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A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

统计方法学 · 统计学 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

We review the introduction of likelihood functions and Fisher information in classical estimation theory, and we show how they can be defined in a very similar manner within quantum measurement theory. We show that the stochastic master…

量子物理 · 物理学 2013-04-03 Søren Gammelmark , Klaus Mølmer

Current experimental design techniques for dynamical systems often only incorporate measurement noise, while dynamical systems also involve process noise. To construct experimental designs we need to quantify their information content. The…

统计方法学 · 统计学 2026-03-24 Arno Strouwen , Bart M. Nicolaï , Peter Goos

For latent class models where the class weights depend on individual covariates, we derive a simple expression for computing the score vector and a convenient hybrid between the observed and the expected information matrices which is always…

统计计算 · 统计学 2015-11-13 Antonio Forcina

We analyze how to parametrize general modifications of the dark matter perturbations equations in a model-independent way. We prove that a general model with an imperfect and non-conserved dark matter fluid with bulk and shear viscosities…

宇宙学与河外天体物理 · 物理学 2021-02-17 Miguel Aparicio Resco , Antonio L. Maroto

We describe a method for computing the biases that systematic signals introduce in parameter estimation using a simple extension of the Fisher matrix formalism. This allows us to calculate the offset of the best fit parameters relative to…

天体物理学 · 物理学 2009-11-13 Adam Amara , Alexandre Refregier

Fisher forecasts are a common tool in cosmology with applications ranging from survey planning to the development of new cosmological probes. While frequently adopted, they are subject to numerical instabilities that need to be carefully…

宇宙学与河外天体物理 · 物理学 2021-03-15 Naren Bhandari , C. Danielle Leonard , Markus Michael Rau , Rachel Mandelbaum

Expected Fisher information can be found a priori and as a result its inverse is the primary variance approximation used in the design of experiments. This is in contrast to the common claim that the inverse of observed Fisher information…

统计方法学 · 统计学 2022-08-04 Adam Lane

Laplace's method approximates a target density with a Gaussian distribution at its mode. It is computationally efficient and asymptotically exact for Bayesian inference due to the Bernstein-von Mises theorem, but for complex targets and…

机器学习 · 计算机科学 2026-03-12 Hanlin Yu , Marcelo Hartmann , Bernardo Williams , Mark Girolami , Arto Klami

The Fisher information matrix can be used to characterize the local geometry of the parameter space of neural networks. It elucidates insightful theories and useful tools to understand and optimize neural networks. Given its high…

机器学习 · 计算机科学 2024-10-31 Alexander Soen , Ke Sun

Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…

统计方法学 · 统计学 2024-07-31 Jay M. Ver Hoef , Eryn Blagg , Michael Dumelle , Philip M. Dixon , Dale L. Zimmerman , Paul Conn

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

数据分析、统计与概率 · 物理学 2009-11-10 G. D'Agostini

In a Bayesian context, theoretical parameters are correlated random variables. Then, the constraints on one parameter can be improved by either measuring this parameter more precisely - or by measuring the other parameters more precisely.…

宇宙学与河外天体物理 · 物理学 2016-02-17 L. Amendola , E. Sellentin

In future gravitational-wave (GW) detections, a large number of overlapping GW signals will appear in the data stream of detectors. When extracting information from one signal, the presence of other signals can cause large parameter…

天体物理仪器与方法 · 物理学 2024-02-07 Ziming Wang , Dicong Liang , Junjie Zhao , Chang Liu , Lijing Shao

An important step in the planning of future gravitational-wave (GW) detectors and of the networks they will form is the estimation of their detection and parameter-estimation capabilities, which is the basis of science-case studies. Several…

Fisher Information Matrix methods are commonly used in cosmology to estimate the accuracy that cosmological parameters can be measured with a given experiment, and to optimise the design of experiments. However, the standard approach…

宇宙学与河外天体物理 · 物理学 2015-05-27 A. Kiessling , A. N. Taylor , A. F. Heavens

Fisher developed his geometric model to support the micro-mutationalism hypothesis which claims that small mutations are more likely to be beneficial and therefore to contribute to evolution and adaptation. While others have provided a…

种群与进化 · 定量生物学 2015-12-02 Yoav Ram , Lilach Hadany

The principles of measuring the shapes of galaxies by a model-fitting approach are discussed in the context of shape-measurement for surveys of weak gravitational lensing. It is argued that such an approach should be optimal, allowing…

天体物理学 · 物理学 2009-11-13 L. Miller , T. D. Kitching , C. Heymans , A. F. Heavens , L. Van Waerbeke

High-dimensional data clustering has become and remains a challenging task for modern statistics and machine learning, with a wide range of applications. We consider in this work the powerful discriminative latent mixture model, and we…

统计方法学 · 统计学 2020-12-09 Nicolas Jouvin , Charles Bouveyron , Pierre Latouche

We forecast the sensitivity of thirty-five different combinations of future Cosmic Microwave Background and Large Scale Structure data sets to cosmological parameters and to the total neutrino mass. We work under conservative assumptions…

宇宙学与河外天体物理 · 物理学 2019-05-08 Thejs Brinckmann , Deanna C. Hooper , Maria Archidiacono , Julien Lesgourgues , Tim Sprenger