Related papers: Sampling from Constrained Gibbs Measures: with App…
Geometric tempering is a popular approach to sampling from challenging multi-modal probability distributions by instead sampling from a sequence of distributions which interpolate, using the geometric mean, between an easier proposal…
In computed tomography, data consist of measurements of the attenuation of X-rays passing through an object. The goal is to reconstruct the linear attenuation coefficient of the object's interior. For each position of the X-ray source,…
This paper explores Bayesian inference for a biased sampling model in situations where the population of interest cannot be sampled directly, but rather through an indirect and inherently biased method. Observations are viewed as being the…
Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…
Laplace-type results characterize the limit of sequence of measures $(\pi_\varepsilon)_{\varepsilon >0}$ with density w.r.t the Lebesgue measure $(\mathrm{d} \pi_\varepsilon / \mathrm{d} \mathrm{Leb})(x) \propto \exp[-U(x)/\varepsilon]$…
We study the law of a random field $f_N(\boldsymbol{\sigma})$ evaluated at a random sample from the Gibbs measure associated to a Gaussian field $H_N(\boldsymbol{\sigma})$. In the high-temperature regime, we show that bounds on the…
Tolerance intervals provide bounds that contain a specified proportion of a population with a given confidence level, yet their construction remains challenging when parametric assumptions fail or sample sizes are small. Traditional…
This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…
The inadequate mixing of conventional Markov Chain Monte Carlo (MCMC) methods for multi-modal distributions presents a significant challenge in practical applications such as Bayesian inference and molecular dynamics. Addressing this, we…
Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…
We consider Gibbs measures on the configuration space $S^{\mathbb{Z}^d}$, where mostly $d\geq 2$ and $S$ is a finite set. We start by a short review on concentration inequalities for Gibbs measures. In the Dobrushin uniqueness regime, we…
We propose a new distribution, called the soft tMVN distribution, which provides a smooth approximation to the truncated multivariate normal (tMVN) distribution with linear constraints. An efficient blocked Gibbs sampler is developed to…
The robustness of properties of a statistical physics model to slight perturbations in the exact local interactions of the model is a very relevant philosophical question, considering real-life measurements on which we base some models can…
The Gibbs sampler (a.k.a. Glauber dynamics and heat-bath algorithm) is a popular Markov Chain Monte Carlo algorithm which iteratively samples from the conditional distributions of a probability measure $\pi$ of interest. Under the…
Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…
We consider gradient models on the lattice $Z^d$. These models serve as effective models for interfaces and are also known as continuous Ising models. The height of the interface is modelled by a random field with an energy which is a…
We consider nonparametric Bayesian inference in a reflected diffusion model $dX_t = b (X_t)dt + \sigma(X_t) dW_t,$ with discretely sampled observations $X_0, X_\Delta, \dots, X_{n\Delta}$. We analyse the nonlinear inverse problem…
We present here a PAC-Bayesian point of view on adaptive supervised classification. Using convex analysis, we show how to get local measures of the complexity of the classification model involving the relative entropy of posterior…
In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs posterior, a decision theoretic generalization of standard…
High-dimensional and complex discrete distributions often exhibit multimodal behavior due to inherent discontinuities, posing significant challenges for sampling. Gradient-based discrete samplers, while effective, frequently become trapped…