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Proximal nested sampling was introduced recently to open up Bayesian model selection for high-dimensional problems such as computational imaging. The framework is suitable for models with a log-convex likelihood, which are ubiquitous in the…

Methodology · Statistics 2023-07-31 Jason D. McEwen , Tobías I. Liaudat , Matthew A. Price , Xiaohao Cai , Marcelo Pereyra

Motivated by distinct walking patterns in real-world free-living gait data, this paper proposes an innovative curve-based sampling scheme for the analysis of functional data characterized by a mixture of covariance structures. Traditional…

Methodology · Statistics 2025-04-10 Yian Yu , Bo Wang , Jian Qing Shi

A folded type model is developed for analyzing compositional data. The proposed model involves an extension of the $\alpha$-transformation for compositional data and provides a new and flexible class of distributions for modeling data…

Machine Learning · Statistics 2019-02-27 Michail Tsagris , Connie Stewart

We present a novel approximate graph matching algorithm that incorporates seeded data into the graph matching paradigm. Our Joint Optimization of Fidelity and Commensurability (JOFC) algorithm embeds two graphs into a common Euclidean space…

Recently developed techniques have made it possible to quickly learn accurate probability density functions from data in low-dimensional continuous space. In particular, mixtures of Gaussians can be fitted to data very quickly using an…

Machine Learning · Computer Science 2013-01-18 Scott Davies , Andrew Moore

Automated identification of protein conformational states from simulation of an ensemble of structures is a hard problem because it requires teaching a computer to recognize shapes. We adapt the naive Bayes classifier from the machine…

Computational Physics · Physics 2020-12-02 David M. Rogers

The wealth of data being gathered about humans and their surroundings drives new machine learning applications in various fields. Consequently, more and more often, classifiers are trained using not only numerical data but also complex data…

Machine Learning · Computer Science 2022-04-13 Maciej Piernik , Dariusz Brzezinski , Pawel Zawadzki

This article presents a high-throughput computer program, called EasyDD, for batch processing, analyzing and visualizing of spectral data; particularly those related to the new generation of synchrotron detectors and X-ray powder…

Data Analysis, Statistics and Probability · Physics 2013-07-16 Taha Sochi

Model comparison and calibrated uncertainty quantification often require integrating over parameters, but scalable inference can be challenging for complex, multimodal targets. Nested Sampling is a robust alternative to standard MCMC, yet…

Computation · Statistics 2026-05-12 David Yallup , Namu Kroupa , Will Handley

In modern computer experiment applications, one often encounters the situation where various models of a physical system are considered, each implemented as a simulator on a computer. An important question in such a setting is determining…

Methodology · Statistics 2023-05-08 John C. Yannotty , Thomas J. Santner , Richard J. Furnstahl , Matthew T. Pratola

Over the past 10 years Bayesian methods have rapidly grown more popular as several computationally intensive statistical algorithms have become feasible with increased computer power. In this paper, we begin with a general description of…

Astrophysics · Physics 2016-02-19 David A. van Dyk , Alanna Connors , Vinay L. Kashyap , Aneta Siemiginowska

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

This work introduces the nested-set Hessian approximation, a second-order approximation method that can be used in any derivative-free optimization routine that requires such information. It is built on the foundation of the generalized…

Optimization and Control · Mathematics 2020-11-06 Warren Hare , Gabriel Jarry-Bolduc , Chayne Planiden

Nested sampling (NS) is a popular algorithm for Bayesian computation. We investigate statistical errors in NS both analytically and numerically. We show two analytic results. First, we show that the leading terms in Skilling's expression…

Instrumentation and Methods for Astrophysics · Physics 2023-03-29 Andrew Fowlie , Qiao Li , Huifang Lv , Yecheng Sun , Jia Zhang , Le Zheng

Nested sampling is an iterative integration procedure that shrinks the prior volume towards higher likelihoods by removing a "live" point at a time. A replacement point is drawn uniformly from the prior above an ever-increasing likelihood…

Computation · Statistics 2014-12-03 Johannes Buchner

We review Skilling's nested sampling (NS) algorithm for Bayesian inference and more broadly multi-dimensional integration. After recapitulating the principles of NS, we survey developments in implementing efficient NS algorithms in practice…

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…

Computation · Statistics 2020-10-28 Caleb Miller , Michael D. Schneider , Jem N. Corcoran , Jason Bernstein

The estimation of parameters from data is a common problem in many areas of the physical sciences, and frequently used algorithms rely on sets of simulated data which are fit to data. In this article, an analytic solution for…

Data Analysis, Statistics and Probability · Physics 2022-09-27 Daniel Britzger

Choosing appropriate hyperparameters plays a crucial role in the success of neural networks as hyper-parameters directly control the behavior and performance of the training algorithms. To obtain efficient tuning, Bayesian optimization…

Machine Learning · Statistics 2024-02-08 Jiazhao Zhang , Ying Hung , Chung-Ching Lin , Zicheng Liu