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Bayesian Optimisation has gained much popularity lately, as a global optimisation technique for functions that are expensive to evaluate or unknown a priori. While classical BO focuses on where to gather an observation next, it does not…

机器人学 · 计算机科学 2017-03-14 Philippe Morere , Roman Marchant , Fabio Ramos

We present a Bayesian algorithm to combine optical imaging of unresolved objects from distinct epochs and observation platforms for orbit determination and tracking. By propagating the non-Gaussian uncertainties we are able to optimally…

天体物理仪器与方法 · 物理学 2016-09-26 Michael D. Schneider , William A. Dawson

Direct imaging searches for exoplanets around stars detect many spurious candidates that are in fact background field stars. To help distinguish these from genuine companions, multi-epoch astrometry can be used to identify a common proper…

地球与行星天体物理 · 物理学 2023-12-11 Philipp Herz , Matthias Samland , Coryn A. L. Bailer-Jones

One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…

统计计算 · 统计学 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Recent research in Aerosol Optical Depth (AOD) retrieval algorithms for Multi-angle Imaging SpectroRadiometer (MISR) proposed a hierarchical Bayesian model. However the inference algorithm used in their work was Markov Chain Monte Carlo…

应用统计 · 统计学 2017-08-08 Shijing Yao , Yueqing Wang , Bin Yu

In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to…

统计计算 · 统计学 2015-06-22 Shiwei Lan , Jeffrey Streets , Babak Shahbaba

Ab initio calculations face the challenge of describing a complex multiscale quantum many-body system. The nuclear wave function has both strong short-range correlations and long-range contributions. Natural orbitals provide a means of…

核理论 · 物理学 2017-04-11 Chrysovalantis Constantinou

There is increasing interest to develop Bayesian inferential algorithms for point process models with intractable likelihoods. A purpose of this paper is to illustrate the utility of using simulation based strategies, including Approximate…

统计计算 · 统计学 2026-02-02 Chaoyi Lu , Nial Friel

We propose a novel approach to utilize low-cadence photometric surveys for exoplanetary transit search. Even if transits are undetectable in the survey database alone, it can still be useful for finding preferred times for directed…

地球与行星天体物理 · 物理学 2015-05-28 Yifat Dzigan , Shay Zucker

The use of the Bayesian tools in system identification and model updating paradigms has been increased in the last ten years. Usually, the Bayesian techniques can be implemented to incorporate the uncertainties associated with measurements…

计算工程、金融与科学 · 计算机科学 2017-10-27 M. Sherri , I. Boulkaibet , T. Marwala , M. I. Friswell

This paper is concerned with inverse acoustic scattering problem of inferring the position and shape of a sound-soft obstacle from phaseless far-field data. We propose the Bayesian approach to recover sound-soft disks, line cracks and…

数值分析 · 数学 2021-07-28 Zhipeng Yang , Xinping Gui , Ju Ming , Guanghui Hu

The error scaling for Markov-Chain Monte Carlo techniques (MCMC) with $N$ samples behaves like $1/\sqrt{N}$. This scaling makes it often very time intensive to reduce the error of computed observables, in particular for applications in…

高能物理 - 格点 · 物理学 2016-11-29 Andreas Ammon , Alan Genz , Tobias Hartung , Karl Jansen , Hernan Leövey , Julia Volmer

Useful information can be retrieved by analysing the transit light curve of a planet-hosting star or induced radial velocity oscillations. However, inferring the physical parameters of the planet, such as mass, size, and semi-major axis,…

地球与行星天体物理 · 物理学 2020-03-04 Andrea Bonfanti , Michaël Gillon

We present UMI (Unified Median Iterative), a novel robust location estimator for detrending photometric time series in exoplanet transit surveys. UMI modifies the standard Tukey bisquare M-estimator with two innovations: (1) an asymmetric…

天体物理仪器与方法 · 物理学 2026-04-14 Omar Khan

There are several challenges associated with inverse problems in which we seek to reconstruct a piecewise constant field, and which we model using multiple level sets. Adopting a Bayesian viewpoint, we impose prior distributions on both the…

数值分析 · 数学 2021-12-01 William Reese , Arvind K. Saibaba , Jonghyun Lee

We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…

统计计算 · 统计学 2020-10-28 Caleb Miller , Michael D. Schneider , Jem N. Corcoran , Jason Bernstein

This paper introduces the Inside-Out Nested Particle Filter (IO-NPF), a novel, fully recursive, algorithm for amortized sequential Bayesian experimental design in the non-exchangeable setting. We frame policy optimization as maximum…

机器学习 · 统计学 2024-12-02 Sahel Iqbal , Hany Abdulsamad , Sara Pérez-Vieites , Simo Särkkä , Adrien Corenflos

A differential algebra based importance sampling method for uncertainty propagation and impact probability computation on the first resonant returns of Near Earth Objects is presented in this paper. Starting from the results of an orbit…

地球与行星天体物理 · 物理学 2018-08-16 Matteo Losacco , Pierluigi Di Lizia , Roberto Armellin , Alexander Wittig

The distance dependent Chinese Restaurant Process (ddCRP) provides a flexible prior distribution for clustering observations, incorporating covariate information through pairwise distances and accommodating a rich variety of cluster…

统计方法学 · 统计学 2026-05-18 Joseph Marsh , Theodore Kypraios , Rowland G. Seymour

The Python package pyABC provides a framework for approximate Bayesian computation (ABC), a likelihood-free parameter inference method popular in many research areas. At its core, it implements a sequential Monte-Carlo (SMC) scheme, with…

定量方法 · 定量生物学 2022-03-25 Yannik Schälte , Emmanuel Klinger , Emad Alamoudi , Jan Hasenauer