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Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…

Machine Learning · Statistics 2020-08-11 Keishi Sando , Hideitsu Hino

Easy Parameter Inference in Cosmology (EPIC) is another Markov Chain Monte Carlo (MCMC) sampler for Cosmology. It is implemented in Python and provides Bayesian parameter inference and model comparison based on the Bayesian evidence. The…

Instrumentation and Methods for Astrophysics · Physics 2018-09-19 Rafael J. F. Marcondes

Principal Component Analysis (PCA) is a fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…

Machine Learning · Statistics 2023-07-21 Debolina Paul , Saptarshi Chakraborty , Swagatam Das

Principal component analysis (PCA) represents a standard approach to identify collective variables $\{x_i\}\!=\!\boldsymbol{x}$, which can be used to construct the free energy landscape $\Delta G(\boldsymbol{x})$ of a molecular system.…

Biomolecules · Quantitative Biology 2019-05-30 Matthias Post , Steffen Wolf , Gerhard Stock

The Standard Model of Particle Physics (SMPP) is an enormously successful description of high energy physics, driving ever more precise measurements to find "physics beyond the standard model", as well as providing motivation for developing…

Astrophysics · Physics 2015-06-24 Douglas Scott

We present a method for calculating large numbers of power spectra C_l and P(k) that accelerates CMBfast by a factor around 10^3 without appreciable loss of accuracy, then apply it to constrain 11 cosmological parameters from current Cosmic…

Astrophysics · Physics 2009-10-07 Max Tegmark , Matias Zaldarriaga , Andrew J. S. Hamilton

Classical Principal Component Analysis (PCA) approximates data in terms of projections on a small number of orthogonal vectors. There are simple procedures to efficiently compute various functions of the data from the PCA approximation. The…

Machine Learning · Statistics 2019-07-26 Guihong Wan , Crystal Maung , Haim Schweitzer

We present forecasts for the accuracy of determining the parameters of a minimal cosmological model and the total neutrino mass based on combined mock data for a future Euclid-like galaxy survey and Planck. We consider two different galaxy…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-11 Benjamin Audren , Julien Lesgourgues , Simeon Bird , Martin G. Haehnelt , Matteo Viel

Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…

Computation · Statistics 2015-09-11 Nikolas Kantas , Arnaud Doucet , Sumeetpal S. Singh , Jan Maciejowski , Nicolas Chopin

Recent results regarding dark energy are mutually inconsistent under the $\Lambda$CDM cosmological model, hinting at the possibility of undiscovered physics. However, the currently accepted cosmological parameters come from a joint…

Cosmology and Nongalactic Astrophysics · Physics 2025-04-08 Charles L. Steinhardt , Preston Phillips , Radoslaw Wojtak

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

We develop a novel statistical strong lensing approach to probe the cosmological parameters by exploiting multiple redshift image systems behind galaxies or galaxy clusters. The method relies on free-form mass inversion of strong lenses and…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-17 M. Lubini , M. Sereno , J. Coles , Ph. Jetzer , P. Saha

We introduce a class of copulas that we call Principal Component Copulas (PCCs). This class combines the strong points of copula-based techniques with principal component analysis (PCA), which results in flexibility when modelling tail…

Risk Management · Quantitative Finance 2025-09-09 K. B. Gubbels , J. Y. Ypma , C. W. Oosterlee

Determining the physical characteristics of a star is an inverse problem consisting in estimating the parameters of models for the stellar structure and evolution, knowing certain observable quantities. We use a Bayesian approach to solve…

Solar and Stellar Astrophysics · Physics 2015-06-11 M. Bazot , S. Bourguignon , J. Christensen-Dalsgaard

Markov chain Monte Carlo (MCMC) provides a feasible method for inferring Hidden Markov models, however, it is often computationally prohibitive, especially constrained by the curse of dimensionality, as the Monte Carlo sampler traverses…

Artificial Intelligence · Computer Science 2023-09-13 Xiongming Dai , Gerald Baumgartner

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

Recent observational progress has led to the establishment of the standard $\Lambda$CDM model for cosmology. This development is based on different cosmological probes that are usually combined through their likelihoods at the latest stage…

Cosmology and Nongalactic Astrophysics · Physics 2016-11-23 Andrina Nicola , Alexandre Refregier , Adam Amara

Extracting accurate cosmological information from galaxy-galaxy and galaxy-matter correlation functions on non-linear scales ($\lesssim 10 h^{-1} \mathrm{Mpc}$) requires cosmological simulations. Additionally, one has to marginalise over…

Cosmology and Nongalactic Astrophysics · Physics 2019-10-02 Johannes U. Lange , Frank C. van den Bosch , Andrew R. Zentner , Kuan Wang , Andrew P. Hearin , Hong Guo

Monte Carlo (MC) algorithms are commonly employed to explore high-dimensional parameter spaces constrained by data. All the statistical information obtained in the output of these analyses is contained in the Markov chains, which one needs…

Cosmology and Nongalactic Astrophysics · Physics 2022-09-21 Adrià Gómez-Valent

The analysis of current Cosmic Microwave Background (CMB) experiments is based on the interpretation of multi-frequency sky maps in terms of different astrophysical components and it requires specifically tailored component separation…

Instrumentation and Methods for Astrophysics · Physics 2015-05-19 G. Hurier , J. F. Macias-Perez , S. R. Hildebrandt