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This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…

Methodology · Statistics 2021-09-13 Jason Xu , Kenneth Lange

Current and upcoming cosmological surveys will produce unprecedented amounts of high-dimensional data, which require complex high-fidelity forward simulations to accurately model both physical processes and systematic effects which describe…

Cosmology and Nongalactic Astrophysics · Physics 2025-08-11 Aizhan Akhmetzhanova , Carolina Cuesta-Lazaro , Siddharth Mishra-Sharma

Statistical methods for inference on spatial extremes of large datasets are yet to be developed. Motivated by standard dimension reduction techniques used in spatial statistics, we propose an approach based on empirical basis functions to…

Methodology · Statistics 2018-08-02 Samuel A. Morris , Brian J. Reich , Emeric Thibaud

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

The peculiar velocity field of the local Universe provides direct insights into its matter distribution and the underlying theory of gravity, and is essential in cosmological analyses for modelling deviations from the Hubble flow. Numerous…

A number of theoretically well-motivated additions to the standard cosmological model predict weak signatures in the form of spatially localized sources embedded in the cosmic microwave background (CMB) fluctuations. We present a…

Cosmology and Nongalactic Astrophysics · Physics 2013-09-18 Stephen M. Feeney , Matthew C. Johnson , Jason D. McEwen , Daniel J. Mortlock , Hiranya V. Peiris

Spatial maps of extreme precipitation are crucial in flood protection. With the aim of producing maps of precipitation return levels, we propose a novel approach to model a collection of spatially distributed time series where the…

Methodology · Statistics 2023-04-27 Federica Stolf , Antonio Canale

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…

Methodology · Statistics 2019-05-03 Sanjay Chaudhuri , Mark S. Handcock

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…

Here we develop a method for performing nonparametric Bayesian inference on quantiles. Relying on geometric measure theory and employing a Hausdorff base measure, we are able to specify meaningful priors for the quantile while treating the…

Methodology · Statistics 2016-05-12 Luke Bornn , Neil Shephard , Reza Solgi

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

By introducing Crossing functions and hyper-parameters I show that the Bayesian interpretation of the Crossing Statistics [1] can be used trivially for the purpose of model selection among cosmological models. In this approach to falsify a…

Cosmology and Nongalactic Astrophysics · Physics 2012-05-24 Arman Shafieloo

Understanding the properties of transient gravitational waves and their sources is of broad interest in physics and astronomy. Bayesian inference is the standard framework for astro-physical measurement in transient gravitational-wave…

General Relativity and Quantum Cosmology · Physics 2020-10-07 Rory Smith , Gregory Ashton , Avi Vajpeyi , Colm Talbot

Well-calibrated probabilistic regression models are a crucial learning component in robotics applications as datasets grow rapidly and tasks become more complex. Unfortunately, classical regression models are usually either probabilistic…

Machine Learning · Computer Science 2023-09-12 Hany Abdulsamad , Peter Nickl , Pascal Klink , Jan Peters

The abundance of new cosmological data becoming available means that a wider range of cosmological models are testable than ever before. However, an important distinction must be made between parameter fitting and model selection. While…

Astrophysics · Physics 2009-11-13 Pia Mukherjee , David Parkinson , Andrew R. Liddle

Building upon [2308.02636], we investigate the constraining power of persistent homology on cosmological parameters and primordial non-Gaussianity in a likelihood-free inference pipeline utilizing machine learning. We evaluate the ability…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-22 Juan Calles , Jacky H. T. Yip , Gabriella Contardo , Jorge Noreña , Adam Rouhiainen , Gary Shiu

We use astrophysical data to shed light on fundamental physics by constraining parametrized theoretical cosmological and gravitational models. Gravitational parameters are those constants that parametrize possible departures from Einstein's…

Astrophysics · Physics 2008-08-18 Yi Mao

In recent years, cosmic shear has emerged as a powerful tool to study the statistical distribution of matter in our Universe. Apart from the standard two-point correlation functions, several alternative methods like peak count statistics…

Cosmology and Nongalactic Astrophysics · Physics 2021-04-21 Sven Heydenreich , Benjamin Brück , Joachim Harnois-Déraps

Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…

Machine Learning · Statistics 2019-10-09 Sreelekha Guggilam , S. M. Arshad Zaidi , Varun Chandola , Abani Patra