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Folding uncertainty in theoretical models into Bayesian parameter estimation is necessary in order to make reliable inferences. A general means of achieving this is by marginalizing over model uncertainty using a prior distribution…

General Relativity and Quantum Cosmology · Physics 2016-03-04 Christopher J. Moore , Christopher P. L. Berry , Alvin J. K. Chua , Jonathan R. Gair

We extend field-level inference to jointly constrain the cosmological parameters $\{A,\omega_{\rm cdm},H_0\}$, in both real and redshift space. Our analyses are based on mock data generated using a perturbative forward model, with noise…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-25 Kazuyuki Akitsu , Marko Simonović , Shi-Fan Chen , Giovanni Cabass , Matias Zaldarriaga

In computational materials science, mechanical properties are typically extracted from simulations by means of analysis routines that seek to mimic their experimental counterparts. However, simulated data often exhibit uncertainties that…

Data Analysis, Statistics and Probability · Physics 2017-12-07 Paul N. Patrone , Anthony J. Kearsley , Andrew M. Dienstfrey

We use numerical simulations of ray tracing through N-body simulations to investigate weak lensing by large-scale structure. These are needed for testing the analytic predictions of two-point correlators, to set error estimates on them and…

Astrophysics · Physics 2007-05-23 Bhuvnesh Jain , Uros Seljak , Simon White

Data selection plays a crucial role in data-driven decision-making, including in large language models (LLMs), and is typically task-dependent. Properties such as data quality and diversity have been extensively studied and are known to…

Machine Learning · Computer Science 2025-09-30 Yuqing Wang , Shangding Gu

Using multiple tracers of large-scale structure allows to evade the limitations imposed by sampling variance for some parameters of interest in cosmology. We demonstrate the optimal way of carrying out a multitracer analysis in a galaxy…

Cosmology and Nongalactic Astrophysics · Physics 2012-11-22 Nico Hamaus , Uroš Seljak , Vincent Desjacques

Empirical Risk Minimization (ERM) algorithms are widely used in a variety of estimation and prediction tasks in signal-processing and machine learning applications. Despite their popularity, a theory that explains their statistical…

Machine Learning · Statistics 2020-07-07 Hossein Taheri , Ramtin Pedarsani , Christos Thrampoulidis

We study the estimation of a high dimensional approximate factor model in the presence of both cross sectional dependence and heteroskedasticity. The classical method of principal components analysis (PCA) does not efficiently estimate the…

Methodology · Statistics 2012-10-01 Jushan Bai , Yuan Liao

The asymptotic variance of the maximum likelihood estimate is proved to decrease when the maximization is restricted to a subspace that contains the true parameter value. Maximum likelihood estimation allows a systematic fitting of…

Statistics Theory · Mathematics 2018-01-31 Marie Turčičová , Jan Mandel , Kryštof Eben

The automated construction of coarse-grained models represents a pivotal component in computer simulation of physical systems and is a key enabler in various analysis and design tasks related to uncertainty quantification. Pertinent methods…

Machine Learning · Statistics 2019-09-11 Constantin Grigo , Phaedon-Stelios Koutsourelakis

High-number-density tracers of large-scale structure, such as the HI-rich galaxies measured by 21 cm intensity mapping, have low sampling noise, making them particularly promising as cosmological probes. At large scales, this sampling noise…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-28 Simon Foreman , Andrej Obuljen , Marko Simonović

This article carries out a large dimensional analysis of standard regularized discriminant analysis classifiers designed on the assumption that data arise from a Gaussian mixture model with different means and covariances. The analysis…

Machine Learning · Statistics 2019-06-19 Khalil Elkhalil , Abla Kammoun , Romain Couillet , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Christian L. E. Franzke , Terence J. O'Kane , Judith Berner , Paul D. Williams , Valerio Lucarini

One of the distinguishing characteristics of modern deep learning systems is that they typically employ neural network architectures that utilize enormous numbers of parameters, often in the millions and sometimes even in the billions.…

Machine Learning · Statistics 2021-11-15 Ben Adlam , Jake Levinson , Jeffrey Pennington

We consider fits to two or more datasets for which results from the sa me experiment share a common systematic uncertainty in addition to their individ ual statistical errors. This is important in extracting the maximum information from a…

Data Analysis, Statistics and Probability · Physics 2020-09-29 Roger John Barlow

This paper aims at analyzing the regularization effect that data augmentation induces on supervised regression methods in the proportional regime, where the number of covariates grows proportionally to the number of samples. We provide a…

Machine Learning · Statistics 2026-05-12 Lucas Morisset , Alain Durmus , Adrien Hardy

This paper aims to develop an optimality theory for linear discriminant analysis in the high-dimensional setting. A data-driven and tuning free classification rule, which is based on an adaptive constrained $\ell_1$ minimization approach,…

Methodology · Statistics 2018-04-10 T. Tony Cai , Linjun Zhang

Large near-future galaxy surveys offer sufficient statistical power to make our cosmology analyses data-driven, limited primarily by systematic errors. Understanding the impact of systematics is therefore critical. We perform an end-to-end…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-30 Humna Awan , Eric Gawiser , Javier Sanchez , Ignacio Sevilla-Noarbe , the LSST Dark Energy Science Collaboration

Maximum likelihood estimation is one of the most used methods in quantum state tomography, where the aim is to reconstruct the density matrix of a physical system from measurement results. One strategy to deal with positivity and unit trace…

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