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We consider in this paper the problem of sampling a high-dimensional probability distribution $\pi$ having a density with respect to the Lebesgue measure on $\mathbb{R}^d$, known up to a normalization constant $x \mapsto \pi(x)=…

Statistics Theory · Mathematics 2018-07-17 Alain Durmus , Eric Moulines

Computational models provide crucial insights into complex biological processes such as cancer evolution, but their mechanistic nature often makes them nonlinear and parameter-rich, complicating calibration. We systematically evaluate…

Analysis of PDEs · Mathematics 2025-09-24 Christina Schenk , Jacobo Ayensa Jiménez , Ignacio Romero

Population synthesis simulations of compact binary coalescences~(CBCs) play a crucial role in extracting astrophysical insights from an ensemble of gravitational wave~(GW) observations. However, realistic simulations can be costly to…

High Energy Astrophysical Phenomena · Physics 2025-09-04 Anarya Ray

Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to…

Computation · Statistics 2024-04-01 Riddhiman Bhattacharya , Tiefeng Jiang

We propose a Bayesian approach to joint source separation and restoration for astrophysical diffuse sources. We constitute a prior statistical model for the source images by using their gradient maps. We assume a t-distribution for the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 K. Kayabol , J. L. Sanz , D. Herranz , E. E. Kuruoglu , E. Salerno

Traditional methods for system discovery frequently struggle with efficient data usage and uncertainty quantification. Identifying the governing equations of complex dynamical systems from data presents a significant challenge in scientific…

Machine Learning · Statistics 2026-04-14 Cindy Xiangrui Kong , Haoyang Zheng , Guang Lin

Bayesian inference allows to obtain useful information on the parameters of models, either in computational statistics or more recently in the context of Bayesian Neural Networks. The computational cost of usual Monte Carlo methods for…

Machine Learning · Statistics 2023-03-03 Inass Sekkat , Gabriel Stoltz

In this paper, we present the Bayesian inference procedures for the parameters of the multivariate random effects model derived under the assumption of an elliptically contoured distribution when the Berger and Bernardo reference and the…

Methodology · Statistics 2023-05-26 Olha Bodnar , Taras Bodnar

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman

In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional…

Computation · Statistics 2025-01-23 Matthias J. Ehrhardt , Lorenz Kuger , Carola-Bibiane Schönlieb

The massive black holes we observe in galaxies today are the natural end-product of a complex evolutionary path, in which black holes seeded in proto-galaxies at high redshift grow through cosmic history via a sequence of mergers and…

Cosmology and Nongalactic Astrophysics · Physics 2011-03-23 Alberto Sesana , Jonathan R. Gair , Emanuele Berti , Marta Volonteri

The gravitational waveform of a merging stellar-mass binary is described at leading order by a quadrupolar mode. However, the complete waveform includes higher-order modes, which encode valuable information not accessible from the…

Instrumentation and Methods for Astrophysics · Physics 2019-12-25 Ethan Payne , Colm Talbot , Eric Thrane

A Bayesian data assimilation scheme is formulated for advection-dominated or hyperbolic evolutionary problems, and observations. The method is referred to as the dynamic likelihood filter because it exploits the model physics to dynamically…

Dynamical Systems · Mathematics 2017-04-26 Juan M. Restrepo

Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…

Machine Learning · Statistics 2018-10-30 Sébastien Marmin , Maurizio Filippone

Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Statistics Theory · Mathematics 2024-07-12 Xicheng Zhang

Inverse problems are ubiquitous in nature, arising in almost all areas of science and engineering ranging from geophysics and climate science to astrophysics and biomechanics. One of the central challenges in solving inverse problems is…

Machine Learning · Statistics 2022-09-21 Dhruv V Patel , Deep Ray , Assad A Oberai

This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…

Machine Learning · Statistics 2026-02-12 Jean-François Giovannelli

We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…

Computation · Statistics 2019-10-15 Babak Shahbaba , Luis Martinez Lomeli , Tian Chen , Shiwei Lan

We consider the problem of scalable sampling algorithms to fit Bayesian generalized linear mixed models on large datasets. Stochastic gradient Langevin dynamics, coupled with smooth re-parameterizations of variance parameters, produces…

Methodology · Statistics 2026-04-30 Youngsoo Baek , Samuel I. Berchuck