相关论文: MCMC convergence diagnosis using geometry of Bayes…

Sparsity has become a key concept for solving of high-dimensional inverse problems using variational regularization techniques. Recently, using similar sparsity-constraints in the Bayesian framework for inverse problems by encoding them in…

We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…

Thepaperprovesconvergenceofone-levelandmultilevelunsymmetriccollocationforsecondorderelliptic boundary value problems on the bounded domains. By using Schaback's linear discretization theory,L2 errors are obtained based on the kernel-based…

This paper studies a new and highly efficient Markov chain Monte Carlo (MCMC) methodology to perform Bayesian inference in low-photon imaging problems, with particular attention to situations involving observation noise processes that…

Semileptonic decays of B mesons may be used in many different ways to probe the CKM matrix. Presented here are several recent results from the CLEO II experiment, all involving the analysis or utilization of semileptonic B decays.

In performing a Bayesian analysis, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multi-modal or exhibit pronounced (curving) degeneracies.…

We introduce Tempered Geodesic Markov Chain Monte Carlo (TG-MCMC) algorithm for initializing pose graph optimization problems, arising in various scenarios such as SFM (structure from motion) or SLAM (simultaneous localization and mapping).…

In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…

Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…

Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…

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…

We introduce a random partition model for Bayesian nonparametric regression. The model is based on infinitely-many disjoint regions of the range of a latent covariate-dependent Gaussian process. Given a realization of the process, the…

This paper examines LASSO, a widely-used $L_{1}$-penalized regression method, in high dimensional linear predictive regressions, particularly when the number of potential predictors exceeds the sample size and numerous unit root regressors…

Standard likelihood penalties to learn Gaussian graphical models are based on regularising the off-diagonal entries of the precision matrix. Such methods, and their Bayesian counterparts, are not invariant to scalar multiplication of the…

Liesel is a new probabilistic programming framework developed with the aim of supporting research on Bayesian inference based on Markov chain Monte Carlo (MCMC) simulations in general and semi-parametric regression specifications in…

We formulate both Markov chain Monte Carlo (MCMC) sampling algorithms and basic statistical physics in terms of elementary symmetries. This perspective on sampling yields derivations of well-known MCMC algorithms and a new parallel…

We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…

We use the framework of a relativistic constituent quark model to study the semileptonic transitions of the Bc meson into CCbar charmonium states where CCbar = etaC (1S0), J/psi (3S1), chiC0 (3P0), chiC1 (3P1), hc (1P1), chiC2 (3P2), psi…

Performing reliable Bayesian inference on a big data scale is becoming a keystone in the modern era of machine learning. A workhorse class of methods to achieve this task are Markov chain Monte Carlo (MCMC) algorithms and their design to…

Non-Gaussian distributions in cosmology are commonly evaluated with Monte Carlo Markov-chain methods, as the Fisher-matrix formalism is restricted to the Gaussian case. The Metropolis-Hastings algorithm will provide samples from the…