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The Fisher information matrix is used widely in astronomy (and presumably other fields) to forecast the precision of future experiments while they are still in the design phase. Although many sources describe the mathematics of the…

Instrumentation and Methods for Astrophysics · Physics 2025-10-14 David Wittman

Particle Flow Filters estimate the ``a posteriori" probability density function (PDF) by moving an ensemble of particles according to the likelihood. Particles are propagated under the system dynamics until a measurement becomes available…

Computational Engineering, Finance, and Science · Computer Science 2025-05-06 Simone Servadio

The detection of gravitational waves by the LIGO-Virgo-KAGRA collaboration has ushered in a new era of observational astronomy, emphasizing the need for rapid and detailed parameter estimation and population-level analyses. Traditional…

General Relativity and Quantum Cosmology · Physics 2025-07-22 Bo Liang , He Wang

We introduce $\texttt{GWFAST}$, a novel Fisher-matrix code for gravitational-wave studies, tuned toward third-generation gravitational-wave detectors such as Einstein Telescope (ET) and Cosmic Explorer (CE). We use it to perform a…

General Relativity and Quantum Cosmology · Physics 2023-01-02 Francesco Iacovelli , Michele Mancarella , Stefano Foffa , Michele Maggiore

This paper presents an efficient numerical sensitivity-estimation method and implementation for continuous-gravitational-wave searches, extending and generalizing an earlier analytic approach by Wette [1]. This estimation framework applies…

General Relativity and Quantum Cosmology · Physics 2018-11-07 Christoph Dreissigacker , Reinhard Prix , Karl Wette

Full-waveform inversion (FWI) is a powerful seismic imaging technique used to estimate high-resolution physical properties of subsurface structures by minimizing the misfit between observed and modeled seismic data. FWI is inherently a…

Geophysics · Physics 2025-12-19 Kamal Aghazade , Toktam Zand , Ali Gholami

Extreme mass-ratio inspirals~(EMRIs) detectable by the Laser Inteferometric Space Antenna~(LISA) are unique probes of astrophysics and fundamental physics. Parameter estimation for these sources is challenging, especially because the…

General Relativity and Quantum Cosmology · Physics 2021-12-15 Gabriel Andres Piovano , Richard Brito , Andrea Maselli , Paolo Pani

The full-waveform inversion (FWI) addresses the computation and characterization of subsurface model parameters by matching predicted data to observed seismograms in the frame of nonlinear optimization. We formulate FWI as a nonlinearly…

Optimization and Control · Mathematics 2021-08-26 Ali Gholami , Hossein S. Aghamiry , Stéphane Operto

We present a novel and simple method to numerically calculate Fisher Information Matrices for stochastic chemical kinetics models. The linear noise approximation is used to derive model equations and a likelihood function which leads to an…

Applications · Statistics 2015-05-27 Michal Komorowski , Maria J. Costa , David A. Rand , Michael Stumpf

We present a kernel-independent method that applies hierarchical matrices to the problem of maximum likelihood estimation for Gaussian processes. The proposed approximation provides natural and scalable stochastic estimators for its…

Computation · Statistics 2019-03-26 Christopher J. Geoga , Mihai Anitescu , Michael L. Stein

Information theory is a powerful framework to capture aspects of dynamical systems with multiple degrees of freedom. Mathematically, the dynamics can be represented as a continuous curve $\mathcal{C}$ on a suitable hyperplane in flat space…

Information Theory · Computer Science 2026-04-28 Mattia Carrino , Stefan Hohenegger

In recent years, uncertainty-aware full waveform inversion (FWI) has received increasing attention, with a growing emphasis on producing informative uncertainty estimates alongside inversion results. Bayesian inference methods--particularly…

Geophysics · Physics 2025-05-14 Yunduo Li , Yijie Zhang , Xueyu Zhu , Jinghuai Gao

Global climate models parameterize a range of atmospheric-oceanic processes like gravity waves, clouds, moist convection, and turbulence that cannot be sufficiently resolved. These subgrid-scale closures for unresolved processes are a…

Atmospheric and Oceanic Physics · Physics 2025-09-05 Aman Gupta , Aditi Sheshadri , Sujit Roy , Johannes Schmude , Vishal Gaur , Wei Ji Leong , Manil Maskey , Rahul Ramachandran

In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different…

Statistics Theory · Mathematics 2017-10-18 Alexander Ly , Maarten Marsman , Josine Verhagen , Raoul Grasman , Eric-Jan Wagenmakers

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

Machine Learning · Statistics 2022-10-18 Veit D. Wild , Robert Hu , Dino Sejdinovic

Complex salt geometries and strong velocity contrasts pose significant challenges for velocity model building and subsalt imaging. Although full waveform inversion (FWI) provides high-resolution velocity models, its performance strongly…

Geophysics · Physics 2026-03-30 Siyuan Dong , Jinghuai Gao , Yunduo Li , Zhaoqi Gao , Baohai Wu , Feng Liu

The increasing sensitivity of current and upcoming gravitational-wave (GW) detectors poses stringent requirements on the accuracy of the GW models used for data analysis. If these requirements are not met, systematic errors could dominate…

General Relativity and Quantum Cosmology · Physics 2025-08-29 Lorenzo Pompili , Alessandra Buonanno , Michael Pürrer

The recently developed Particle-based Variational Inference (ParVI) methods drive the empirical distribution of a set of \emph{fixed-weight} particles towards a given target distribution $\pi$ by iteratively updating particles' positions.…

Machine Learning · Computer Science 2021-12-03 Chao Zhang , Zhijian Li , Hui Qian , Xin Du

Seismic full-waveform inversion (FWI), which uses iterative methods to estimate high-resolution subsurface models from seismograms, is a powerful imaging technique in exploration geophysics. In recent years, the computational cost of FWI…

Geophysics · Physics 2023-11-28 Shihang Feng , Youzuo Lin , Brendt Wohlberg

The space-based gravitational wave (GW) detectors are expected to observe lensed GW events, offering new opportunities for cosmology and fundamental physics.Across the millihertz band, lensing effects transition from the wave-optics regime…

Instrumentation and Methods for Astrophysics · Physics 2026-05-06 Tianlong Wang , Tianyu Zhao , Minghui Du , Ziren Luo , Peng Dong , Peng Xu
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