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In this paper we consider the parameter estimation problem associated to partially-observed time changed SDEs, with observations that are given at discrete times. In particular we consider both likelihood and Bayesian estimation. We develop…

Numerical Analysis · Mathematics 2026-05-12 Ke Zhao , Ajay Jasra

The mean density of a star transited by a planet, brown dwarf or low mass star can be accurately measured from its light curve. This measurement can be combined with other observations to estimate its mass and age by comparison with stellar…

Instrumentation and Methods for Astrophysics · Physics 2015-02-18 P. F. L. Maxted , A. M. Serenelli , J. Southworth

Gravitational-wave signals from black-hole binaries with non-precessing spins are described by four parameters -- each black hole's mass and spin. It has been shown that the dominant spin effects can be modeled by a \emph{single} spin…

General Relativity and Quantum Cosmology · Physics 2013-09-11 Michael Pürrer , Mark Hannam , P. Ajith , Sascha Husa

This paper introduces and reviews some of the principles and methods used in Bayesian reliability. It specifically discusses methods used in the analysis of success/no-success data and then reminds the reader of a simple Monte Carlo…

Methodology · Statistics 2024-06-10 Carsten H. Botts

In recent times empirical likelihood has been widely applied under Bayesian framework. Markov chain Monte Carlo (MCMC) methods are frequently employed to sample from the posterior distribution of the parameters of interest. However,…

Methodology · Statistics 2022-09-07 Sanjay Chaudhuri , Teng Yin

Discrete Markov random fields are undirected graphical models that capture complex conditional dependencies between discrete variables. Conducting exact posterior inference in these models is often computationally challenging because…

Methodology · Statistics 2026-03-10 Giuseppe Arena , Maarten Marsman

Using the \texttt{lalinference} Markov-chain Monte Carlo parameter estimation code, we examine two distinct nonprecessing black hole-neutron star (BH-NS) binaries with and without higher-order harmonics. Our simulations suggest that higher…

General Relativity and Quantum Cosmology · Physics 2014-03-26 R. O'Shaughnessy , B. Farr , E. Ochsner , Hee-Suk Cho , C. Kim , Chang-Hwan Lee

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

The observed orbits of emission-line stars may be affected by systematics owing to their broad emission lines being formed in complex and extended environments. This is problematic when orbital parameter probability distributions are…

Solar and Stellar Astrophysics · Physics 2021-10-22 David Grant , Katherine Blundell

We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…

Applications · Statistics 2017-10-03 Christos Merkatas , Konstantinos Kaloudis , Spyridon J. Hatjispyros

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

Computation · Statistics 2020-02-18 Johnathan Bardsley , Tiangang Cui

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a…

Instrumentation and Methods for Astrophysics · Physics 2018-05-08 Frederik Beaujean , Hans C. Eggers , Wolfgang E. Kerzendorf

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Computation · Statistics 2013-06-20 Junshan Wang , Ajay Jasra , Maria De Iorio

Procedural material models have been gaining traction in many applications thanks to their flexibility, compactness, and easy editability. We explore the inverse rendering problem of procedural material parameter estimation from…

Graphics · Computer Science 2025-04-22 Yu Guo , Milos Hasan , Lingqi Yan , Shuang Zhao

Binarity plays a crucial role in star formation and evolution. Consequently, identifying binary stars is essential to deepen our understanding of these processes. We propose a method to investigate the observed radial velocity distribution…

Astrophysics of Galaxies · Physics 2024-12-18 Stefano Rinaldi , María Claudia Ramírez-Tannus

In recent years, methods for Bayesian inference have been widely used in many different problems in physics where detection and characterization are necessary. Data analysis in gravitational-wave astronomy is a prime example of such a case.…

Instrumentation and Methods for Astrophysics · Physics 2023-10-11 Nikolaos Karnesis , Michael L. Katz , Natalia Korsakova , Jonathan R. Gair , Nikolaos Stergioulas

In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to…

Computation · Statistics 2015-06-22 Shiwei Lan , Jeffrey Streets , Babak Shahbaba

The fully marginalized likelihood, or Bayesian evidence, is of great importance in probabilistic data analysis, because it is involved in calculating the posterior probability of a model or re-weighting a mixture of models conditioned on…

Instrumentation and Methods for Astrophysics · Physics 2014-01-30 Fengji Hou , Jonathan Goodman , David W. Hogg

We aim to present a generalized Bayesian inference method for constraining interiors of super Earths and sub-Neptunes. Our methodology succeeds in quantifying the degeneracy and correlation of structural parameters for high dimensional…

Instrumentation and Methods for Astrophysics · Physics 2017-01-09 C. Dorn , J. Venturini , A. Khan , K. Heng , Y. Alibert , R. Helled , A. Rivoldini , W. Benz