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We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…

Methodology · Statistics 2019-09-10 Zdravko I. Botev , Pierre L'Ecuyer

The decreasing cost and improved sensor and monitoring system technology (e.g. fiber optics and strain gauges) have led to more measurements in close proximity to each other. When using such spatially dense measurement data in Bayesian…

Methodology · Statistics 2023-08-21 Ioannis Koune , Arpad Rozsas , Arthur Slobbe , Alice Cicirello

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

When collaborating with an AI system, we need to assess when to trust its recommendations. If we mistakenly trust it in regions where it is likely to err, catastrophic failures may occur, hence the need for Bayesian approaches for…

Artificial Intelligence · Computer Science 2021-02-23 Federico Cerutti , Lance M. Kaplan , Angelika Kimmig , Murat Sensoy

Certifying safety in dynamical systems is crucial, but barrier certificates - widely used to verify that system trajectories remain within a safe region - typically require explicit system models. When dynamics are unknown, data-driven…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Robert Lefringhausen , Sami Leon Noel Aziz Hanna , Elias August , Sandra Hirche

We propose Bayesian Conformal Prediction (BCP), a framework that combines Bayesian posterior predictive distributions with PAC-style conformal risk control to produce prediction sets with finite-sample coverage guarantees. Standard…

Machine Learning · Computer Science 2026-05-11 Fanyi Wu , Veronika Lohmanova , Samuel Kaski , Michele Caprio

The detection and characterization of quantum coherence is of fundamental importance both in the foundations of quantum theory as well as for the rapidly developing field of quantum technologies, where coherence has been linked to quantum…

Quantum Physics · Physics 2025-12-18 Rhea Alexander , Michalis Skotiniotis , Daniel Manzano

We address the problem of reconstructing quantum theory from the perspective of an agent who makes bets about the outcomes of possible experiments. We build a general Bayesian framework that can be used to organize the agent's beliefs and…

Quantum Physics · Physics 2020-10-28 Giulio Chiribella , Adán Cabello , Matthias Kleinmann , Markus P. Müller

Image reconstruction in X ray tomography consists in determining an object from its projections. In many applications such as non destructive testing, we look for an image who has a constant value inside a region (default) and another…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

We introduce a single-number metric, quantum volume, that can be measured using a concrete protocol on near-term quantum computers of modest size ($n\lesssim 50$), and measure it on several state-of-the-art transmon devices, finding values…

Quantum Physics · Physics 2019-10-14 Andrew W. Cross , Lev S. Bishop , Sarah Sheldon , Paul D. Nation , Jay M. Gambetta

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

We study the problem of quantum-state tomography under the assumption that the state of the system is close to pure. In this context, an efficient measurements that one typically formulates uniquely identify a pure state from within the set…

Quantum Physics · Physics 2016-05-11 Amir Kalev , Charles H. Baldwin , Ivan H. Deutsch

This paper deals with some computational aspects in the Bayesian analysis of statistical models with intractable normalizing constants. In the presence of intractable normalizing constants in the likelihood function, traditional MCMC…

Computation · Statistics 2008-04-22 Yves Atchade , Nicolas Lartillot , Christian P. Robert

In modern data analysis, nonparametric measures of discrepancies between random variables are particularly important. The subject is well-studied in the frequentist literature, while the development in the Bayesian setting is limited where…

Methodology · Statistics 2022-01-25 Qinyi Zhang , Veit Wild , Sarah Filippi , Seth Flaxman , Dino Sejdinovic

Divide-and-conquer methods use large-sample approximations to provide frequentist guarantees when each block of data is both small enough to facilitate efficient computation and large enough to support approximately valid inferences. When…

Methodology · Statistics 2025-04-01 Emily C. Hector , Leonardo Cella , Ryan Martin

There are many practical difficulties in the calibration of computer models to experimental data. One such complication is the fact that certain combinations of the calibration inputs can cause the code to output data lacking fundamental…

Methodology · Statistics 2020-06-16 Peter W. Marcy , Curtis B. Storlie

Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…

Optimization and Control · Mathematics 2026-05-26 Timothy C. Y. Chan , Nathan Sandholtz , Nasrin Yousefi

Naive attempts to put together relativity and quantum measurements lead to signaling between space-like separated regions. In QFT, these are known as impossible measurements. We show that the same problem arises in non-relativistic quantum…

Quantum Physics · Physics 2024-02-28 Nicolas Gisin , Flavio Del Santo
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