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Bayesian inference involves two main computational challenges. First, in estimating the parameters of some model for the data, the posterior distribution may well be highly multi-modal: a regime in which the convergence to stationarity of…

Instrumentation and Methods for Astrophysics · Physics 2019-12-10 F. Feroz , M. P. Hobson , E. Cameron , A. N. Pettitt

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

Normalizing constant (also called partition function, Bayesian evidence, or marginal likelihood) is one of the central goals of Bayesian inference, yet most of the existing methods are both expensive and inaccurate. Here we develop a new…

Machine Learning · Statistics 2020-07-09 He Jia , Uroš Seljak

Nested sampling (NS) is a popular algorithm for Bayesian computation. We investigate statistical errors in NS both analytically and numerically. We show two analytic results. First, we show that the leading terms in Skilling's expression…

Instrumentation and Methods for Astrophysics · Physics 2023-03-29 Andrew Fowlie , Qiao Li , Huifang Lv , Yecheng Sun , Jia Zhang , Le Zheng

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

Machine Learning · Computer Science 2026-02-19 Chengkun Li , Aki Vehtari , Paul-Christian Bürkner , Stefan T. Radev , Luigi Acerbi , Marvin Schmitt

Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…

Machine Learning · Computer Science 2026-05-15 Yinan Huang , Hans Hao-Hsun Hsu , Junran Wang , Bo Dai , Pan Li

Nested Sampling is a method for computing the Bayesian evidence, also called the marginal likelihood, which is the integral of the likelihood with respect to the prior. More generally, it is a numerical probabilistic quadrature rule. The…

Computation · Statistics 2023-10-09 Jonas Latz , Doris Schneider , Philipp Wacker

Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains…

Machine Learning · Computer Science 2020-02-25 Setareh Ariafar , Zelda Mariet , Ehsan Elhamifar , Dana Brooks , Jennifer Dy , Jasper Snoek

Nested sampling (NS) computes parameter posterior distributions and makes Bayesian model comparison computationally feasible. Its strengths are the unsupervised navigation of complex, potentially multi-modal posteriors until a well-defined…

Computation · Statistics 2023-07-11 Johannes Buchner

Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset,…

Computation · Statistics 2022-07-05 Xi Chen , Farhan Feroz , Michael Hobson

Here we present a Bayesian method of including discrete measurements of dispersion measure due to the interstellar medium in the direction of a pulsar as prior information in the analysis of that pulsar. We use a simple simulation to show…

Instrumentation and Methods for Astrophysics · Physics 2013-12-10 Lindley Lentati , Paul Alexander , Michael P. Hobson

A new Bayesian method for the analysis of folded pulsar timing data is presented that allows for the simultaneous evaluation of evolution in the pulse profile in either frequency or time, along with the timing model and additional…

Instrumentation and Methods for Astrophysics · Physics 2015-01-09 L Lentati , P. Alexander , M. P. Hobson

The analysis of pulsar timing data, especially in pulsar timing array (PTA) projects, has encountered practical difficulties: evaluating the likelihood and/or correlation-based statistics can become prohibitively computationally expensive…

Instrumentation and Methods for Astrophysics · Physics 2012-11-16 Rutger van Haasteren

Gravity inversion is a commonly applied data analysis technique in the field of geophysics. While machine learning methods have previously been explored for the problem of gravity inversion, these are deterministic approaches returning a…

There is a growing demand for performing larger-scale Bayesian inference tasks, arising from greater data availability and higher-dimensional model parameter spaces. In this work we present parallelization strategies for the methodology of…

Computation · Statistics 2022-04-12 Lisa Gaedke-Merzhäuser , Janet van Niekerk , Olaf Schenk , Håvard Rue

When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-03 Freddy C. Chua , Bernardo A. Huberman

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

Machine Learning · Computer Science 2015-06-11 Arash Amini , Ulugbek S. Kamilov , Emrah Bostan , Michael Unser

In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and…

Computation · Statistics 2015-05-13 Christian P. Robert , Darren Wraith

Extracting Times of Arrival from pulsar radio signals depends on the knowledge of the pulsars pulse profile and how this template is generated. We examine pulsar template generation with Bayesian methods. We will contrast the classical…

Instrumentation and Methods for Astrophysics · Physics 2015-06-23 M. Imgrund , D. J. Champion , M. Kramer , H. Lesch

Current methods for sequence tagging, a core task in NLP, are data hungry, which motivates the use of crowdsourcing as a cheap way to obtain labelled data. However, annotators are often unreliable and current aggregation methods cannot…

Computation and Language · Computer Science 2019-09-09 Edwin Simpson , Iryna Gurevych