A Hamiltonian Monte Carlo method for Bayesian Inference of Supermassive Black Hole Binaries
Abstract
We investigate the use of a Hamiltonian Monte Carlo to map out the posterior density function for supermassive black hole binaries. While previous Markov Chain Monte Carlo (MCMC) methods, such as Metropolis-Hastings MCMC, have been successfully employed for a number of different gravitational wave sources, these methods are essentially random walk algorithms. The Hamiltonian Monte Carlo treats the inverse likelihood surface as a "gravitational potential" and by introducing canonical positions and momenta, dynamically evolves the Markov chain by solving Hamilton's equations of motion. We present an implementation of the Hamiltonian Markov Chain that is faster, and more efficient by a factor of approximately the dimension of the parameter space, than the standard MCMC.
Keywords
Cite
@article{arxiv.1311.7539,
title = {A Hamiltonian Monte Carlo method for Bayesian Inference of Supermassive Black Hole Binaries},
author = {Edward K. Porter and Jérôme Carré},
journal= {arXiv preprint arXiv:1311.7539},
year = {2019}
}
Comments
16 pages, 8 figures