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In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

The Markov chain Monte Carlo methods offer practical procedures for detecting signals characterized by a large number of parameters and under conditions of low signal-to-noise ratio. We present a Metropolis-Hastings algorithm capable of…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Nelson Christensen , Réjean J. Dupuis , Graham Woan , Renate Meyer

We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…

Instrumentation and Methods for Astrophysics · Physics 2014-10-01 Benjamin Farr , Vicky Kalogera , Erik Luijten

A novel approach of accurately reconstructing storage ring's linear optics from turn-by-turn (TbT) data containing measurement error is introduced. This approach adopts a Bayesian inference based on the Markov Chain Monte-Carlo (MCMC)…

Accelerator Physics · Physics 2019-07-01 Yue Hao , Yongjun Li , Michael Balcewicz , Leo Neufcourt , Weixing Cheng

In the gravitational-wave analysis of pulsar-timing-array datasets, parameter estimation is usually performed using Markov Chain Monte Carlo methods to explore posterior probability densities. We introduce an alternative procedure that…

General Relativity and Quantum Cosmology · Physics 2024-05-16 Michele Vallisneri , Marco Crisostomi , Aaron D. Johnson , Patrick M. Meyers

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

Methodology · Statistics 2018-06-01 Florian Maire , Nial Friel , Pierre Alquier

Advances in digital sensors, digital data storage and communications have resulted in systems being capable of accumulating large collections of data. In the light of dealing with the challenges that massive data present, this work proposes…

Computation · Statistics 2015-12-09 Allan De Freitas , François Septier , Lyudmila Mihaylova

We describe the consistency testing of a new code for gravitational wave signal parameter estimation in known pulsar searches. The code uses an implementation of nested sampling to explore the likelihood volume. Using fake signals and…

High Energy Astrophysical Phenomena · Physics 2015-06-04 M. Pitkin , C. Gill , J. Veitch , E. Macdonald , G. Woan

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

The quantification of myocardial perfusion MRI has the potential to provide a fast, automated and user-independent assessment of myocardial ischaemia. However, due to the relatively high noise level and low temporal resolution of the…

Image and Video Processing · Electrical Eng. & Systems 2019-07-30 Cian M. Scannell , Piet van den Bosch , Amedeo Chiribiri , Jack Lee , Marcel Breeuwer , Mitko Veta

We apply Markov Chain Monte Carlo (MCMC) to the problem of parametric galaxy modeling, estimating posterior distributions of galaxy properties such as ellipticity and brightness for more than 100,000 images of galaxies taken from DC2, a…

Instrumentation and Methods for Astrophysics · Physics 2023-09-20 James J. Buchanan , Michael D. Schneider , Kerianne Pruett , Robert E. Armstrong

We present a Bayesian inference methodology for the estimation of orbital parameters on single-line spectroscopic binaries with astrometric data, based on the No-U-Turn sampler Markov chain Monte Carlo algorithm. Our approach is designed to…

Solar and Stellar Astrophysics · Physics 2022-04-27 Miguel Videla , Rene A. Mendez , Ruben M. Claveria , Jorge F. Silva , Marcos E. Orchard

Leveraging Markov chain Monte Carlo (MCMC) optimization of the F-statistic, we introduce a method for the hierarchical follow-up of continuous gravitational wave candidates identified by wide-parameter space semi-coherent searches. We…

Instrumentation and Methods for Astrophysics · Physics 2018-06-06 Gregory Ashton , Reinhard Prix

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…

Computation · Statistics 2012-03-19 Richard G. Everitt

Bayesian model selection provides a powerful and mathematically transparent framework to tackle hypothesis testing, such as detection tests of gravitational waves emitted during the coalescence of binary systems using ground-based laser…

General Relativity and Quantum Cosmology · Physics 2009-11-13 John Veitch , Alberto Vecchio

Recent advances in stochastic gradient variational inference have made it possible to perform variational Bayesian inference with posterior approximations containing auxiliary random variables. This enables us to explore a new synthesis of…

Computation · Statistics 2015-05-20 Tim Salimans , Diederik P. Kingma , Max Welling

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Other Statistics · Statistics 2020-03-10 Joshua S. Speagle

Radial velocity (RV) planet searches are increasingly finding planets with small velocity amplitudes, with long orbital periods, or in multiple planet systems. Bayesian inference has the potential to improve the interpretation of existing…

Astrophysics · Physics 2007-05-23 Eric B. Ford , Philip C. Gregory

Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…

Computation · Statistics 2021-07-27 D. Luengo , L. Martino , M. Bugallo , V. Elvira , S. Särkkä