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The quantification of myocardial perfusion MRI has the potential to provide a fast, automated and user-independent assessment of myocardial ischaemia. However, due to the relatively high noise level and low temporal resolution of the…

Image and Video Processing · Electrical Eng. & Systems 2019-07-30 Cian M. Scannell , Piet van den Bosch , Amedeo Chiribiri , Jack Lee , Marcel Breeuwer , Mitko Veta

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 present a parameter estimation procedure based on a Bayesian framework by applying a Markov Chain Monte Carlo algorithm to the calibration of the dynamical parameters of a space based gravitational wave detector. The method is based on…

General Relativity and Quantum Cosmology · Physics 2012-12-03 Luigi Ferraioli , Edward K. Porter , Eric Plagnol

We present a Bayesian inference methodology for the estimation of orbital parameters on single-line spectroscopic binaries with astrometric data, based on the No-U-Turn sampler Markov chain Monte Carlo algorithm. Our approach is designed to…

Solar and Stellar Astrophysics · Physics 2022-04-27 Miguel Videla , Rene A. Mendez , Ruben M. Claveria , Jorge F. Silva , Marcos E. Orchard

Understanding the properties of transient gravitational waves and their sources is of broad interest in physics and astronomy. Bayesian inference is the standard framework for astro-physical measurement in transient gravitational-wave…

General Relativity and Quantum Cosmology · Physics 2020-10-07 Rory Smith , Gregory Ashton , Avi Vajpeyi , Colm Talbot

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…

Methodology · Statistics 2016-06-03 Eugenia Koblents , Joaquin Miguez , Marco A. Rodriguez , Alexandra M. Schmidt

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

Machine Learning · Computer Science 2021-11-03 Oliver Hamelijnck , William J. Wilkinson , Niki A. Loppi , Arno Solin , Theodoros Damoulas

Panel Vector Autoregressions (PVARs) are a popular tool for analyzing multi-country datasets. However, the number of estimated parameters can be enormous, leading to computational and statistical issues. In this paper, we develop fast…

Econometrics · Economics 2022-02-10 Martin Feldkircher , Florian Huber , Gary Koop , Michael Pfarrhofer

Inferring the astrophysical parameters of coalescing compact binaries is a key science goal of the upcoming advanced LIGO-Virgo gravitational-wave detector network and, more generally, gravitational-wave astronomy. However, current…

General Relativity and Quantum Cosmology · Physics 2015-03-05 Priscilla Canizares , Scott E. Field , Jonathan Gair , Vivien Raymond , Rory Smith , Manuel Tiglio

Since the recent announcements of evidence for a stochastic gravitational wave background from several pulsar timing array collaborations, much effort has been devoted to explore features beyond the fiducial Hellings-Downs background…

General Relativity and Quantum Cosmology · Physics 2025-05-01 Heling Deng , Xavier Siemens , Rand Burnette

Recent variational Bayes methods for geospatial regression, proposed as an alternative to computationally expensive Markov chain Monte Carlo (MCMC) sampling, have leveraged Nearest Neighbor Gaussian processes (NNGP) to achieve scalability.…

Computation · Statistics 2025-07-17 Jiafang Song , Abhirup Datta

Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…

Machine Learning · Statistics 2021-01-01 Florian Gerber , Douglas W. Nychka

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Latent space models are popular for analyzing dynamic network data. We propose a variational approach to estimate the model parameters as well as the latent positions of the nodes in the network. The variational approach is much faster than…

Methodology · Statistics 2021-06-01 Yan Liu , Yuguo Chen

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Adam Moss

We apply neural posterior estimation for fast-and-accurate hierarchical Bayesian inference of gravitational wave populations. We use a normalizing flow to estimate directly the population hyper-parameters from a collection of individual…

General Relativity and Quantum Cosmology · Physics 2024-04-09 Konstantin Leyde , Stephen R. Green , Alexandre Toubiana , Jonathan Gair

As we move into an era of more sensitive pulsar timing array data sets, we may be able to resolve individual gravitational wave sources from the stochastic gravitational wave background. While some of these sources, like orbiting massive…

General Relativity and Quantum Cosmology · Physics 2024-12-02 Jacob A. Taylor , Rand Burnette , Bence Bécsy , Neil J. Cornish

Rapid and robust parameter estimation of gravitational-wave sources is a key component of modern multi-messenger astronomy. We present a novel and straightforward method for rapid parameter estimation of gravitational-wave sources that uses…

Instrumentation and Methods for Astrophysics · Physics 2025-07-31 Alexander Harvey Nitz

With the advance in computational resources, Bayesian inference is increasingly becoming the standard tool of practise in GW astronomy. However, algorithms such as Markov Chain Monte Carlo (MCMC) require a large number of iterations to…

General Relativity and Quantum Cosmology · Physics 2014-11-04 Edward K. Porter