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Monte Carlo simulation is one of the most important tools in the study of diffusion processes. For constant diffusion coefficients, an appropriate Gaussian distribution of particle's steplengths can generate exact results, when compared…

Computational Physics · Physics 2015-06-12 V. Ruiz Barlett , M. Hoyuelos , H. O. Mártin

Nested sampling (NS) is the preferred stochastic sampling algorithm for gravitational-wave inference for compact binary coalenscences (CBCs). It can handle the complex nature of the gravitational-wave likelihood surface and provides an…

Instrumentation and Methods for Astrophysics · Physics 2025-10-08 Michael J. Williams , Minas Karamanis , Yilin Luo , Uroš Seljak

Since the middle of the 1940's scientists have used Monte Carlo (MC) simulations to obtain information about physical processes. This has proved a accurate and and reliable method to obtain this information. Through out resent years…

Astrophysics of Galaxies · Physics 2012-07-02 Thomas Amby Ottosen

The coalescence of binary neutron stars are one of the main sources of gravitational waves for ground-based gravitational wave detectors. As Bayesian inference for binary neutron stars is computationally expensive, more efficient and faster…

General Relativity and Quantum Cosmology · Physics 2019-11-20 Yann Bouffanais , Edward K. Porter

Gravitational-wave data analysis demands sophisticated statistical noise models in a bid to extract highly obscured signals from data. In Bayesian model comparison, we choose among a landscape of models by comparing their marginal…

Instrumentation and Methods for Astrophysics · Physics 2019-06-12 Haochen Wang , Stephen R. Taylor , Michele Vallisneri

Monte-Carlo techniques are standard numerical tools for exploring non-Gaussian and multivariate likelihoods. Many variants of the original Metropolis-Hastings algorithm have been proposed to increase the sampling efficiency. Motivated by…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-31 Maximilian Philipp Herzog , Heinrich von Campe , Rebecca Maria Kuntz , Lennart Röver , Björn Malte Schäfer

The analysis of data from gravitational wave detectors can be divided into three phases: search, characterization, and evaluation. The evaluation of the detection - determining whether a candidate event is astrophysical in origin or some…

General Relativity and Quantum Cosmology · Physics 2009-11-06 Tyson B. Littenberg , Neil J. Cornish

The detection of gravitational waves from astrophysical sources of gravitational waves is a realistic goal for the current generation of interferometric gravitational-wave detectors. Short duration bursts of gravitational waves from…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Patrick R Brady , Saikat Ray-Majumder

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

Monte-Carlo Tree Search (MCTS) methods are drawing great interest after yielding breakthrough results in computer Go. This paper proposes a Bayesian approach to MCTS that is inspired by distributionfree approaches such as UCT [13], yet…

Machine Learning · Computer Science 2012-03-19 Gerald Tesauro , V T Rajan , Richard Segal

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi

The paper deals with the estimation of parameters of gravitational waves from coalescing binaries. It explains the discrepancy between the Monte carlo simulations and the covariance matrix. We include the post-Newtonian as well as the…

General Relativity and Quantum Cosmology · Physics 2019-08-17 R. Balasubramanian , S. V. Dhurandhar

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

General Relativity and Quantum Cosmology · Physics 2011-11-08 Michele Vallisneri

We review and expand on a Bayesian model selection technique for the detection of gravitational waves from neutron star ring-downs associated with pulsar glitches. The algorithm works with power spectral densities constructed from…

General Relativity and Quantum Cosmology · Physics 2008-11-26 J Clark , I S Heng , M Pitkin , G Woan

One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a…

Instrumentation and Methods for Astrophysics · Physics 2018-05-08 Frederik Beaujean , Hans C. Eggers , Wolfgang E. Kerzendorf

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory…

Methodology · Statistics 2013-02-06 Brunero Liseo , Antonio Parisi

As we move into an era of more sensitive pulsar timing array data sets, we may be able to resolve individual gravitational wave sources from the stochastic gravitational wave background. While some of these sources, like orbiting massive…

General Relativity and Quantum Cosmology · Physics 2024-12-02 Jacob A. Taylor , Rand Burnette , Bence Bécsy , Neil J. Cornish

In particle-based algorithms, the effect of binary collisions is commonly described in a statistical way, using Monte Carlo techniques. It is shown that, in the relativistic regime, stringent constraints should be considered on the sampling…

Plasma Physics · Physics 2009-11-13 F. Peano , M. Marti , L. O. Silva , G. Coppa

Roughly every 2-10 minutes, a pair of stellar mass black holes merge somewhere in the Universe. A small fraction of these mergers are detected as individually resolvable gravitational-wave events by advanced detectors such as LIGO and…

General Relativity and Quantum Cosmology · Physics 2018-04-25 Rory Smith , Eric Thrane