allowing for large scale…