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In recent years, the Hamiltonian Monte Carlo (HMC) algorithm has been found to work more efficiently compared to other popular Markov Chain Monte Carlo (MCMC) methods (such as random walk Metropolis-Hastings) in generating samples from a…

统计计算 · 统计学 2014-02-18 Andrew L. Beam , Sujit K. Ghosh , Jon Doyle

We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…

统计计算 · 统计学 2013-06-06 Ari Pakman , Liam Paninski

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

机器学习 · 统计学 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

We introduce the method of stochastic lists to deal with a multi-variable positive function, defined by a self-consistent equation, typical for certain problems in physics and mathematics. In this approach, the function's properties are…

统计力学 · 物理学 2018-08-08 Lode Pollet , Nikolay V. Prokof'ev , Boris V. Svistunov

We present an empirical strategy to determine the Hamiltonian dynamics of a two-qubit system using only initialization and measurement in a single fixed basis. Signal parameters are estimated from measurement data using Bayesian methods…

量子物理 · 物理学 2009-10-01 S. G. Schirmer , D. K. L. Oi

It is not always clear how to adjust for control data in causal inference, balancing the goals of reducing bias and variance. We show how, in a setting with repeated experiments, Bayesian hierarchical modeling yields an adaptive procedure…

统计方法学 · 统计学 2025-01-23 Andrew Gelman , Matthijs Vákár

Isotonic regression or monotone function estimation is a problem of estimating function values under monotonicity constraints, which appears naturally in many scientific fields. This paper proposes a new Bayesian method with global-local…

统计方法学 · 统计学 2024-02-07 Ryo Okano , Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa

We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…

统计方法学 · 统计学 2018-10-25 Daniel R. Kowal , Daniel C. Bourgeois

Approximating a function $f(x)$ on $[-1,1]$ based on $N+1$ samples is a classical problem in numerical analysis. If the samples come with heteroskedastic noise depending on $x$ of variance $\sigma(x)^2$, an $O(N\log N)$ algorithm for this…

数值分析 · 数学 2025-08-13 Yuji Nakatsukasa , Yifu Zhang

Functional data analysis has been a growing field of study in recent decades, and one fundamental task in functional data analysis is estimating the sample location. A notion called statistical depth has been extended from multivariate data…

应用统计 · 统计学 2018-11-06 Xudong Zhang

We consider the problem of noisy Bayesian active learning, where we are given a finite set of functions $\mathcal{H}$, a sample space $\mathcal{X}$, and a label set $\mathcal{L}$. One of the functions in $\mathcal{H}$ assigns labels to…

信息论 · 计算机科学 2016-11-15 Mohammad Naghshvar , Tara Javidi , Kamalika Chaudhuri

Nonlinear differential equations (DEs) are used in a wide range of scientific problems to model complex dynamic systems. The differential equations often contain unknown parameters that are of scientific interest, which have to be estimated…

统计计算 · 统计学 2021-09-07 Shijia Wang , Shufei Ge , Renny Doig , Liangliang Wang

Sparse functional data frequently arise in real-world applications, posing significant challenges for accurate classification. To address this, we propose a novel classification method that integrates functional principal component analysis…

统计计算 · 统计学 2025-03-17 Ahmad Talafha

It is proposed in the literature that in some complicated problems maximum likelihood estimates (MLE) are not suitable or even do not exist. An alternative to MLE for estimation of the parameters is the Bayesian method. The Markov chain…

应用统计 · 统计学 2019-10-08 Ali Reza Fotouhi

We consider functional data which are measured on a discrete set of observation points. Often such data are measured with additional noise. We explore in this paper the factor structure underlying this type of data. We show that the latent…

统计方法学 · 统计学 2021-11-23 Siegfried Hörmann , Fatima Jammoul

Numerical (and experimental) data analysis often requires the restoration of a smooth function from a set of sampled integrals over finite bins. We present the bin hierarchy method that efficiently computes the maximally smooth function…

其他统计学 · 统计学 2018-05-14 Olga Goulko , Nikolay Prokof'ev , Boris Svistunov

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

统计计算 · 统计学 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

Autonomous methods to align beamlines can decrease the amount of time spent on diagnostics, and also uncover better global optima leading to better beam quality. The alignment of these beamlines is a high-dimensional, expensive-to-sample…

Varying coefficient models (VCMs) are widely used for estimating nonlinear regression functions for functional data. Their Bayesian variants using Gaussian process priors on the functional coefficients, however, have received limited…

统计方法学 · 统计学 2022-03-01 Rajarshi Guhaniyogi , Cheng Li , Terrance D. Savitsky , Sanvesh Srivastava

Objective: Sparse Bayesian learning provides an effective scheme to solve the high-dimensional problem in brain signal decoding. However, traditional assumptions regarding data distributions such as Gaussian and binomial are potentially…

信号处理 · 电气工程与系统科学 2025-08-19 Yuanhao Li , Badong Chen , Wenjun Bai , Yasuharu Koike , Okito Yamashita