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Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

Model selection aims to determine which theoretical models are most plausible given some data, without necessarily asking about the preferred values of the model parameters. A common model selection question is to ask when new data require…

Astrophysics · Physics 2008-11-26 Andrew R. Liddle , Pia Mukherjee , David Parkinson

We present a framework for the efficient computation of optimal Bayesian decisions under intractable likelihoods, by learning a surrogate model for the expected utility (or its distribution) as a function of the action and data spaces. We…

Machine Learning · Statistics 2023-11-13 Justin Alsing , Thomas D. P. Edwards , Benjamin Wandelt

The computational cost for inference and prediction of statistical models based on Gaussian processes with Mat\'ern covariance functions scales cubicly with the number of observations, limiting their applicability to large data sets. The…

Statistics Theory · Mathematics 2025-03-04 David Bolin , Vaibhav Mehandiratta , Alexandre B. Simas

The estimation of model parameters with uncertainties from observed data is a ubiquitous inverse problem in science and engineering. In this paper, we suggest an inexpensive and easy to implement parameter estimation technique that uses a…

Machine Learning · Computer Science 2020-11-06 Ushnish Sengupta , Maximilian L. Croci , Matthew P. Juniper

Semi-numerical models of reionization typically involve a large number of unknown parameters whose values are constrained by comparing with observations. Increasingly often, exploring this parameter space using semi-numerical simulations…

Instrumentation and Methods for Astrophysics · Physics 2024-02-05 T. Roy Choudhury , A. Paranjape , B. Maity

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

Particle-in-cell simulations are among the most essential tools for the modeling and optimization of laser-plasma accelerators, since they reproduce the physics from first principles. However, the high computational cost associated with…

Parameters in climate models are usually calibrated manually, exploiting only small subsets of the available data. This precludes both optimal calibration and quantification of uncertainties. Traditional Bayesian calibration methods that…

Statistics Theory · Mathematics 2021-10-04 Oliver R. A. Dunbar , Alfredo Garbuno-Inigo , Tapio Schneider , Andrew M. Stuart

Designing controllers under uncertainty requires balancing the need to explore system dynamics with the requirement to maintain reliable control performance. Dual control addresses this challenge by selecting actions that both regulate the…

Optimization and Control · Mathematics 2025-12-18 Mohammad Mahmoudi Filabadi , Guillaume Crevecoeur , Tom Lefebvre

This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…

Methodology · Statistics 2016-12-22 P. Choppala , D. Gunawan , J. Chen , M. -N. Tran , R. Kohn

The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Processes are a popular class of models used for this purpose…

Instrumentation and Methods for Astrophysics · Physics 2017-11-15 Daniel Foreman-Mackey , Eric Agol , Sivaram Ambikasaran , Ruth Angus

A model-independent or non-parametric approach for modeling a database has been widely used in cosmology. In these scenarios, the data has been used directly to reconstruct an underlying function. In this work, we introduce a novel…

Cosmology and Nongalactic Astrophysics · Physics 2023-01-19 Ahmad Mehrabi

This paper proposes a new approach for Bayesian and maximum likelihood parameter estimation for stationary Gaussian processes observed on a large lattice with missing values. We propose an MCMC approach for Bayesian inference, and a Monte…

Computation · Statistics 2014-02-19 Jonathan R. Stroud , Michael L. Stein , Shaun Lysen

Understanding the structure of our universe and the distribution of matter is an area of active research. As cosmological surveys grow in complexity, the development of emulators to efficiently and effectively predict matter power spectra…

Applications · Statistics 2025-07-28 Stephen A. Walsh , Annie S. Booth , David Higdon , Jared Clark , Kelly R. Moran , Katrin Heitmann

Reconstructing astrophysical and cosmological fields from observations is challenging. It requires accounting for non-linear transformations, mixing of spatial structure, and noise. In contrast, forward simulators that map fields to…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-01 Florian List , Noemi Anau Montel , Christoph Weniger

Bayesian parameter estimation provides a systematic approach to compare heavy ion collision models with measurements, leading to constraints on the properties of nuclear matter with proper accounting of experimental and theoretical…

Nuclear Theory · Physics 2023-05-31 Brandon Weiss , Jean-François Paquet , Steffen A. Bass

Computer experiments have become ubiquitous in science and engineering. Commonly, runs of these simulations demand considerable time and computing, making experimental design extremely important in gaining high quality information with…

Statistics Theory · Mathematics 2017-05-15 Benjamin Haaland , Wenjia Wang , Vaibhav Maheshwari

The Bayesian evidence is a key tool in model selection, allowing a comparison of models with different numbers of parameters. Its use in analysis of cosmological models has been limited by difficulties in calculating it, with current…

Cosmology and Nongalactic Astrophysics · Physics 2023-02-01 Juan Garcia-Bellido

Approximate Bayesian computation (ABC) methods perform inference on model-specific parameters of mechanistically motivated parametric statistical models when evaluating likelihoods is difficult. Central to the success of ABC methods is…

Computation · Statistics 2013-01-29 Erkan O. Buzbas , Noah A. Rosenberg