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The complex and computationally expensive nature of landscape evolution models pose significant challenges in the inference and optimisation of unknown parameters. Bayesian inference provides a methodology for estimation and uncertainty…

Machine Learning · Statistics 2020-06-30 Rohitash Chandra , Danial Azam , Arpit Kapoor , R. Dietmar Müller

Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…

Machine Learning · Computer Science 2018-11-13 Rohitash Chandra , Konark Jain , Ratneel V. Deo , Sally Cripps

Recent advancements in Markov chain Monte Carlo (MCMC) sampling and surrogate modelling have significantly enhanced the feasibility of Bayesian analysis across engineering fields. However, the selection and integration of surrogate models…

Computational Physics · Physics 2024-11-22 Leon Riccius , Iuri B. C. M. Rocha , Joris Bierkens , Hanne Kekkonen , Frans P. van der Meer

Bayesian inverse problems arise in various scientific and engineering domains, and solving them can be computationally demanding. This is especially the case for problems governed by partial differential equations, where the repeated…

Numerical Analysis · Mathematics 2025-11-04 Juntao Yang , Jeff Adie , Simon See , Adriano Gualandi , Gianmarco Mengaldo

Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability…

Geophysics · Physics 2025-05-07 Giovanni Angelo Meles , Stefano Marelli , Niklas Linde

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…

Computation · Statistics 2017-12-27 Patrick Conrad , Andrew Davis , Youssef Marzouk , Natesh Pillai , Aaron Smith

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…

Amortized Bayesian model comparison (BMC) enables fast probabilistic ranking of models via simulation-based training of neural surrogates. However, the accuracy of neural surrogates deteriorates when simulation models are misspecified; the…

Machine Learning · Statistics 2026-05-13 Šimon Kucharský , Aayush Mishra , Daniel Habermann , Stefan T. Radev , Paul-Christian Bürkner

Deep learning models, such as convolutional neural networks, have long been applied to image and multi-media tasks, particularly those with structured data. More recently, there has been more attention to unstructured data that can be…

Machine Learning · Computer Science 2021-09-17 Rohitash Chandra , Ayush Bhagat , Manavendra Maharana , Pavel N. Krivitsky

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

Markov chain Monte Carlo (MCMC) is the predominant tool used in Bayesian parameter estimation for hierarchical models. When the model expands due to an increasing number of hierarchical levels, number of groups at a particular level, or…

Computation · Statistics 2016-06-22 Will Landau , Jarad Niemi

In this paper we demonstrate that tempering Markov chain Monte Carlo samplers for Bayesian models by recursively subsampling observations without replacement can improve the performance of baseline samplers in terms of effective sample size…

Machine Learning · Statistics 2014-01-29 Jan-Willem van de Meent , Brooks Paige , Frank Wood

Delayed-acceptance is a technique for reducing computational effort for Bayesian models with expensive likelihoods. Using a delayed-acceptance kernel for Markov chain Monte Carlo can reduce the number of expensive likelihoods evaluations…

Computation · Statistics 2026-01-07 Joshua J Bon , Anthony Lee , Christopher Drovandi

This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…

Computation · Statistics 2025-08-26 Frederic Cerou , Patrick Heas , Mathias Rousset

Embarrassingly parallel Markov Chain Monte Carlo (MCMC) exploits parallel computing to scale Bayesian inference to large datasets by using a two-step approach. First, MCMC is run in parallel on (sub)posteriors defined on data partitions.…

Machine Learning · Statistics 2022-03-31 Daniel Augusto de Souza , Diego Mesquita , Samuel Kaski , Luigi Acerbi

The Bayesian paradigm is becoming an increasingly popular framework for estimation and uncertainty quantification of unknown parameters in geo-physical inversion problems. Badlands is a basin and landscape evolution forward model for…

As modern neural networks get more complex, specifying a model with high predictive performance and sound uncertainty quantification becomes a more challenging task. Despite some promising theoretical results on the true posterior…

Machine Learning · Computer Science 2025-06-18 Alisa Sheinkman , Sara Wade

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

Due to the escalating growth of big data sets in recent years, new Bayesian Markov chain Monte Carlo (MCMC) parallel computing methods have been developed. These methods partition large data sets by observations into subsets. However, for…

Methodology · Statistics 2019-01-21 Zheng Wei , Erin M. Conlon
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