Related papers: Markov Chain Monte Carlo Optimization applied to D…

Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…

Modeling of microlensing events poses computational challenges for the resolution of the lens equation and the high dimensionality of the parameter space. In particular, numerical noise represents a severe limitation to fast and efficient…

We have developed a new, fast method of estimating the orbital properties of a binary or triple system using as few as two epochs of astrometric data. FOBOS (Few Observation Binary Orbit Solver) uses a flat prior brute force Monte Carlo…

In this paper we propose to evaluate and compare Markov chain Monte Carlo (MCMC) methods to estimate the parameters in a generalized extreme value model. We employed the Bayesian approach using traditional Metropolis-Hastings methods,…

Orbital parameters of planets are fitted directly to an appropriate set of observations. It is shown how to use the rigorous Deming method combined with a numerical integration of gravitation equations. In all, 65 parameters of the nine…

Spectral analysis is a powerful tool to investigate stellar properties and it has been widely used for decades now. However, the methods considered to perform this kind of analysis are mostly based on iteration among a few diagnostic lines…

Markov-chain Monte Carlo sampling has become a standard technique for exploring the posterior distribution of cosmological parameters constrained by observations of CMB anisotropies. Given an infinite amount of time, any MCMC sampler will…

Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…

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…

Variable selection is a key issue when analyzing high-dimensional data. The explosion of data with large sample sizes and dimensionality brings new challenges to this problem in both inference accuracy and computational complexity. To…

We introduce a framework that enables efficient sampling from learned probability distributions for MRI reconstruction. Different from conventional deep learning-based MRI reconstruction techniques, samples are drawn from the posterior…

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

A simple and efficient adaptive Markov Chain Monte Carlo (MCMC) method, called the Metropolized Adaptive Subspace (MAdaSub) algorithm, is proposed for sampling from high-dimensional posterior model distributions in Bayesian variable…

Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of…

This paper presents a novel stochastic optimisation methodology to perform empirical Bayesian inference in semi-blind image deconvolution problems. Given a blurred image and a parametric class of possible operators, the proposed…

We describe regularized methods for image reconstruction and focus on the question of hyperparameter and instrument parameter estimation, i.e. unsupervised and myopic problems. We developed a Bayesian framework that is based on the \post…

Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Jet precession can reveal the presence of binary systems of supermassive black holes. The ability to accurately measure the parameters of jet precession from radio-loud AGN is important for constraining the binary supermassive black hole…

We are developing a Bayesian approach based on Markov chain Monte Carlo techniques to search for and extract information about white dwarf binary systems with the Laser Interferometer Space Antenna (LISA). Here we present results obtained…