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Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify the uncertainty on the estimators. Although these methods…

Methodology · Statistics 2023-11-28 Pierre-Antoine Thouvenin , Audrey Repetti , Pierre Chainais

We study the following fundamental hypothesis testing problem, which we term Gaussian mean testing. Given i.i.d. samples from a distribution $p$ on $\mathbb{R}^d$, the task is to distinguish, with high probability, between the following…

Statistics Theory · Mathematics 2022-10-26 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

Computation · Statistics 2016-04-20 Hongqiao Wang , Guang Lin , Jinglai Li

General Stochastic Hybrid Systems (GSHS) have been formulated to represent various types of uncertainties in hybrid dynamical systems. In this paper, we propose computational techniques for Bayesian estimation of GSHS. In particular, the…

Optimization and Control · Mathematics 2020-03-04 Weixin Wang , Taeyoung Lee

In a previous paper (gr-qc/0105100) we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Methodology · Statistics 2012-10-17 B. N. Pandey , Pulastya Bandyopadhyay

Sampling the distribution of bosons that have undergone a random unitary evolution is strongly believed to be a computationally hard problem. Key to outperforming classical simulations of this task is to increase both the number of input…

We introduce a connection between a near-term quantum computing device, specifically a Gaussian boson sampler, and the graph isomorphism problem. We propose a scheme where graphs are encoded into quantum states of light, whose properties…

Quantum Physics · Physics 2021-04-08 Kamil Bradler , Shmuel Friedland , Josh Izaac , Nathan Killoran , Daiqin Su

One of the fundamental problems in Bayesian statistics is the approximation of the posterior distribution. Gibbs sampler and coordinate ascent variational inference are renownedly utilized approximation techniques that rely on stochastic…

Statistics Theory · Mathematics 2021-06-18 Se Yoon Lee

Boson sampling, a computational problem conjectured to be hard to simulate on a classical machine, is a promising candidate for an experimental demonstration of quantum advantage using bosons. However, inevitable experimental noise and…

Quantum Physics · Physics 2022-10-12 Gabriele Bressanini , Hyukjoon Kwon , M. S. Kim

Gaussian belief propagation (GBP) is a recursive computation method that is widely used in inference for computing marginal distributions efficiently. Depending on how the factorization of the underlying joint Gaussian distribution is…

Information Theory · Computer Science 2018-01-22 Jian Du , Shaodan Ma , Yik-Chung Wu , Soummya Kar , José M. F. Moura

A new framework of compressive sensing (CS), namely statistical compressive sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution and achieving accurate reconstruction on average, is…

Computer Vision and Pattern Recognition · Computer Science 2010-10-22 Guoshen Yu , Guillermo Sapiro

This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…

Machine Learning · Statistics 2019-10-29 Christian Soize , Roger Ghanem

Quantum mechanics promises computational powers beyond the reach of classical computers. Current technology is on the brink of an experimental demonstration of the superior power of quantum computation compared to classical devices. For…

Quantum Physics · Physics 2019-04-02 Jelmer Renema , Valery Shchesnovich , Raul Garcia-Patron

GNSS localization is an important part of today's autonomous systems, although it suffers from non-Gaussian errors caused by non-line-of-sight effects. Recent methods are able to mitigate these effects by including the corresponding…

Robotics · Computer Science 2020-03-20 Tim Pfeifer , Peter Protzel

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…

Methodology · Statistics 2019-02-14 Pallavi Ray , Debdeep Pati , Anirban Bhattacharya

Simulating vibronic spectra is a central task in physical chemistry, offering insight into important properties of molecules. Recently, it has been experimentally demonstrated that photonic platforms based on Gaussian boson sampling (GBS)…

Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

The Bayesian lasso is well-known as a Bayesian alternative for Lasso. Although the advantage of the Bayesian lasso is capable of full probabilistic uncertain quantification for parameters, the corresponding posterior distribution can be…

Methodology · Statistics 2022-07-06 Jun Kawakami , Shintaro Hashimoto