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Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…

Data Analysis, Statistics and Probability · Physics 2017-02-01 Sudipta Bera , Shuvojit Paul , Rajesh Singh , Dipanjan Ghosh , Avijit Kundu , Ayan Banerjee , R. Adhikari

Bayesian statistics is based on the subjective definition of probability as {\it ``degree of belief''} and on Bayes' theorem, the basic tool for assigning probabilities to hypotheses combining {\it a priori} judgements and experimental…

High Energy Physics - Phenomenology · Physics 2016-09-01 G. D'Agostini

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

The experimental problem of converting a measured binomial quantity, the fraction of events in a sample that pass a cut, into a physical binomial quantity, the fraction of events originating from a signal source, is described as a system of…

High Energy Physics - Experiment · Physics 2007-05-23 Michael L. Kelly

Identifying the Hamiltonian of a quantum system from experimental data is considered. General limits on the identifiability of model parameters with limited experimental resources are investigated, and a specific Bayesian estimation…

Quantum Physics · Physics 2019-10-15 S. G. Schirmer , F. C. Langbein

The application of Bayesian methods in cosmology and astrophysics has flourished over the past decade, spurred by data sets of increasing size and complexity. In many respects, Bayesian methods have proven to be vastly superior to more…

Astrophysics · Physics 2009-06-23 Roberto Trotta

Detailed comparisons between theory and experiment for quantum electrodynamics (QED) effects in He-like ions have been performed in the literature to search for hints of new physics. Different frequentist statistical analyses of the…

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

A new method of extracting the low-lying energy spectrum from Monte Carlo estimates of Euclidean-space correlation functions which incorporates Bayesian inference is described and tested. The procedure fully exploits the information present…

High Energy Physics - Lattice · Physics 2009-11-07 Colin Morningstar

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

This paper presents a Bayesian method for identification of jump Markov linear system parameters. A primary motivation is to provide accurate quantification of parameter uncertainty without relying on asymptotic in data-length arguments. To…

Methodology · Statistics 2021-02-11 Mark P. Balenzuela , Adrian G. Wills , Christopher Renton , Brett Ninness

We present an introduction to some concepts of Bayesian data analysis in the context of atomic physics. Starting from basic rules of probability, we present the Bayes' theorem and its applications. In particular we discuss about how to…

Data Analysis, Statistics and Probability · Physics 2024-01-30 Martino Trassinelli

Particle filters for data assimilation in nonlinear problems use "particles" (replicas of the underlying system) to generate a sequence of probability density functions (pdfs) through a Bayesian process. This can be expensive because a…

Numerical Analysis · Mathematics 2009-05-15 Alexandre J. Chorin , Xuemin Tu

Data-driven discovery of partial differential equations (PDEs) has emerged as a promising approach for deriving governing physics when domain knowledge about observed data is limited. Despite recent progress, the identification of governing…

Machine Learning · Computer Science 2024-08-16 Pongpisit Thanasutives , Ken-ichi Fukui

Quantum parameter estimation offers solid conceptual grounds for the design of sensors enjoying quantum advantage. This is realised not only by means of hardware supporting and exploiting quantum properties, but data analysis has its impact…

In this paper we review the concepts of Bayesian evidence and Bayes factors, also known as log odds ratios, and their application to model selection. The theory is presented along with a discussion of analytic, approximate and numerical…

Methodology · Statistics 2015-11-24 Kevin H. Knuth , Michael Habeck , Nabin K. Malakar , Asim M. Mubeen , Ben Placek

Recent advances in neuroscientific experimental techniques have enabled us to simultaneously record the activity of thousands of neurons across multiple brain regions. This has led to a growing need for computational tools capable of…

I sketch some pressing questions in several active areas of particle physics and outline the challenges they present for the design and operation of detectors.

High Energy Physics - Phenomenology · Physics 2009-10-31 Chris Quigg

The RHIC Beam Energy Scan focuses on the study of the QCD phase diagram --- temperature ($T$) vs. baryon chemical potential ($\mu_B$). The aim is to verify some predictions from QCD: that a cross-over occurs at $\mu_B$ = 0, that there…

Nuclear Experiment · Physics 2011-09-27 Lokesh Kumar
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