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Likelihood functions evaluated using particle filters are typically noisy, computationally expensive, and non-differentiable due to Monte Carlo variability. These characteristics make conventional optimization methods difficult to apply…

统计方法学 · 统计学 2026-01-13 Genshiro Kitagawa

We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

统计金融 · 定量金融 2021-01-12 Chirag Nagpal , Robert E. Tillman , Prashant Reddy , Manuela Veloso

We describe a general approach to detection of transient gravitational-wave signals in the presence of non-Gaussian background noise. We prove that under quite general conditions, the ratio of the likelihood of observed data to contain a…

In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…

统计理论 · 数学 2022-04-01 Fangzheng Xie , Dingbo Wu

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

We consider the Bayesian detection statistic for a targeted search for continuous gravitational waves, known as the $\mathcal{B}$-statistic. This is a Bayes factor between signal and noise hypotheses, produced by marginalizing over the four…

广义相对论与量子宇宙学 · 物理学 2018-12-19 John J. Bero , John T. Whelan

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

Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…

统计理论 · 数学 2012-07-24 Yunwen Yang , Xuming He

We perform accurate numerical experiments with fully-connected (FC) one-hidden layer neural networks trained with a discretized Langevin dynamics on the MNIST and CIFAR10 datasets. Our goal is to empirically determine the regimes of…

无序系统与神经网络 · 物理学 2024-01-23 P. Baglioni , R. Pacelli , R. Aiudi , F. Di Renzo , A. Vezzani , R. Burioni , P. Rotondo

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian…

机器学习 · 统计学 2019-09-27 Kolyan Ray , Botond Szabo

The HI 21cm absorption line is masked by bright foregrounds and systematic distortions that arise due to the chromaticity of the antenna used to make the observation coupling to the spectral inhomogeneity of these foregrounds. We…

天体物理仪器与方法 · 物理学 2021-11-12 Dominic Anstey , Eloy de Lera Acedo , Will Handley

Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

统计方法学 · 统计学 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…

统计理论 · 数学 2007-06-13 Iain M. Johnstone , Bernard W. Silverman

Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…

统计计算 · 统计学 2016-02-12 Richard G. Everitt , Adam M. Johansen , Ellen Rowing , Melina Evdemon-Hogan

We present a comparative study of the accuracy and precision of correlation function methods and full-field inference in cosmological data analysis. To do so, we examine a Bayesian hierarchical model that predicts log-normal fields and…

宇宙学与河外天体物理 · 物理学 2021-09-07 Florent Leclercq , Alan Heavens

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

机器学习 · 计算机科学 2024-10-22 Yijie Zhang

As whole genomes become widely available, maximum likelihood and Bayesian phylogenetic methods are demonstrating their limits in meeting the escalating computational demands. Conversely, distance-based phylogenetic methods are efficient,…

种群与进化 · 定量生物学 2025-02-07 Matthew J. Penn , Neil Scheidwasser , Mark P. Khurana , Christl A. Donnelly , David A. Duchêne , Samir Bhatt

A Gaussian Process GP based ground segmentation method is proposed in this paper which is fully developed in a probabilistic framework. The proposed method tends to obtain a continuous realistic model of the ground. The LiDAR…

机器人学 · 计算机科学 2021-11-23 Pouria Mehrabi , Hamid D. Taghirad

This paper presents a novel Bayesian strategy for the estimation of smooth signals corrupted by Gaussian noise. The method assumes a smooth evolution of a succession of continuous signals that can have a numerical or an analytical…

应用统计 · 统计学 2016-02-12 Abderrahim Halimi , Gerald S. Buller , Steve McLaughlin , Paul Honeine

The decreasing cost and improved sensor and monitoring system technology (e.g. fiber optics and strain gauges) have led to more measurements in close proximity to each other. When using such spatially dense measurement data in Bayesian…

统计方法学 · 统计学 2023-08-21 Ioannis Koune , Arpad Rozsas , Arthur Slobbe , Alice Cicirello