相关论文: Breaking the spell of Gaussianity: forecasting wit…

The Fisher information matrix (FM) plays an important role in forecasts and inferences in many areas of physics. While giving fast parameter estimation with the Gaussian likelihood approximation in the parameter space, the FM can only give…

In this paper we extent the previously published DALI-approximation for likelihoods to cases in which the parameter dependency is in the covariance matrix. The approximation recovers non-Gaussian likelihoods, and reduces to the Fisher…

The planning and design of future experiments rely heavily on forecasting to assess the potential scientific value provided by a hypothetical set of measurements. The Fisher information matrix, due to its convenient properties and low…

Fisher matrices play an important role in experimental design and in data analysis. Their primary role is to make predictions for the inference of model parameters - both their errors and covariances. In this short review, I outline a…

We introduce GWDALI, a new Fisher-matrix, python based software that computes likelihood gradients to forecast parameter-estimation precision of arbitrary network of terrestrial gravitational wave detectors observing compact binary…

Posterior inference on the more than a dozen parameters governing a gravitational wave (GW) event is challenging. A typical MCMC analysis can take around $100$ CPU hours, and next generation GW observatories will detect many thousands of…

Assuming a Euclid-like weak lensing data set, we compare different methods of dealing with its inherent parameter degeneracies. Including priors into a data analysis can mask the information content of a given data set alone. However, since…

The Fisher Information Matrix formalism is extended to cases where the data is divided into two parts (X,Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary…

Forecasts of statistical constraints on model parameters using the Fisher matrix abound in many fields of astrophysics. The Fisher matrix formalism involves the assumption of Gaussianity in parameter space and hence fails to predict complex…

Seismic full waveform inversion (FWI) is a powerful technique to generate high resolution images of the Earth's interior. However, significant uncertainty exists in all FWI solutions due to imperfect acquisition geometries, inherent noise…

Data assimilation (DA) is a cornerstone of scientific and engineering applications, combining model forecasts with sparse and noisy observations to estimate latent system states. Classical high-dimensional DA methods, such as the ensemble…

Effective inference for a generative adversarial model remains an important and challenging problem. We propose a novel approach, Decomposed Adversarial Learned Inference (DALI), which explicitly matches prior and conditional distributions…

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

We propose a new algorithm for efficiently solving the damped Fisher matrix in large-scale scenarios where the number of parameters significantly exceeds the number of available samples. This problem is fundamental for natural gradient…

We present a novel method for both forecasting and recasting upper limits (ULs) on dark matter (DM) annihilation cross sections, $\left< \sigma v \right>^{UL}$, or decay lifetime $\tau^{LL}$ . The forecasting method relies solely on the…

An adaptive algorithm, based on residual type a posteriori indicators of errors measured in $L^{\infty}(L^2)$ and $L^2(L^2)$ norms, for a numerical scheme consisting of implicit Euler method in time and discontinuous Galerkin method in…

Deep neural networks achieve impressive results across diverse applications, yet their overconfidence on unseen inputs necessitates reliable epistemic uncertainty modelling. Existing methods for uncertainty modelling face a fundamental…

Traversability prediction is a fundamental perception capability for autonomous navigation. The diversity of data in different domains imposes significant gaps to the prediction performance of the perception model. In this work, we make…

We present a comparison of Fisher matrix forecasts for cosmological probes with Monte Carlo Markov Chain (MCMC) posterior likelihood estimation methods. We analyse the performance of future Dark Energy Task Force (DETF) stage-III and stage-…

Bayesian inference has many advantages for complex models, but standard Monte Carlo methods for summarizing the posterior can be computationally demanding, and it is attractive to consider optimization-based variational methods. Our work…