Related papers: A probabilistic framework for cosmological inferen…
This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…
Extracting maximum cosmological information from current and upcoming large-scale structure data requires going beyond summary statistics as currently used in likelihood-based inference. Simulation-Based Inference (SBI) promises to enable…
We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…
Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…
This is an introduction to Bayesian inference with a focus on hierarchical models and hyper-parameters. We write primarily for an audience of Bayesian novices, but we hope to provide useful insights for seasoned veterans as well. Examples…
A novel hierarchical search technique is presented for all-sky surveys for continuous gravitational-wave sources, such as rapidly spinning nonaxisymmetric neutron stars. Analyzing yearlong detector data sets over realistic ranges of…
Motivated by parametric models for which the likelihood is analytically unavailable, numerically unstable, or prohibitively expensive to compute or optimize, we develop a prior- and likelihood-free framework for fully probabilistic…
Cosmological parameter estimation is traditionally performed in the Bayesian context. By adopting an "agnostic" statistical point of view, we show the interest of confronting the Bayesian results to a frequentist approach based on…
When a posterior peaks in unexpected regions of parameter space, new physics has either been discovered, or a bias has not been identified yet. To tell these two cases apart is of paramount importance. We therefore present a method to…
We propose a new, likelihood-free approach to inferring the primordial matter power spectrum and cosmological parameters from arbitrarily complex forward models of galaxy surveys where all relevant statistics can be determined from…
Deep neural networks achieve impressive results across diverse applications, yet their overconfidence on unseen inputs necessitates reliable epistemic uncertainty modelling. Existing methods for uncertainty modelling face a fundamental…
In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parametrization that characterizes any collection of…
Gaussian process regression has proven very powerful in statistics, machine learning and inverse problems. A crucial aspect of the success of this methodology, in a wide range of applications to complex and real-world problems, is…
We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This…
A generic algorithm for the extraction of probabilistic (Bayesian) information about model parameters from data is presented. The algorithm propagates an ensemble of particles in the product space of model parameters and outputs. Each…
Inferring unknown conic sections on the basis of noisy data is a challenging problem with applications in computer vision. A major limitation of the currently available methods for conic sections is that estimation methods rely on the…
The standard approach to inference from cosmic large-scale structure data employs summary statistics that are compared to analytic models in a Gaussian likelihood with pre-computed covariance. To overcome the idealising assumptions about…
We present an improved method for calculating the parallel and perpendicular velocity correlation functions directly from peculiar velocity surveys using weighted maximum-likelihood estimators. A central feature of the new method is the use…
In many real-world scenarios, such as gas leak detection or environmental pollutant tracking, solving the Inverse Source Localization and Characterization problem involves navigating complex, dynamic fields with sparse and noisy…
We derive and implement a full Bayesian large scale structure inference method aiming at precision recovery of the cosmological power spectrum from galaxy redshift surveys. Our approach improves over previous Bayesian methods by performing…