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We consider the problem of sequential estimation of the unknowns of state-space and deep state-space models that include estimation of functions and latent processes of the models. The proposed approach relies on Gaussian and deep Gaussian…

Machine Learning · Computer Science 2024-03-26 Yuhao Liu , Marzieh Ajirak , Petar Djuric

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

This paper proposes a new Bayesian strategy for the smooth estimation of altimetric parameters. The altimetric signal is assumed to be corrupted by a thermal and speckle noise distributed according to an independent and non identically…

Applications · Statistics 2016-04-20 Abderrahim Halimi , Corinne Mailhes , Jean-Yves Tourneret , Hichem Snoussi

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assign to base models a set of deterministic, constant model weights that (1) do not fully account for individual models' varying accuracy…

Methodology · Statistics 2019-04-02 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

Precise reconstruction of the cosmic microwave background lensing potential can be achieved with deep polarization surveys by iteratively removing lensing-induced $B$ modes. We introduce a lensing spectrum estimator and its likelihood for…

Cosmology and Nongalactic Astrophysics · Physics 2022-12-13 Louis Legrand , Julien Carron

Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…

Methodology · Statistics 2022-12-02 Yuexi Wang , Tetsuya Kaji , Veronika Ročková

We present a collection of new, open-source computational tools for numerically modeling recent large-scale observational data sets using modern cosmology theory. Specifically, these tools will allow both students and researchers to…

Cosmology and Nongalactic Astrophysics · Physics 2013-05-22 Jacob Moldenhauer , Larry Engelhardt , Keenan Stone , Ezekiel Shuler

Many modern applications of Bayesian inference, such as in cosmology, are based on complicated forward models with high-dimensional parameter spaces. This considerably limits the sampling of posterior distributions conditioned on observed…

Instrumentation and Methods for Astrophysics · Physics 2024-09-17 Marco Raveri , Cyrille Doux , Shivam Pandey

Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…

Statistical Mechanics · Physics 2012-08-20 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

Computation · Statistics 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik

In the second paper of this series we extend our Bayesian reanalysis of the evidence for a cosmic variation of the fine structure constant to the semi-parametric modelling regime. By adopting a mixture of Dirichlet processes prior for the…

Instrumentation and Methods for Astrophysics · Physics 2013-09-12 Ewan Cameron , Tony Pettitt

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

Optimal extraction of cosmological information from observations of the Cosmic Microwave Background critically relies on our ability to accurately undo the distortions caused by weak gravitational lensing. In this work, we demonstrate the…

Cosmology and Nongalactic Astrophysics · Physics 2024-06-07 Thomas Flöss , William R. Coulton , Adriaan J. Duivenvoorden , Francisco Villaescusa-Navarro , Benjamin D. Wandelt

Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…

Machine Learning · Statistics 2014-07-01 Ziyu Wang , Nando de Freitas

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

Statistics Theory · Mathematics 2025-07-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…

Machine Learning · Statistics 2015-03-19 Tianqi Zhao , Mladen Kolar , Han Liu

A common problem in disciplines of applied Statistics research such as Astrostatistics is of estimating the posterior distribution of relevant parameters. Typically, the likelihoods for such models are computed via expensive experiments…

Machine Learning · Statistics 2017-02-07 Kirthevasan Kandasamy , Jeff Schneider , Barnabás Póczos

Weak gravitational lensing (WL) causes distortions of galaxy images and probes massive structures on large scales, allowing us to understand the late-time evolution of the Universe. One way to extract the cosmological information from WL is…

Cosmology and Nongalactic Astrophysics · Physics 2016-12-14 Chieh-An Lin

To accomplish correct Bayesian inference from weak lensing shear data requires a complete statistical description of the data. The natural framework to do this is a Bayesian Hierarchical Model, which divides the chain of reasoning into…

Cosmology and Nongalactic Astrophysics · Physics 2016-02-18 Alan Heavens , Justin Alsing , Andrew Jaffe , Till Hoffmann , Alina Kiessling , Benjamin Wandelt

Almost all fields of science rely upon statistical inference to estimate unknown parameters in theoretical and computational models. While the performance of modern computer hardware continues to grow, the computational requirements for the…

Computation · Statistics 2022-10-25 David J. Warne , Ruth E. Baker , Matthew J. Simpson