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The frequentist method of profile likelihoods has recently received renewed attention in the field of cosmology. This is because the results of inferences based on the latter may differ from those of Bayesian inferences, either because of…

Cosmology and Nongalactic Astrophysics · Physics 2023-12-15 Andreas Nygaard , Emil Brinch Holm , Steen Hannestad , Thomas Tram

We present a cosmological analysis of the X-ray-selected galaxy cluster sample from the XXL survey, employing a simulation-based inference (SBI) framework to jointly constrain cosmological parameters and X-ray scaling relations through…

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

Computation · Statistics 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

Machine Learning · Statistics 2022-03-23 Jan Boelts

We study the reliability of dark matter (DM) profile determinations for rich clusters of galaxies based on weak gravitational lensing measurements. We consider three functional forms for the mass distribution: a softened isothermal sphere…

Astrophysics · Physics 2007-05-23 Jeffrey A. Willick , Nikhil Padmanabhan

The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and…

Computational Finance · Quantitative Finance 2010-04-16 Gareth W. Peters , Mario V. Wüthrich , Pavel V. Shevchenko

This paper focuses on a challenging class of inverse problems that is often encountered in applications. The forward model is a complex non-linear black-box, potentially non-injective, whose outputs cover multiple decades in amplitude.…

The ability to efficiently infer system parameters is essential in any signal-processing task that requires fast operation. Dealing with quantum systems, a serious challenge arises due to substantial growth of the underlying Hilbert space…

Quantum Physics · Physics 2025-04-23 Lewis A. Clark , Jan Kolodynski

Determining the redshift distribution $n(z)$ of galaxy samples is essential for several cosmological probes including weak lensing. For imaging surveys, this is usually done using photometric redshifts estimated on an object-by-object…

Cosmology and Nongalactic Astrophysics · Physics 2017-08-31 Jörg Herbel , Tomasz Kacprzak , Adam Amara , Alexandre Refregier , Claudio Bruderer , Andrina Nicola

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

The standard approach to inference from cosmic large-scale structure data employs summary statistics that are compared to analytic models in a Gaussian likelihood with pre-computed covariance. To overcome the idealising assumptions about…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-24 Kiyam Lin , Maximilian von Wietersheim-Kramsta , Benjamin Joachimi , Stephen Feeney

Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…

Methodology · Statistics 2020-11-17 Sanjay Chaudhuri , Subhroshekhar Ghosh , David J. Nott , Kim Cuc Pham

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

Bayesian model selection methods provide a self-consistent probabilistic framework to test the validity of competing scenarios given a set of data. We present a case study application to strong gravitational lens parametric models. Our goal…

Cosmology and Nongalactic Astrophysics · Physics 2013-04-22 Irène Balmès , Pier-Stefano Corasaniti

A method is presented for Bayesian model selection without explicitly computing evidences, by using a combined likelihood and introducing an integer model selection parameter $n$ so that Bayes factors, or more generally posterior odds…

Cosmology and Nongalactic Astrophysics · Physics 2017-01-26 Sonke Hee , Will Handley , Mike P. Hobson , Anthony N. Lasenby

This invited feature article introduces and provides an extensive simulation study of a new Approximate Bayesian Computation (ABC) framework for estimating the posterior distribution and the maximum likelihood estimate (MLE) of the…

Methodology · Statistics 2024-09-12 George Karabatsos

Frequentist parameter inference using profile likelihoods has received increased attention in the cosmology literature recently since it can give important complementary information to Bayesian credible intervals. Here, we give a…

Cosmology and Nongalactic Astrophysics · Physics 2025-04-07 Laura Herold , Elisa G. M. Ferreira , Lukas Heinrich

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

In a novel approach employing implicit likelihood inference (ILI), also known as likelihood-free inference, we calibrate the parameters of cosmological hydrodynamic simulations against observations, which has previously been unfeasible due…

Stochastic systems in biology often exhibit substantial variability within and between cells. This variability, as well as having dramatic functional consequences, provides information about the underlying details of the system's behaviour.…

Quantitative Methods · Quantitative Biology 2015-11-09 Iain G. Johnston