Related papers: Getting the Measure of the Flatness Problem
This paper offers a qualitative insight into the convergence of Bayesian parameter inference in a setup which mimics the modeling of the spread of a disease with associated disease measurements. Specifically, we are interested in the…
Maximum likelihood fits to data can be done using binned data (histograms) and unbinned data. With binned data, one gets not only the fitted parameters but also a measure of the goodness of fit. With unbinned data, currently, the fitted…
Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…
We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…
The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge,…
Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…
We have built a reliable and robust system that takes as input an astronomical image, and returns as output the pointing, scale, and orientation of that image (the astrometric calibration or WCS information). The system requires no first…
The ensemble Kalman inversion is widely used in practice to estimate unknown parameters from noisy measurement data. Its low computational costs, straightforward implementation, and non-intrusive nature makes the method appealing in various…
The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been successfully applied for the quantification of uncertainties…
The assumption of a flat Universe that follows the cosmological principle, i.e., that the universe is statistically homogeneous and isotropic at large scales, comprises one of the core foundations of the standard cosmological model --…
A new formulation of quantum mechanics is developed which does not require the concept of the wave-particle duality. Rather than assigning probabilities to outcomes, probabilities are instead assigned to entire fine-grained histories. The…
In Bayesian statistics, one's prior beliefs about underlying model parameters are revised with the information content of observed data from which, using Bayes' rule, a posterior belief is obtained. A non-trivial example taken from the…
It is a challenge to manage infinite- or high-dimensional data in situations where storage, transmission, or computation resources are constrained. In the simplest scenario when the data consists of a noisy infinite-dimensional signal, we…
The problem of incorporating information from observations received serially in time is widespread in the field of uncertainty quantification. Within a probabilistic framework, such problems can be addressed using standard filtering…
Inference from limited data requires a notion of measure on parameter space, most explicit in the Bayesian framework as a prior. Here we demonstrate that Jeffreys prior, the best-known uninformative choice, introduces enormous bias when…
Cosmological parameter estimation is traditionally performed in the Bayesian context. By adopting an "agnostic" statistical point of view, we show the interest of confronting the Bayesian results to a frequentist approach based on…
The posterior distribution in a nonparametric inverse problem is shown to contract to the true parameter at a rate that depends on the smoothness of the parameter, and the smoothness and scale of the prior. Correct combinations of these…
Orthogonal polynomial approximations form the foundation to a set of well-established methods for uncertainty quantification known as polynomial chaos. These approximations deliver models for emulating physical systems in a variety of…
The standard Bayesian model formalism comparison cannot be applied to most cosmological models as they lack well-motivated parameter priors. However, if the data-set being used is separable then it is possible to use some of the data to…
Here we present a Bayesian formalism for the goodness-of-fit that is the evidence for a fixed functional form over the evidence for all functions that are a general perturbation about this form. This is done under the assumption that the…