Related papers: pocoMC: A Python package for accelerated Bayesian …

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

flowMC is a Python library for accelerated Markov Chain Monte Carlo (MCMC) leveraging deep generative modeling. It is built on top of the machine learning libraries JAX and Flax. At its core, flowMC uses a local sampler and a learnable…

Cosmic-ray observatories necessarily rely on Monte Carlo simulations for their design, calibration and analysis of their data. Detailed simulations are very demanding computationally. We present a python-based package called ShowerModel to…

We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free…

Inverse problems defined on the sphere arise in many fields, including seismology and cosmology where problems are defined on the globe and the cosmic sphere. These are generally high-dimensional and computationally very complex and, as a…

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

Current and upcoming cosmological experiments open a new era of precision cosmology, thus demanding accurate theoretical predictions for cosmological observables. Because of the complexity of the codes delivering such predictions, reaching…

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…

Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…

CosmoMC is a Cosmological Monte Carlo package that explores parameter space, finds the best-fit values, and makes contour plots for various observational data. The present manual assists you with the installation steps and running of…

Particle Markov chain Monte Carlo (pMCMC) is now a popular method for performing Bayesian statistical inference on challenging state space models (SSMs) with unknown static parameters. It uses a particle filter (PF) at each iteration of an…

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

Reliable extraction of cosmological information from clustering measurements of galaxy surveys requires estimation of the error covariance matrices of observables. The accuracy of covariance matrices is limited by our ability to generate…

In this article we consider computing expectations w.r.t.~probability laws associated to a certain class of stochastic systems. In order to achieve such a task, one must not only resort to numerical approximation of the expectation, but…

Approximate Bayesian computation (ABC) is a class of Bayesian inference algorithms that targets for problems with intractable or {unavailable} likelihood function. It uses synthetic data drawn from the simulation model to approximate the…

We introduce zeus, a well-tested Python implementation of the Ensemble Slice Sampling (ESS) method for Bayesian parameter inference. ESS is a novel Markov chain Monte Carlo (MCMC) algorithm specifically designed to tackle the computational…

Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud…