69 citations · 281 across the 19 of their papers we have counts for
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astro-ph.IM2021★ 6 cited
A Bayesian inference and model selection algorithm with an optimisation scheme to infer the model noise power
J. Lopez-Santiago, L. Martino, J. Miguez +1
Model fitting is possibly the most extended problem in science. Classical approaches include the use of least-squares fitting procedures and maximum likelihood methods to estimate…
stat.CO2021
Automatic tempered posterior distributions for Bayesian inversion problems
L. Martino, F. Llorente, E. Curbelo +2
We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. Mo…
math.NA2021
Polynomial propagation of moments in stochastic differential equations
Albert López-Yela, Joaquin Miguez
We address the problem of approximating the moments of the solution, , of an Itô stochastic differential equation (SDE) with drift and a diffusion terms over a t…