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In this paper we address the widely-experienced difficulty in tuning Hamiltonian-based Monte Carlo samplers. We develop an algorithm that allows for the adaptation of Hamiltonian and Riemann manifold Hamiltonian Monte Carlo samplers using…

Computation · Statistics 2013-02-26 ziyu wang , Shakir Mohamed , Nando de Freitas

Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The methodologies rely chiefly on the method of maximizing the…

Machine Learning · Statistics 2014-05-13 James Brofos

Bayesian estimation strategies represent the most fundamental formulation of the state estimation problem available, and apply readily to nonlinear systems with non-Gaussian uncertainties. The present paper introduces a novel method for…

Optimization and Control · Mathematics 2013-01-22 T R Bewley , A S Sharma

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

Applications · Statistics 2018-08-24 Ran Rubin

MontePython is a parameter inference package for cosmology. We present the latest development of the code over the past couple of years. We explain, in particular, two new ingredients both contributing to improve the performance of…

Cosmology and Nongalactic Astrophysics · Physics 2018-04-24 Thejs Brinckmann , Julien Lesgourgues

We describe a simple method for making inference on a functional of a multivariate distribution. The method is based on a copula representation of the multivariate distribution and it is based on the properties of an Approximate Bayesian…

Methodology · Statistics 2017-07-18 Clara Grazian , Brunero Liseo

This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…

Statistics Theory · Mathematics 2017-09-19 Nan Chen , Andrew J. Majda , Xin T. Tong

We discuss a Bayesian methodology for the solution of the inverse problem underlying the determination of parton distribution functions (PDFs). In our approach, Gaussian Processes (GPs) are used to model the PDF prior, while Bayes theorem…

High Energy Physics - Phenomenology · Physics 2024-07-03 Alessandro Candido , Luigi Del Debbio , Tommaso Giani , Giacomo Petrillo

Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between…

Machine Learning · Statistics 2021-11-24 Aliaksandr Hubin , Geir Storvik , Florian Frommlet

Most machine learning methods require careful selection of hyper-parameters in order to train a high performing model with good generalization abilities. Hence, several automatic selection algorithms have been introduced to overcome tedious…

Machine Learning · Computer Science 2020-01-17 Raju Ram , Sabine Müller , Franz-Josef Pfreundt , Nicolas R. Gauger , Janis Keuper

We present Cobaya, a general-purpose Bayesian analysis code aimed at models with complex internal interdependencies. Without the need for specific code by the user, interdependencies between different stages of a model pipeline are…

Instrumentation and Methods for Astrophysics · Physics 2021-05-24 Jesus Torrado , Antony Lewis

We introduce a new functional representation of probability density functions (PDFs) of non-negative random variables via a product of a monomial factor and linear combinations of decaying exponentials with complex exponents. This…

Probability · Mathematics 2018-02-13 Gregory Beylkin , Lucas Monzon , Ignas Satkauskas

The optimization of expensive-to-evaluate black-box functions is prevalent in various scientific disciplines. Bayesian optimization is an automatic, general and sample-efficient method to solve these problems with minimal knowledge of the…

Machine Learning · Computer Science 2024-02-20 Carl Hvarfner , Frank Hutter , Luigi Nardi

Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of multiple probability density functions (pdfs) of a…

Signal Processing · Electrical Eng. & Systems 2023-01-20 Günther Koliander , Yousef El-Laham , Petar M. Djurić , Franz Hlawatsch

Fitting PDFs requires the integration of a broad range of datasets, both from data and theory side, into a unique framework. While for data the integration mainly consists in the standardization of the data format, for the theory…

High Energy Physics - Phenomenology · Physics 2022-11-22 Andrea Barontini , Alessandro Candido , Juan Cruz-Martinez , Felix Hekhorn , Giacomo Magni , Christopher Schwan

In recent years, the field of document understanding has progressed a lot. A significant part of this progress has been possible thanks to the use of language models pretrained on large amounts of documents. However, pretraining corpora…

Computation and Language · Computer Science 2023-06-07 Michał Turski , Tomasz Stanisławek , Karol Kaczmarek , Paweł Dyda , Filip Graliński

Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…

Methodology · Statistics 2025-08-05 Graham Gibson

This paper deals with the Gaussian process based approximation of a code which can be run at different levels of accuracy. This method, which is a particular case of co-kriging, allows us to improve a surrogate model of a complex computer…

Statistics Theory · Mathematics 2012-09-25 Loic Le Gratiet

A file repository for calculations of cross sections and kinematic distributions using Monte Carlo generators for high-energy collisions is discussed. The repository is used to facilitate effective preservation and archiving of data from…

High Energy Physics - Phenomenology · Physics 2015-05-18 S. V. Chekanov

A ubiquitous feature of data of our era is their extra-large sizes and dimensions. Analyzing such high-dimensional data poses significant challenges, since the feature dimension is often much larger than the sample size. This thesis…

Statistics Theory · Mathematics 2025-09-11 Kai Yang