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Inference of latent feature models in the Bayesian nonparametric setting is generally difficult, especially in high dimensional settings, because it usually requires proposing features from some prior distribution. In special cases, where…

Machine Learning · Statistics 2022-06-14 Michael Minyi Zhang , Sinead A. Williamson , Fernando Perez-Cruz

Ensembling can improve the performance of Neural Networks, but existing approaches struggle when the architecture likelihood surface has dispersed, narrow peaks. Furthermore, existing methods construct equally weighted ensembles, and this…

Machine Learning · Statistics 2023-03-20 Saad Hamid , Xingchen Wan , Martin Jørgensen , Binxin Ru , Michael Osborne

We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

Computation · Statistics 2009-10-19 Paul Fearnhead , Zhen Liu

We present a novel method for sampling iso-likelihood contours in nested sampling using a type of machine learning algorithm known as normalising flows and incorporate it into our sampler nessai. Nessai is designed for problems where…

General Relativity and Quantum Cosmology · Physics 2021-05-12 Michael J. Williams , John Veitch , Chris Messenger

This paper considers the problem of model selection within the context of finite element model updating. Given that a number of FEM updating models, with different updating parameters, can be designed, this paper proposes using the Bayesian…

Computation · Statistics 2008-10-16 Linda Mthembu , Tshilidzi Marwala , Michael I. Friswell , Sondipon Adhikari

The marginal likelihood is a central tool for drawing Bayesian inference about the number of components in mixture models. It is often approximated since the exact form is unavailable. A bias in the approximation may be due to an incomplete…

Computation · Statistics 2014-11-14 Jeong Eun Lee , Christian P. Robert

Nested sampling (NS) has emerged as a powerful tool for exploring thermodynamic properties in materials science. However, its efficiency is often hindered by the limitations of Markov chain Monte Carlo (MCMC) sampling. In strongly…

Statistical Mechanics · Physics 2025-07-31 Nico Unglert , Livia Bartók Pártay , Georg K. H. Madsen

A system of nested dichotomies is a method of decomposing a multi-class problem into a collection of binary problems. Such a system recursively applies binary splits to divide the set of classes into two subsets, and trains a binary…

Machine Learning · Computer Science 2018-09-12 Tim Leathart , Eibe Frank , Bernhard Pfahringer , Geoffrey Holmes

Nested sampling is often used in Bayesian statistics problems in astronomy. It operates with a set of live points, iteratively replacing the point with the lowest likelihood with a new point of higher likelihood. Each iteration reduces the…

High Energy Astrophysical Phenomena · Physics 2025-03-24 Vaibhav Tiwari

Following the discovery of the brightest high-energy neutrino sources in the sky, the further detection of fainter sources is more challenging. A natural solution is to combine fainter source candidates, and instead of individual…

High Energy Astrophysical Phenomena · Physics 2025-06-03 I. Bartos , M. Ackermann , M. Kowalski

Model comparison and calibrated uncertainty quantification often require integrating over parameters, but scalable inference can be challenging for complex, multimodal targets. Nested Sampling is a robust alternative to standard MCMC, yet…

Computation · Statistics 2026-05-12 David Yallup , Namu Kroupa , Will Handley

Developing an efficient sampler capable of generating independent and identically distributed (IID) samples from a Boltzmann distribution is a crucial challenge in scientific research, e.g. molecular dynamics. In this work, we intend to…

Machine Learning · Computer Science 2026-03-10 RuiKang OuYang , Bo Qiang , José Miguel Hernández-Lobato

Sampling complex free energy surfaces is one of the main challenges of modern atomistic simulation methods. The presence of kinetic bottlenecks in such surfaces often renders a direct approach useless. A popular strategy is to identify a…

Computational Physics · Physics 2019-09-25 Luigi Bonati , Yue-Yu Zhang , Michele Parrinello

Boson Sampling is a computational task strongly believed to be hard for classical computers, but efficiently solvable by orchestrated bosonic interference in a specialised quantum computer. Current experimental schemes, however, are still…

Performance-based engineering for natural hazards facilitates the design and appraisal of structures with rigorous evaluation of their uncertain structural behavior under potentially extreme stochastic loads expressed in terms of failure…

Computational Engineering, Finance, and Science · Computer Science 2023-05-11 Srinivasan Arunachalam , Seymour M. J. Spence

In the absence of impurities and boundary effects, first order phase transitions are initiated by the nucleation of critical bubbles. In thermally driven transitions many systems can remain metastable for an extended time, possibly tens of…

High Energy Physics - Lattice · Physics 2025-02-21 Jaakko Hällfors , Kari Rummukainen

We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…

Machine Learning · Statistics 2014-11-04 Tom Gunter , Michael A. Osborne , Roman Garnett , Philipp Hennig , Stephen J. Roberts

We present a performant, general-purpose gradient-guided nested sampling algorithm, ${\tt GGNS}$, combining the state of the art in differentiable programming, Hamiltonian slice sampling, clustering, mode separation, dynamic nested…

Machine Learning · Computer Science 2023-12-08 Pablo Lemos , Nikolay Malkin , Will Handley , Yoshua Bengio , Yashar Hezaveh , Laurence Perreault-Levasseur

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-16 Rupert Allison , Joanna Dunkley

We present a novel method to significantly speed up cosmological parameter sampling. The method relies on constructing an interpolation of the CMB-log-likelihood based on sparse grids, which is used as a shortcut for the…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-18 Mona Frommert , Dirk Pflueger , Thomas Riller , Martin Reinecke , Hans-Joachim Bungartz , Torsten Ensslin