Related papers: Calculating the EFT likelihood via saddle-point ex…
We perform a precision calculation of the effective field theory (EFT) conditional likelihood for large-scale structure (LSS) using the saddle-point expansion method in the presence of primordial non-Gaussianities (PNG). The precision is…
We derive, using functional methods and the bias expansion, the conditional likelihood for observing a specific tracer field given an underlying matter field. This likelihood is necessary for Bayesian-inference methods. If we neglect all…
The saddlepoint approximation to the likelihood, and its corresponding maximum likelihood estimate (MLE), offer an alternative estimation method when the true likelihood is intractable or computationally expensive. However, maximizing this…
Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…
How can one perform Bayesian inference on stochastic simulators with intractable likelihoods? A recent approach is to learn the posterior from adaptively proposed simulations using neural network-based conditional density estimators.…
We obtain two theorems extending the use of a saddlepoint approximation to multiparameter problems for likelihood ratio-like statistics which allow their use in permutation and rank tests and could be used in bootstrap approximations. In…
In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…
The paper derives saddlepoint expansions for conditional expectations in the form of $\mathsf{E}[\overline{X} | \overline{\mathbf Y} = {\mathbf a}]$ and $\mathsf{E}[\overline{X} | \overline{\mathbf Y} \geq {\mathbf a}]$ for the sample mean…
We extend known saddlepoint tail probability approximations to multivariate cases, including multivariate conditional cases. Our approximation applies to both continuous and lattice variables, and requires the existence of a cumulant…
The challenges posed by complex stochastic models used in computational ecology, biology and genetics have stimulated the development of approximate approaches to statistical inference. Here we focus on Synthetic Likelihood (SL), a…
Chiral effective field theory (EFT) predictions are necessarily truncated at some order in the EFT expansion, which induces an error that must be quantified for robust statistical comparisons to experiment. In previous work, a Bayesian…
Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…
A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this…
Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…
Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in calculating the joint likelihood function. This precludes all standard likelihood-based approaches, including Bayesian…
Bayesian analyses of the convergence pattern of Effective Field Theories (EFTs) enable estimation of the uncertainty induced by a truncated expansion. When an EFT that has been calibrated to data is used to make a prediction this truncation…
In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…
Bayesian procedures designed to quantify truncation errors in perturbative calculations of quantum chromodynamics observables are adapted to expansions in effective field theory (EFT). In the Bayesian approach, such truncation errors are…
Some expansion methods have been proposed for approximately pricing options which has no exact closed formula. Benhamou et al. (2010) presents the smart expansion method that directly expands the expectation value of payoff function with…
We study the EFT likelihood for biased tracers in redshift space, for which the bias expansion of the galaxy velocity field $\mathbf{v}_g$ plays a fundamental role. The equivalence principle forbids stochastic contributions to…