Studying stellar binary systems with the Laser Interferometer Space Antenna using Delayed Rejection Markov chain Monte Carlo methods
General Relativity and Quantum Cosmology
2015-05-13 v2
Abstract
Bayesian analysis of LISA data sets based on Markov chain Monte Carlo methods has been shown to be a challenging problem, in part due to the complicated structure of the likelihood function consisting of several isolated local maxima that dramatically reduces the efficiency of the sampling techniques. Here we introduce a new fully Markovian algorithm, a Delayed Rejection Metropolis-Hastings Markov chain Monte Carlo method, to efficiently explore these kind of structures and we demonstrate its performance on selected LISA data sets containing a known number of stellar-mass binary signals embedded in Gaussian stationary noise.
Cite
@article{arxiv.0905.2976,
title = {Studying stellar binary systems with the Laser Interferometer Space Antenna using Delayed Rejection Markov chain Monte Carlo methods},
author = {Miquel Trias and Alberto Vecchio and John Veitch},
journal= {arXiv preprint arXiv:0905.2976},
year = {2015}
}
Comments
12 pages, 4 figures, accepted in CQG (GWDAW-13 proceedings)