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Gaussian latent tree models, or more generally, Gaussian latent forest models have Fisher-information matrices that become singular along interesting submodels, namely, models that correspond to subforests. For these singularities, we…

Methodology · Statistics 2015-12-24 Mathias Drton , Shaowei Lin , Luca Weihs , Piotr Zwiernik

Measuring the growth rate of large-scale structures (f) as a function of redshift has the potential to break degeneracies between modified gravity and dark energy models, when combined with expansion-rate probes. Direct estimates of…

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

In observational studies, instrumental variables estimation is greatly utilized to identify causal effects. One of the key conditions for the instrumental variables estimator to be consistent is the exclusion restriction, which indicates…

Methodology · Statistics 2020-06-16 Gyuhyeong Goh , Jisang Yu

The ratio of Bayesian evidences is a popular tool in cosmology to compare different models. There are however several issues with this method: Bayes' ratio depends on the prior even in the limit of non-informative priors, and Jeffrey's…

Cosmology and Nongalactic Astrophysics · Physics 2024-12-16 Luca Amendola , Vrund Patel , Ziad Sakr , Elena Sellentin , Kevin Wolz

This paper studies large sample properties of a Bayesian approach to inference about slope parameters $\gamma$ in linear regression models with a structural break. In contrast to the conventional approach to inference about $\gamma$ that…

Econometrics · Economics 2023-08-15 Kenichi Shimizu

Variational inference with a factorized Gaussian posterior estimate is a widely used approach for learning parameters and hidden variables. Empirically, a regularizing effect can be observed that is poorly understood. In this work, we show…

Machine Learning · Computer Science 2019-09-04 Julius Kunze , Louis Kirsch , Hippolyt Ritter , David Barber

Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalisation constants requires summation over large or possibly infinite sets, which can be impractical. This paper…

Methodology · Statistics 2023-09-04 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates

Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…

Methodology · Statistics 2024-07-02 Thomas J. Loredo , Robert L. Wolpert

Tests of general relativity (GR) can be systematically biased when our waveform models are inaccurate. We here study systematic biases in tests of general relativity induced by neglecting lensing effects for millilensed gravitational-wave…

General Relativity and Quantum Cosmology · Physics 2024-10-30 Anna Liu , Rohit S. Chandramouli , Otto A. Hannuksela , Nicolás Yunes , Tjonnie G. F. Li

We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…

Machine Learning · Statistics 2024-03-08 Pierre Mergny , Justin Ko , Florent Krzakala , Lenka Zdeborová

Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant…

Methodology · Statistics 2021-09-06 Minwoo Kim , Shrijita Bhattacharya , Tapabrata Maiti

Bayesian statistics is based on the subjective definition of probability as {\it ``degree of belief''} and on Bayes' theorem, the basic tool for assigning probabilities to hypotheses combining {\it a priori} judgements and experimental…

High Energy Physics - Phenomenology · Physics 2016-09-01 G. D'Agostini

Bayesian synthetic likelihood is a widely used approach for conducting Bayesian analysis in complex models where evaluation of the likelihood is infeasible but simulation from the assumed model is tractable. We analyze the behaviour of the…

Statistics Theory · Mathematics 2026-04-17 David T. Frazier , Christopher Drovandi , David J. Nott

We develop a novel data-driven approach to the inverse problem of classical statistical mechanics: given experimental data on the collective motion of a classical many-body system, how does one characterise the free energy landscape of that…

Statistical Mechanics · Physics 2022-03-01 Peter Yatsyshin , Serafim Kalliadasis , Andrew B. Duncan

We consider statistical inference for a class of mixed-effects models with system noise described by a non-Gaussian integrated Ornstein-Uhlenbeck process. Under the asymptotics where the number of individuals goes to infinity with possibly…

Statistics Theory · Mathematics 2025-11-18 Takumi Imamura , Hiroki Masuda

Extracting meaning from uncertain, noisy data is a fundamental problem across time series analysis, pattern recognition, and language modeling. This survey presents a unified mathematical framework that connects classical estimation theory,…

Machine Learning · Computer Science 2025-08-22 Mohammed Elmusrati

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

This paper introduces a Bayesian framework to detect multiple signals embedded in noisy observations from a sensor array. For various states of knowledge on the communication channel and the noise at the receiving sensors, a marginalization…

Information Theory · Computer Science 2009-09-08 Romain Couillet , Merouane Debbah