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CLAX is a JAX-based library that implements classic click models using modern gradient-based optimization. While neural click models have emerged over the past decade, complex click models based on probabilistic graphical models (PGMs) have…

Information Retrieval · Computer Science 2025-11-06 Philipp Hager , Onno Zoeter , Maarten de Rijke

Bayesian inference is central to modern cosmology. While parameter estimation is achievable with unnormalised posteriors traditionally obtained via MCMC methods, comprehensive model comparison and tension quantification require Bayesian…

Instrumentation and Methods for Astrophysics · Physics 2025-11-10 Dily Duan Yi Ong , Will Handley

Inferring parameters and testing hypotheses from gravitational wave signals is a computationally intensive task central to modern astrophysics. Nested sampling, a Bayesian inference technique, has become an established standard for this in…

Instrumentation and Methods for Astrophysics · Physics 2025-09-30 David Yallup , Metha Prathaban , James Alvey , Will Handley

We present JaxSGMC, an application-agnostic library for stochastic gradient Markov chain Monte Carlo (SG-MCMC) in JAX. SG-MCMC schemes are uncertainty quantification (UQ) methods that scale to large datasets and high-dimensional models,…

Computation · Statistics 2025-05-19 Stephan Thaler , Paul Fuchs , Ana Cukarska , Julija Zavadlav

PolyChord is a novel nested sampling algorithm tailored for high-dimensional parameter spaces. This paper coincides with the release of PolyChord v1.3, and provides an extensive account of the algorithm. PolyChord utilises slice sampling at…

Instrumentation and Methods for Astrophysics · Physics 2015-09-30 W. J. Handley , M. P. Hobson , A. N. Lasenby

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

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

In real-world Bayesian inference applications, prior assumptions regarding the parameters of interest may be unrepresentative of their actual values for a given dataset. In particular, if the likelihood is concentrated far out in the wings…

Computation · Statistics 2018-11-01 Xi Chen , Mike Hobson , Saptarshi Das , Paul Gelderblom

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…

Machine Learning · Statistics 2025-06-24 Minas Karamanis , Uroš Seljak

The development of deep learning software libraries enabled significant progress in the field by allowing users to focus on modeling, while letting the library to take care of the tedious and time-consuming task of optimizing execution for…

Machine Learning · Computer Science 2023-10-17 Miloš Stanojević , Laurent Sartran

PolyChord is a novel nested sampling algorithm tailored for high dimensional parameter spaces. In addition, it can fully exploit a hierarchy of parameter speeds such as is found in CosmoMC and CAMB. It utilises slice sampling at each…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-23 W. J. Handley , M. P. Hobson , A. N. Lasenby

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Contemporary exoplanet and brown dwarf atmospheric research relies heavily on retrieval frameworks to recover thermal and chemical properties and perform model comparison in an observational data-driven approach. However, the computational…

Earth and Planetary Astrophysics · Physics 2026-02-24 Elspeth K. H. Lee

Here we present an investigation into using nested sampling algorithms in cosmological likelihood analysis. We present a new nested sampling algorithm, ESNested, that uses Evolution Strategies for sample proposals. This quickly finds the…

Cosmology and Nongalactic Astrophysics · Physics 2011-01-28 M. Axiak , T. D. Kitching , J. I. van Hemert

Mixed-precision training has emerged as an indispensable tool for enhancing the efficiency of neural network training in recent years. Concurrently, JAX has grown in popularity as a versatile machine learning toolbox. However, it currently…

Machine Learning · Computer Science 2025-10-28 Alexander Gräfe , Sebastian Trimpe

In the context of high-quality asteroseismic data provided by the NASA Kepler mission, we developed a new code, termed Diamonds (high-DImensional And multi-MOdal NesteD Sampling), for fast Bayesian parameter estimation and model comparison…

Instrumentation and Methods for Astrophysics · Physics 2015-10-21 Enrico Corsaro , Joris De Ridder

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

In performing a Bayesian analysis, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multi-modal or exhibit pronounced (curving) degeneracies.…

Instrumentation and Methods for Astrophysics · Physics 2013-12-20 F. Feroz , J. Skilling

The internet is saturated with low-density, high-redundancy information, such as social media comments, repetitive news, and lengthy discussions, making it difficult to extract valuable insights efficiently. Multi-layer nested JSON…

Artificial Intelligence · Computer Science 2025-10-01 Zhicheng Zhou , Jing Li , Suming Qiu , Junjie Huang , Linyuan Qiu , Zhijie Sun

Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…

Methodology · Statistics 2024-03-04 Yuling Yao , Bruno Régaldo-Saint Blancard , Justin Domke