相关论文: Multimodal nested sampling: an efficient and robus…

Bayesian inference is central to modern cosmology. While parameter estimation is achievable with unnormalised posteriors traditionally obtained via MCMC methods, comprehensive model comparison and tension quantification require Bayesian…

In recent times empirical likelihood has been widely applied under Bayesian framework. Markov chain Monte Carlo (MCMC) methods are frequently employed to sample from the posterior distribution of the parameters of interest. However,…

In this paper, we propose a new stochastic optimization algorithm for Bayesian inference based on multilevel Monte Carlo (MLMC) methods. In Bayesian statistics, biased estimators of the model evidence have been often used as stochastic…

Clustering is widely studied in statistics and machine learning, with applications in a variety of fields. As opposed to classical algorithms which return a single clustering solution, Bayesian nonparametric models provide a posterior over…

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…

In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…

Here we present an investigation into using nested sampling algorithms in cosmological likelihood analysis. We present a new nested sampling algorithm, ESNested, that uses Evolution Strategies for sample proposals. This quickly finds the…

The theoretical analysis of many problems in physics, astronomy and applied mathematics requires an efficient numerical exploration of multimodal parameter spaces that exhibit broken ergodicity. Monte Carlo methods are widely used to deal…

We present a method for improving the performance of nested sampling as well as its accuracy. Building on previous work by Chen et al., we show that posterior repartitioning may be used to reduce the amount of time nested sampling spends in…

Bayesian inference methods rely on numerical algorithms for both model selection and parameter inference. In general, these algorithms require a high computational effort to yield reliable estimates. One of the major challenges in…

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Specifying a full Bayesian model that integrates multiple data sources can be challenging. One natural approach is to specify each individual model separately and join them afterwards. This is the approach adopted in Markov melding.…

The abundance of new cosmological data becoming available means that a wider range of cosmological models are testable than ever before. However, an important distinction must be made between parameter fitting and model selection. While…

Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known…

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…

A common problem in disciplines of applied Statistics research such as Astrostatistics is of estimating the posterior distribution of relevant parameters. Typically, the likelihoods for such models are computed via expensive experiments…

Data analysis methods have always been of critical importance for quantitative sciences. In astronomy, the increasing scale of current and future surveys is driving a trend towards a separation of the processes of low-level data reduction…

The upcoming era of large-scale, high-cadence astronomical surveys demands efficient and robust methods for time-series analysis. ARIMA models provide a versatile parametric description of stochastic variability in this context. However,…

Bayesian model-based clustering is a widely applied procedure for discovering groups of related observations in a dataset. These approaches use Bayesian mixture models, estimated with MCMC, which provide posterior samples of the model…

Developing efficient Bayesian computation algorithms for imaging inverse problems is challenging due to the dimensionality involved and because Bayesian imaging models are often not smooth. Current state-of-the-art methods often address…