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A natural way to quantify uncertainties in Gaussian mixture models (GMMs) is through Bayesian methods. That said, sampling from the joint posterior distribution of GMMs via standard Markov chain Monte Carlo (MCMC) imposes several…

The upcoming gravitational wave (GW) observatory LISA will measure the parameters of sources like extreme-mass-ratio inspirals (EMRIs) to exquisite precision. These measurements will also be sensitive to perturbations to the vacuum,…

In sound field control applications, it is commonly assumed that one has access to an accurate representation of the sound field in the region of interest. This is a problematic assumption since the reconstruction of a sound field from…

Accurate inference of cosmology from weak lensing shear requires an accurate shear power spectrum covariance matrix. Here, we investigate this accuracy requirement and quantify the relative importance of the Gaussian (G), super-sample…

The Planck satellite, along with several ground based telescopes, have mapped the cosmic microwave background (CMB) at sufficient resolution and signal-to-noise so as to allow a detection of the subtle distortions due to the gravitational…

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Weak gravitational lensing is one of the few direct methods to map the dark-matter distribution on large scales in the Universe, and to estimate cosmological parameters. We study a Bayesian inference problem where the data covariance…

Inhomogeneous reionization gives rise to angular fluctuations in the Cosmic Microwave Background (CMB) optical depth tau(n) to the last scattering surface, correlating different spherical harmonic modes and imprinting characteristic…

In this article we present a formalism to incorporate the partial-sky maps to the Gibbs ILC algorithm to estimate the joint posterior density of the Cosmic Microwave Background (CMB) signal and the theoretical CMB angular power spectrum…

We present the marginal unbiased score expansion (MUSE) method, an algorithm for generic high-dimensional hierarchical Bayesian inference. MUSE performs approximate marginalization over arbitrary non-Gaussian latent parameter spaces,…

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Radio interferometers designed to probe the 21cm signal from Cosmic Dawn and the Epoch of Reionisation must contend with systematic effects that make it difficult to achieve sufficient dynamic range to separate the 21cm signal from…

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

We study linear models under heavy-tailed priors from a probabilistic viewpoint. Instead of computing a single sparse most probable (MAP) solution as in standard deterministic approaches, the focus in the Bayesian compressed sensing…

This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to…

The optimal reconstruction of cosmic metric perturbations and other signals requires knowledge of their power spectra and other parameters. If these are not known a priori, they have to be measured simultaneously from the same data used for…

Two recent papers have claimed detection of non-Gaussian features in the COBE DMR sky maps of the cosmic microwave background. We confirm these results, but argue that Gaussianity is still not convincingly ruled out. Since a score of…

We consider the classical problem of estimating the covariance matrix of a subgaussian distribution from i.i.d. samples in the novel context of coarse quantization, i.e., instead of having full knowledge of the samples, they are quantized…

We update the search for features, due to transient reductions in inflaton's speed of sound, in the Cosmic Microwave Background (CMB) angular power spectrum using Planck 2018 temperature, polarization and lensing data. We develop a new…

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…