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We develop an efficient Bayesian sequential inference framework for factor analysis models observed via various data types, such as continuous, binary and ordinal data. In the continuous data case, where it is possible to marginalise over…

Methodology · Statistics 2022-01-28 Konstantinos Vamvourellis , Konstantinos Kalogeropoulos , Irini Moustaki

Understanding time-dependent blood flow dynamics in arteries is crucial for diagnosing and treating cardiovascular diseases. However, accurately predicting time-varying flow patterns requires integrating observational data with…

Fluid Dynamics · Physics 2025-01-09 Muhammad Adnan Anwar , Jorge Tiago

We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…

Methodology · Statistics 2021-04-13 Yutao Liu , Andrew Gelman , Qixuan Chen

Bayesian posterior inference is prevalent in various machine learning problems. Variational inference provides one way to approximate the posterior distribution, however its expressive power is limited and so is the accuracy of resulting…

Machine Learning · Computer Science 2018-07-11 Guoqing Zheng , Yiming Yang , Jaime Carbonell

We reinterpret multiplicative noise in neural networks as auxiliary random variables that augment the approximate posterior in a variational setting for Bayesian neural networks. We show that through this interpretation it is both efficient…

Machine Learning · Statistics 2017-06-14 Christos Louizos , Max Welling

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

Computation · Statistics 2015-01-15 Brendon J. Brewer

In performing a Bayesian analysis of astronomical data, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multimodal or exhibit pronounced…

Astrophysics · Physics 2010-01-11 Farhan Feroz , M. P. Hobson

We present dynesty, a public, open-source, Python package to estimate Bayesian posteriors and evidences (marginal likelihoods) using Dynamic Nested Sampling. By adaptively allocating samples based on posterior structure, Dynamic Nested…

Instrumentation and Methods for Astrophysics · Physics 2020-02-12 Joshua S Speagle

It is not always clear how to adjust for control data in causal inference, balancing the goals of reducing bias and variance. We show how, in a setting with repeated experiments, Bayesian hierarchical modeling yields an adaptive procedure…

Methodology · Statistics 2025-01-23 Andrew Gelman , Matthijs Vákár

Nested sampling is an efficient algorithm for the calculation of the Bayesian evidence and posterior parameter probability distributions. It is based on the step-by-step exploration of the parameter space by Monte Carlo sampling with a…

Computation · Statistics 2024-01-30 M. Trassinelli , Pierre Ciccodicola

The modeling of intrinsic noise in pulsar timing residual data is of crucial importance for Gravitational Wave (GW) detection and pulsar timing (astro)physics in general. The noise budget in pulsars is a collection of several well studied…

Instrumentation and Methods for Astrophysics · Physics 2016-05-04 Justin Ellis , Neil Cornish

Transcription is a complex phenomenon that permits the conversion of genetic information into phenotype by means of an enzyme called RNA polymerase, which erratically moves along and scans the DNA template. We perform Bayesian inference…

Biological Physics · Physics 2023-07-18 Massimo Cavallaro , Yuexuan Wang , Daniel Hebenstreit , Ritabrata Dutta

Integrated Nested Laplace Approximations (INLA) has been a successful approximate Bayesian inference framework since its proposal by Rue et al. (2009). The increased computational efficiency and accuracy when compared with sampling-based…

Methodology · Statistics 2025-10-02 Janet van Niekerk , Elias Krainski , Denis Rustand , Haavard Rue

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Pulsar-timing datasets have been analyzed with great success using probabilistic treatments based on Gaussian distributions, with applications ranging from studies of neutron-star structure to tests of general relativity and searches for…

Instrumentation and Methods for Astrophysics · Physics 2017-02-01 Michele Vallisneri , Rutger van Haasteren

We analyse the stochastic properties of the 49 pulsars that comprise the first International Pulsar Timing Array (IPTA) data release. We use Bayesian methodology, performing model selection to determine the optimal description of the…

Accurate plasma state reconstruction will be crucial for the success of ITER and future fusion plants, but the harsh conditions of a burning plasma will make diagnostic operation more challenging than in current machines. Integrated data…

Sampling errors in nested sampling parameter estimation differ from those in Bayesian evidence calculation, but have been little studied in the literature. This paper provides the first explanation of the two main sources of sampling errors…

Methodology · Statistics 2018-12-11 Edward Higson , Will Handley , Mike Hobson , Anthony Lasenby

In many applications, flow measurements are usually sparse and possibly noisy. The reconstruction of a high-resolution flow field from limited and imperfect flow information is significant yet challenging. In this work, we propose an…

Computational Physics · Physics 2020-01-17 Luning Sun , Jian-Xun Wang
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