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Pixel-space full spectrum fitting exploiting non-linear $\chi^2$ minimization became a \emph{de facto} standard way of deriving internal kinematics from absorption line spectra of galaxies and star clusters. However, reliable estimation of…
In this paper, a statistical model for panel data with unobservable grouped factor structures which are correlated with the regressors and the group membership can be unknown. The factor loadings are assumed to be in different subspaces and…
We propose to compute physical properties by Monte Carlo calculations using conditional expectation values. The latter are obtained on top of the usual Monte Carlo sampling by partitioning the physical space in several subspaces or…
We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…
This paper considers the \textit{minimum spanning tree (MST)} problem in the Congested Clique model and presents an algorithm that runs in $O(\log \log \log n)$ rounds, with high probability. Prior to this, the fastest MST algorithm in this…
Statistical model checking delivers quantitative verification results with statistical guarantees by applying Monte Carlo simulation to formal models. It scales to model sizes and model types that are out of reach for exhaustive, analytical…
The effects of sampling are investigated on measurements of counts-in-cells in three-dimensional magnitude limited galaxy surveys, with emphasis on moments of the underlying smooth galaxy density field convolved with a spherical window. A…
When dealing with difficult inverse problems such as inverse rendering, using Monte Carlo estimated gradients to optimise parameters can slow down convergence due to variance. Averaging many gradient samples in each iteration reduces this…
Super-sample covariance (SSC) is an important effect for cosmological analyses that use the deep structure of the cosmic web; it may, however, be nontrivial to include it practically in a pipeline. We solve this difficulty by presenting a…
We extend field-level inference to jointly constrain the cosmological parameters $\{A,\omega_{\rm cdm},H_0\}$, in both real and redshift space. Our analyses are based on mock data generated using a perturbative forward model, with noise…
Weak lensing by large-scale structure provides a unique method to directly measure matter fluctuations in the universe, and has recently been detected from the ground. Here, we report the first detection of this `cosmic shear' based on…
Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…
This paper proposes a new Sequential Monte Carlo algorithm to perform online estimation in the context of state space models when either the transition density of the latent state or the conditional likelihood of an observation given a…
Upcoming astronomical surveys will observe billions of galaxies across cosmic time, providing a unique opportunity to map the many pathways of galaxy assembly to an incredibly high resolution. However, the huge amount of data also poses an…
Measuring relativistic effects on cosmological scales would provide further confirmation of the validity of general relativity in the still poorly tested condition of weak gravity. Despite their relevance, relativistic imprints in the…
The next generation of weak lensing surveys will measure the matter distribution of the local Universe with unprecedented precision, allowing the resolution of non-Gaussian features of the convergence field. This encourages the use of…
Quantum Monte Carlo methods are powerful tools for studying quantum many-body systems but face difficulties in accessing excited states and in treating sign problems. We present a continuous-time path-integral Monte Carlo method for…
Hutchinson's method estimates the trace of a matrix function $f(D)$ stochastically using samples $\tau^Hf(D)\tau$, where the components of the random vectors $\tau$ obey an isotropic probability distribution. Estimating the trace of the…
We describe an improved statistical downscaling method for Earth science applications using multivariate Basis Graphical Lasso (BGL). We demonstrate our method using a case study of sea surface temperature (SST) projections from CMIP6 Earth…
Radiative transfer (RT) simulations are a powerful tool that enables the calculation of synthetic images of a wide range of astrophysical objects. These simulations are often based on the Monte Carlo (MC) method, as it provides the needed…