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We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We…

Computation · Statistics 2024-11-13 Joseph Mathews , Giri Gopalan , James Gattiker , Sean Smith , Devin Francom

Motivated by the need to study the molecular mechanism underlying Type 1 Diabetes (T1D) with the gene expression data collected from both the patients and healthy controls at multiple time points, we propose an innovative method for jointly…

Methodology · Statistics 2018-12-10 Bochao Jia , Faming Liang , the TEDDY Study Group

We consider jointly estimating the coefficient matrix and the error precision matrix in high-dimensional multivariate linear regression models. Bayesian methods in this context often face computational challenges, leading to previous…

Methodology · Statistics 2025-08-25 Xuan Cao , Kyoungjae Lee

We employ the Bayesian improved cross entropy (BiCE) method for rare event estimation in static networks and choose the categorical mixture as the parametric family to capture the dependence among network components. At each iteration of…

Methodology · Statistics 2023-09-25 Jianpeng Chan , Iason Papaioannou , Daniel Straub

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Machine Learning · Computer Science 2019-03-04 Henry Chai , Jean-Francois Ton , Roman Garnett , Michael A. Osborne

Bayesian phylogenetic inference is currently done via Markov chain Monte Carlo (MCMC) with simple proposal mechanisms. This hinders exploration efficiency and often requires long runs to deliver accurate posterior estimates. In this paper,…

Machine Learning · Statistics 2024-05-24 Cheng Zhang , Frederick A. Matsen

Estimating correctly the quantum phase of a physical system is a central problem in quantum parameter estimation theory due to its wide range of applications from quantum metrology to cryptography. Ideally, the optimal quantum estimator is…

Quantum Physics · Physics 2021-06-09 Marco A. Rodríguez-García , Isaac Pérez Castillo , P. Barberis-Blostein

This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off exploration and exploitation to reduce the number of potentially…

Computation · Statistics 2011-11-01 Nimalan Mahendran , Ziyu Wang , Firas Hamze , Nando de Freitas

Bayesian methods which utilize Bayes' theorem to update the knowledge of desired parameters after each measurement, are used in a wide range of quantum science. For various applications in quantum science, efficiently and accurately…

Quantum Physics · Physics 2021-07-02 Chengyin Han , Jiahao Huang , Xunda Jiang , Ruihuan Fang , Yuxiang Qiu , Bo Lu , Chaohong Lee

Adaptive measurements were recently shown to significantly improve the performance of quantum state tomography. Utilizing information about the system for the on-line choice of optimal measurements allows to reach the ultimate bounds of…

This paper proposes a symbolic-numeric Bayesian filtering method for a class of discrete-time nonlinear stochastic systems to achieve high accuracy with a relatively small online computational cost. The proposed method is based on the…

Numerical Analysis · Mathematics 2022-03-23 Tomoyuki Iori , Toshiyuki Ohtsuka

Implementing state estimation in low and medium voltage power distribution is still challenging given the scale of many networks and the reliance of traditional methods on a large number of measurements. This paper proposes a method to…

Systems and Control · Computer Science 2019-12-02 Roel Dobbe , Werner van Westering , Stephan Liu , Daniel Arnold , Duncan Callaway , Claire Tomlin

Quantum sensing harnesses the unique properties of quantum systems to enable precision measurements of physical quantities such as time, magnetic and electric fields, acceleration, and gravitational gradients well beyond the limits of…

Quantum Physics · Physics 2025-07-23 Ivana Nikoloska , Ruud Van Sloun , Osvaldo Simeone

We consider the Bayesian estimation of the parameters of a finite mixture model from independent order statistics arising from imperfect ranked set sampling designs. As a cost-effective method, ranked set sampling enables us to incorporate…

This article describes a full Bayesian treatment for simultaneous fixed-effect selection and parameter estimation in high-dimensional generalized linear mixed models. The approach consists of using a Bayesian adaptive Lasso penalty for…

Methodology · Statistics 2016-08-31 Dao Thanh Tung , Minh-Ngoc Tran , Tran Manh Cuong

In powder diffraction data analysis, phase identification is the process of determining the crystalline phases in a sample using its characteristic Bragg peaks. For multiphasic spectra, we must also determine the relative weight fraction of…

Machine Learning · Computer Science 2022-10-21 Patrick Hosein , Jaimie Greasley

Optical phase measurement is a simple example of a quantum--limited measurement problem with important applications in metrology such as gravitational wave detection. The formulation of optimal strategies for such measurements is an…

Quantum Physics · Physics 2012-12-18 K. R. W. Jones

Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…

Computation · Statistics 2021-02-26 Eric Chuu , Debdeep Pati , Anirban Bhattacharya

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick
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