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In this paper the Bayesian analysis is applied to assign a probability density to the value of a quantity having a definite sign. This analysis is logically consistent with the results, positive or negative, of repeated measurements.…

Methodology · Statistics 2009-11-13 D Calonico , F Levi , L Lorini , G Mana

For exponentially distributed lifetimes, we consider the prediction of future order statistics based on having observed the first $m$ order statistics. We focus on the previously less explored aspects of predicting: (i) an arbitrary pair of…

Statistics Theory · Mathematics 2024-03-12 Akbar Asgharzadeh , Éric Marchand , Ali Saadati Nik

We derive on the basis of Bayes' theorem a simple but general expression for the retrodicted premeasurement state associated with the result of any measurement. The retrodictive density operator is the normalised probability operator…

Quantum Physics · Physics 2015-06-26 Stephen M. Barnett , David T. Pegg , John Jeffers

In this paper, we consider Bayesian point estimation and predictive density estimation in the binomial case. After presenting preliminary results on these problems, we compare the risk functions of the Bayes estimators based on the…

Statistics Theory · Mathematics 2021-09-13 Yasuyuki Hamura

In this paper, we aim to design and analyze distributed Bayesian estimation algorithms for sensor networks. The challenges we address are to (i) derive a distributed provably-correct algorithm in the functional space of probability…

Machine Learning · Computer Science 2025-03-25 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

We propose a machine learning framework for parameter estimation of single mode Gaussian quantum states. Under a Bayesian framework, our approach estimates parameters of suitable prior distributions from measured data. For phase-space…

Quantum Physics · Physics 2021-08-16 Neel Kanth Kundu , Matthew R. McKay , Ranjan K. Mallik

A nonparametric Bayesian approach is developed to determine quantum potentials from empirical data for quantum systems at finite temperature. The approach combines the likelihood model of quantum mechanics with a priori information over…

Statistical Mechanics · Physics 2009-10-31 J. C. Lemm , J. Uhlig , A. Weiguny

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Machine Learning · Statistics 2020-03-31 Dhruv V. Patel , Assad A. Oberai

Generalizing the notion of relative entropy, the difference between a priori and a posteriori relative entropy for quantum systems is drawn. The former, known as quantum relative entropy, is associated with quantum states recognition. The…

Quantum Physics · Physics 2007-05-23 Roman R. Zapatrin

In this work we develop and implement a novel Bayesian method for computing the DOS of a system. This method is based on the use of a test function with adjustable parameters and we use Bayes theorem to find the best parameters given a…

Statistical Mechanics · Physics 2021-12-28 Felipe Moreno , Sergio Davis , Joaquín Peralta

We revisit and generalize the concept of composite likelihood as a method to make a probabilistic inference by aggregation of multiple Bayesian agents, thereby defining a class of predictive models which we call composite Bayesian. This…

Computation · Statistics 2019-04-18 Alexis Roche

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang

Consider the question: what statistical ensemble corresponds to minimal prior knowledge about a quantum system ? For the case where the system is in fact known to be in a pure state there is an obvious answer, corresponding to the unique…

Quantum Physics · Physics 2009-10-31 Michael J. W. Hall

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

We introduce the Gaussian quantum operator representation, using the most general multi-mode Gaussian operator basis. The representation unifies and substantially extends existing phase-space representations of density matrices for Bose…

Quantum Physics · Physics 2009-11-10 Joel F. Corney , Peter D. Drummond

We show that model-based Bayesian clustering, the probabilistically most systematic approach to the partitioning of data, can be mapped into a statistical physics problem for a gas of particles, and as a result becomes amenable to a…

Disordered Systems and Neural Networks · Physics 2018-10-24 Alexander Mozeika , Anthony CC Coolen

Classifiers based on probabilistic graphical models are very effective. In continuous domains, maximum likelihood is usually used to assess the predictions of those classifiers. When data is scarce, this can easily lead to overfitting. In…

Machine Learning · Computer Science 2013-08-29 Victor Bellon , Jesus Cerquides , Ivo Grosse

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…

Statistics Theory · Mathematics 2026-04-23 Nils Lid Hjort

We explain how effective automatic probability density function estimates can be constructed using contemporary Bayesian inference engines such as those based on no-U-turn sampling and expectation propagation. Extensive simulation studies…

Machine Learning · Statistics 2021-09-28 M. P. Wand , J. C. F. Yu