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Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

We present a sampling-free approach for computing the epistemic uncertainty of a neural network. Epistemic uncertainty is an important quantity for the deployment of deep neural networks in safety-critical applications, since it represents…

Machine Learning · Computer Science 2019-12-04 Janis Postels , Francesco Ferroni , Huseyin Coskun , Nassir Navab , Federico Tombari

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2016-05-03 Tiangang Cui , Kody J. H. Law , Youssef M. Marzouk

Density-equalizing map (DEM) serves as a powerful technique for creating shape deformations with the area changes reflecting an underlying density function. In recent decades, DEM has found widespread applications in fields such as data…

Graphics · Computer Science 2025-11-18 Yanwen Huang , Lok Ming Lui , Gary P. T. Choi

Approximate Bayesian computing is a powerful likelihood-free method that has grown increasingly popular since early applications in population genetics. However, complications arise in the theoretical justification for Bayesian inference…

Computation · Statistics 2018-12-03 Suzanne Thornton , Wentao Li , Min-ge Xie

Morden deep ensembles technique achieves strong uncertainty estimation performance by going through multiple forward passes with different models. This is at the price of a high storage space and a slow speed in the inference (test) time.…

Machine Learning · Computer Science 2024-03-13 Ha Manh Bui , Anqi Liu

Pre-trained language models have achieved noticeable performance on the intent detection task. However, due to assigning an identical weight to each sample, they suffer from the overfitting of simple samples and the failure to learn complex…

Computation and Language · Computer Science 2021-08-25 Yantao Gong , Cao Liu , Jiazhen Yuan , Fan Yang , Xunliang Cai , Guanglu Wan , Jiansong Chen , Ruiyao Niu , Houfeng Wang

It is now practically the norm for data to be very high dimensional in areas such as genetics, machine vision, image analysis and many others. When analyzing such data, parametric models are often too inflexible while nonparametric…

Methodology · Statistics 2011-05-31 Abhishek Bhattacharya , Garritt Page , David Dunson

Probability Density Estimation (PDE) is a multivariate discrimination technique based on sampling signal and background densities defined by event samples from data or Monte-Carlo (MC) simulations in a multi-dimensional phase space. In this…

Data Analysis, Statistics and Probability · Physics 2009-07-22 Dominik Dannheim , Tancredi Carli , Karl-Johan Grahn , Peter Speckmayer , Alexander Voigt

Likelihood-free inference (LFI) methods, such as approximate Bayesian computation, have become commonplace for conducting inference in complex models. Many approaches are based on summary statistics or discrepancies derived from synthetic…

Methodology · Statistics 2025-06-06 David T. Frazier , Christopher Drovandi , Lucas Kock , David J. Nott

In this paper we show how nuisance parameter marginalized posteriors can be inferred directly from simulations in a likelihood-free setting, without having to jointly infer the higher-dimensional interesting and nuisance parameter posterior…

Cosmology and Nongalactic Astrophysics · Physics 2019-07-17 Justin Alsing , Benjamin Wandelt

We introduce the Binless Multidimensional Thermodynamic Integration (BMTI) method for nonparametric, robust, and data-efficient density estimation. BMTI estimates the logarithm of the density by initially computing log-density differences…

Machine Learning · Statistics 2026-05-18 Matteo Carli , Alex Rodriguez , Alessandro Laio , Aldo Glielmo

Obtaining accurately calibrated redshift distributions of photometric samples is one of the great challenges in photometric surveys like LSST, Euclid, HSC, KiDS, and DES. We present an inference methodology that combines the redshift…

Cosmology and Nongalactic Astrophysics · Physics 2021-12-09 M. M. Rau , C. B. Morrison , S. J. Schmidt , S. Wilson , R. Mandelbaum , Y. Y. Mao

The frequentist method of profile likelihoods has recently received renewed attention in the field of cosmology. This is because the results of inferences based on the latter may differ from those of Bayesian inferences, either because of…

Cosmology and Nongalactic Astrophysics · Physics 2023-12-15 Andreas Nygaard , Emil Brinch Holm , Steen Hannestad , Thomas Tram

Simulation-based inference (SBI) with neural posterior estimation (NPE) provides rapid X-ray spectral fitting in both Gaussian and Poisson regimes by learning approximate parameter posteriors from simulations. We investigate auto-encoders…

Instrumentation and Methods for Astrophysics · Physics 2026-04-22 Didier Barret , Simon Dupourqué

The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient…

Methodology · Statistics 2017-05-04 Daniel W. Meyer

Cosmological analyses can be accelerated by approximating slow calculations using a training set, which is either precomputed or generated dynamically. However, this approach is only safe if the approximations are well understood and…

Instrumentation and Methods for Astrophysics · Physics 2015-09-03 Grigor Aslanyan , Richard Easther , Layne C. Price

A novel computational approach to log-concave density estimation is proposed. Previous approaches utilize the piecewise-affine parametrization of the density induced by the given sample set. The number of parameters as well as non-smooth…

Computation · Statistics 2019-02-21 Fabian Rathke , Christoph Schnörr

When the likelihood is analytically unavailable and computationally intractable, approximate Bayesian computation (ABC) has emerged as a widely used methodology for approximate posterior inference; however, it suffers from severe…

Methodology · Statistics 2025-05-08 Wenhui Sophia Lu , Wing Hung Wong

We introduce the DNNLikelihood, a novel framework to easily encode, through Deep Neural Networks (DNN), the full experimental information contained in complicated likelihood functions (LFs). We show how to efficiently parametrise the LF,…

High Energy Physics - Phenomenology · Physics 2020-08-26 Andrea Coccaro , Maurizio Pierini , Luca Silvestrini , Riccardo Torre
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