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We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…

Computation · Statistics 2016-03-31 Dan Crisan , Joaquin Miguez

Presented in this paper is a Markov chain Monte Carlo (MCMC) routine for conducting coherent parameter estimation for interferometric gravitational wave observations of an inspiral of binary compact objects using data from multiple…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Christian Röver , Renate Meyer , Nelson Christensen

Several rapid parameter estimation methods have recently been advanced to deal with the computational challenges of the problem of Bayesian inference of the properties of compact binary sources detected in the upcoming science runs of the…

General Relativity and Quantum Cosmology · Physics 2023-12-05 Lalit Pathak , Amit Reza , Anand S. Sengupta

In many areas of science, complex phenomena are modeled by stochastic parametric simulators, often featuring high-dimensional parameter spaces and intractable likelihoods. In this context, performing Bayesian inference can be challenging.…

Machine Learning · Computer Science 2021-11-10 François Rozet , Gilles Louppe

We present results from Speckle inteferometric observations of fifteen visual binaries and one double-line spectroscopic binary, carried out with the HRCam Speckle camera of the SOAR 4.1 m telescope. These systems were observed as a part of…

Solar and Stellar Astrophysics · Physics 2021-03-10 Rene A. Mendez , Ruben M. Claveria , Edgardo Costa

Imaging a star's companion at multiple epochs over a short orbital arc provides only four of the six coordinates required for a unique orbital solution. Probability distributions of possible solutions are commonly generated by Monte Carlo…

Earth and Planetary Astrophysics · Physics 2015-06-23 Tim D. Pearce , Mark C. Wyatt , Grant M. Kennedy

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

Instrumentation and Methods for Astrophysics · Physics 2022-01-26 Geetakrishnasai Gunapati , Anirudh Jain , P. K. Srijith , Shantanu Desai

Radial velocity (RV) planet searches are increasingly finding planets with small velocity amplitudes, with long orbital periods, or in multiple planet systems. Bayesian inference has the potential to improve the interpretation of existing…

Astrophysics · Physics 2007-05-23 Eric B. Ford , Philip C. Gregory

We present a unified framework to derive fundamental stellar parameters by combining all available observational and theoretical information for a star. The algorithm relies on the method of Bayesian inference, which for the first time…

Solar and Stellar Astrophysics · Physics 2015-06-18 Ralph Schönrich , Maria Bergemann

We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…

Image and Video Processing · Electrical Eng. & Systems 2026-03-17 Ahmed Karam Eldaly , Matteo Figini , Daniel C. Alexander

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

The optimal instant of observation of astrophysical phenomena for objects that vary on human time-sales is an important problem, as it bears on the cost-effective use of usually scarce observational facilities. In this paper we address this…

Solar and Stellar Astrophysics · Physics 2023-02-15 Miguel Videla , Rene A. Mendez , Jorge F. Silva , Marcos E. Orchard

We present a Bayesian approach to the problem of determining parameters for coalescing binary systems observed with laser interferometric detectors. By applying a Markov Chain Monte Carlo (MCMC) algorithm, specifically the Gibbs sampler, we…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Nelson Christensen , Renate Meyer

Data transformations are essential for broad applicability of parametric regression models. However, for Bayesian analysis, joint inference of the transformation and model parameters typically involves restrictive parametric transformations…

Methodology · Statistics 2024-08-29 Daniel R. Kowal , Bohan Wu

With the advance in computational resources, Bayesian inference is increasingly becoming the standard tool of practise in GW astronomy. However, algorithms such as Markov Chain Monte Carlo (MCMC) require a large number of iterations to…

General Relativity and Quantum Cosmology · Physics 2014-11-04 Edward K. Porter

In this paper we introduce an algorithm for determining the orbital elements and individual masses of visual binaries. The algorithm uses an optimal point, which minimizes a specific function describing the average length between the…

Solar and Stellar Astrophysics · Physics 2014-06-06 Mohamed Sharaf , Mohamed Nouh , Abdel Naby Saad , Magdy Elkhateeb , Somaya Saad

New telescopes like the Square Kilometre Array (SKA) will push into a new sensitivity regime and expose systematics, such as direction-dependent effects, that could previously be ignored. Current methods for handling such systematics rely…

Instrumentation and Methods for Astrophysics · Physics 2015-05-22 Michelle Lochner , Iniyan Natarajan , Jonathan T. L. Zwart , Oleg Smirnov , Bruce A. Bassett , Nadeem Oozeer , Martin Kunz

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Methodology · Statistics 2018-08-13 Daniel W. Heck , Antony M. Overstall , Quentin F. Gronau , Eric-Jan Wagenmakers

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

Robotics · Computer Science 2022-03-01 Eric Heiden , Christopher E. Denniston , David Millard , Fabio Ramos , Gaurav S. Sukhatme

We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a non-trivial likelihood given the latent path. Due to the non-Markovianity and high-dimensionality of the latent paths,…

Methodology · Statistics 2015-03-25 Alexandros Beskos , Joseph Dureau , Konstantinos Kalogeropoulos