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The frequentist method of profile likelihoods has recently received renewed attention in the field of cosmology. This is because the results of inferences based on the latter may differ from those of Bayesian inferences, either because of…

宇宙学与河外天体物理 · 物理学 2023-12-15 Andreas Nygaard , Emil Brinch Holm , Steen Hannestad , Thomas Tram

We present a cosmological analysis of the X-ray-selected galaxy cluster sample from the XXL survey, employing a simulation-based inference (SBI) framework to jointly constrain cosmological parameters and X-ray scaling relations through…

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

统计计算 · 统计学 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

机器学习 · 统计学 2022-03-23 Jan Boelts

We study the reliability of dark matter (DM) profile determinations for rich clusters of galaxies based on weak gravitational lensing measurements. We consider three functional forms for the mass distribution: a softened isothermal sphere…

天体物理学 · 物理学 2007-05-23 Jeffrey A. Willick , Nikhil Padmanabhan

The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and…

计算金融 · 定量金融 2010-04-16 Gareth W. Peters , Mario V. Wüthrich , Pavel V. Shevchenko

This paper focuses on a challenging class of inverse problems that is often encountered in applications. The forward model is a complex non-linear black-box, potentially non-injective, whose outputs cover multiple decades in amplitude.…

统计方法学 · 统计学 2025-04-11 Pierre Palud , Pierre-Antoine Thouvenin , Pierre Chainais , Emeric Bron , Franck Le Petit

The ability to efficiently infer system parameters is essential in any signal-processing task that requires fast operation. Dealing with quantum systems, a serious challenge arises due to substantial growth of the underlying Hilbert space…

量子物理 · 物理学 2025-04-23 Lewis A. Clark , Jan Kolodynski

Determining the redshift distribution $n(z)$ of galaxy samples is essential for several cosmological probes including weak lensing. For imaging surveys, this is usually done using photometric redshifts estimated on an object-by-object…

宇宙学与河外天体物理 · 物理学 2017-08-31 Jörg Herbel , Tomasz Kacprzak , Adam Amara , Alexandre Refregier , Claudio Bruderer , Andrina Nicola

Approximate Bayesian Computation (ABC) enables statistical inference in simulator-based models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution…

统计方法学 · 统计学 2022-12-02 Yuexi Wang , Tetsuya Kaji , Veronika Ročková

The standard approach to inference from cosmic large-scale structure data employs summary statistics that are compared to analytic models in a Gaussian likelihood with pre-computed covariance. To overcome the idealising assumptions about…

宇宙学与河外天体物理 · 物理学 2023-08-24 Kiyam Lin , Maximilian von Wietersheim-Kramsta , Benjamin Joachimi , Stephen Feeney

Many scientifically well-motivated statistical models in natural, engineering, and environmental sciences are specified through a generative process. However, in some cases, it may not be possible to write down the likelihood for these…

统计方法学 · 统计学 2020-11-17 Sanjay Chaudhuri , Subhroshekhar Ghosh , David J. Nott , Kim Cuc Pham

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

统计计算 · 统计学 2010-05-04 M. G. B. Blum , O. Francois

Bayesian model selection methods provide a self-consistent probabilistic framework to test the validity of competing scenarios given a set of data. We present a case study application to strong gravitational lens parametric models. Our goal…

宇宙学与河外天体物理 · 物理学 2013-04-22 Irène Balmès , Pier-Stefano Corasaniti

A method is presented for Bayesian model selection without explicitly computing evidences, by using a combined likelihood and introducing an integer model selection parameter $n$ so that Bayes factors, or more generally posterior odds…

宇宙学与河外天体物理 · 物理学 2017-01-26 Sonke Hee , Will Handley , Mike P. Hobson , Anthony N. Lasenby

This invited feature article introduces and provides an extensive simulation study of a new Approximate Bayesian Computation (ABC) framework for estimating the posterior distribution and the maximum likelihood estimate (MLE) of the…

统计方法学 · 统计学 2024-09-12 George Karabatsos

Frequentist parameter inference using profile likelihoods has received increased attention in the cosmology literature recently since it can give important complementary information to Bayesian credible intervals. Here, we give a…

宇宙学与河外天体物理 · 物理学 2025-04-07 Laura Herold , Elisa G. M. Ferreira , Lukas Heinrich

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

统计计算 · 统计学 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

In a novel approach employing implicit likelihood inference (ILI), also known as likelihood-free inference, we calibrate the parameters of cosmological hydrodynamic simulations against observations, which has previously been unfeasible due…

Stochastic systems in biology often exhibit substantial variability within and between cells. This variability, as well as having dramatic functional consequences, provides information about the underlying details of the system's behaviour.…

定量方法 · 定量生物学 2015-11-09 Iain G. Johnston