Related papers: Bayesian inference on compact binary inspiral grav…
Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…
The Laser Interferometer Space Antenna will be able to detect the inspiral and merger of Super Massive Black Hole Binaries (SMBHBs) anywhere in the Universe. Standard matched filtering techniques can be used to detect and characterize these…
In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…
In this paper we propose to evaluate and compare Markov chain Monte Carlo (MCMC) methods to estimate the parameters in a generalized extreme value model. We employed the Bayesian approach using traditional Metropolis-Hastings methods,…
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…
Gravitational-wave data from advanced-era interferometric detectors consists of background Gaussian noise, frequent transient artefacts, and rare astrophysical signals. Multiple search algorithms exist to detect the signals from compact…
The inference of physical parameters from measured distributions constitutes a core task in physics data analyses. Among recent deep learning methods, so-called conditional invertible neural networks provide an elegant approach owing to…
We present a new Markov chain Monte Carlo method for estimating posterior probabilities of structural features in Bayesian networks. The method draws samples from the posterior distribution of partial orders on the nodes; for each sampled…
Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can…
Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs). This paper initially reviews the main challenges in sampling from the parameter posterior of a neural network via MCMC. Such…
Markov-chain Monte Carlo sampling has become a standard technique for exploring the posterior distribution of cosmological parameters constrained by observations of CMB anisotropies. Given an infinite amount of time, any MCMC sampler will…
In this paper, we present a method for computing the marginal likelihood, also known as the model likelihood or Bayesian evidence, from Markov Chain Monte Carlo (MCMC), or other sampled posterior distributions. In order to do this, one…
In this work, we propose a new flow-matching Markov chain Monte Carlo (FM-MCMC) algorithm for estimating the orbital parameters of exoplanetary systems, especially for those only one exoplanet is involved. Compared to traditional methods…
We present a robust and efficient methodology for parameter estimation of gravitational waves generated during the post-merger phase of binary neutron star mergers. Our approach leverages an analytic waveform model combined with empirical…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…
A wide class of Bayesian models involve unidentifiable random matrices that display rotational ambiguity, with the Gaussian factor model being a typical example. A rich variety of Markov chain Monte Carlo (MCMC) algorithms have been…
Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…
Models with intractable normalizing functions arise frequently in statistics. Common examples of such models include exponential random graph models for social networks and Markov point processes for ecology and disease modeling. Inference…
Markov chain Monte Calro methods (MCMC) are commonly used in Bayesian statistics. In the last twenty years, many results have been established for the calculation of the exact convergence rate of MCMC methods. We introduce another rate of…