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Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…

Machine Learning · Computer Science 2019-08-12 Jonathan Heek , Nal Kalchbrenner

Calibration of computer models is a key step in making inferences, predictions, and decisions for complex science and engineering systems. We formulate and analyze a nonparametric Bayesian methodology for computer model calibration. This…

Methodology · Statistics 2025-12-01 Haiyi Shi , Lei Yang , Jiarui Chi , Troy Butler , Haonan Wang , Derek Bingham , Don Estep

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…

Computation · Statistics 2012-03-19 Richard G. Everitt

Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…

Methodology · Statistics 2022-09-13 Marko Järvenpää , Jukka Corander

We address the problem of analytic continuation of imaginary-frequency Green's functions, which is crucial in many-body physics, using machine learning based on a multi-level residual neural network. We specifically address potential biases…

Strongly Correlated Electrons · Physics 2022-11-24 Rong Zhang , Maximilian E. Merkel , Sophie Beck , Claude Ederer

Background: Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time…

Molecular Networks · Quantitative Biology 2018-01-15 Ian Vernon , Junli Liu , Michael Goldstein , James Rowe , Jen Topping , Keith Lindsey

We present a method for analytic continuation of retarded Green functions, including Euclidean Green functions computed using lattice QCD. The method is based on conformal maps and construction of an interpolation function which is analytic…

High Energy Physics - Lattice · Physics 2023-06-14 Thomas Bergamaschi , William I. Jay , Patrick R. Oare

This work introduces a new method designed for Bayesian deep learning called scalable Bayesian Monte Carlo (SBMC). The method is comprised of a model and an algorithm. The model interpolates between a point estimator and the posterior. The…

Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…

Bayesian statistics in the frame of the maximum entropy concept has widely been used for inferential problems, particularly, to infer dynamic properties of strongly correlated fermion systems from Quantum-Monte-Carlo (QMC) imaginary time…

Condensed Matter · Physics 2016-08-31 W. von der Linden , R. Preuss , W. Hanke

A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…

Statistics Theory · Mathematics 2007-06-13 Marc A. Coram

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

In this paper, we propose a new analytic continuation method to extract real frequency spectral functions from imaginary frequency Green's functions of quantum many-body systems. This method is based on the pole representation of Matsubara…

Strongly Correlated Electrons · Physics 2024-05-15 Li Huang , Shuang Liang

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone

The purpose of analytical continuation is to establish a real frequency spectral representation of single-particle or two-particle correlation function (such as Green's function, self-energy function, and dynamical susceptibilities) from…

Strongly Correlated Electrons · Physics 2023-09-21 Li Huang

We present a novel approach to the inference of spectral functions from Euclidean time correlator data that makes close contact with modern Bayesian concepts. Our method differs significantly from the maximum entropy method (MEM). A new set…

High Energy Physics - Lattice · Physics 2013-11-13 Yannis Burnier , Alexander Rothkopf

A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this…

Computation · Statistics 2016-04-27 Joseph B. Nagel , Bruno Sudret

We consider the nonparametric multivariate isotonic regression problem, where the regression function is assumed to be nondecreasing with respect to each predictor. Our goal is to construct a Bayesian credible interval for the function…

Statistics Theory · Mathematics 2022-11-24 Kang Wang , Subhashis Ghosal

We develop a reliable parameter-free analytic continuation method for quantum many-body calculations. Our method is based on a kernel grid, a causal spline, a regularization using the second-derivative roughness penalty, and the L-curve…

Strongly Correlated Electrons · Physics 2023-01-03 Mancheon Han , Hyoung Joon Choi

We build a regular version of the field $Z_{\beta}(t,x|s,y)$ which describes the Green's function, or fundamental solution, of the parabolic Anderson model (PAM) with white noise forcing on $\mathbb{R}^{1+1}$: $\partial_t Z_{\beta}(t,x |…

Probability · Mathematics 2022-11-16 Tom Alberts , Christopher Janjigian , Firas Rassoul-Agha , Timo Seppäläinen