Related papers: Studying stellar binary systems with the Laser Int…
Extreme mass ratio inspirals (EMRIs) are thought to be one of the most exciting gravitational wave sources to be detected with LISA. Due to their complicated nature and weak amplitudes the detection and parameter estimation of such sources…
This study introduces a computationally efficient algorithm, delayed acceptance Markov chain Monte Carlo (DA-MCMC), designed to improve posterior simulation in quasi-Bayesian inference. Quasi-Bayesian methods, which do not require fully…
We propose a new sampling algorithm combining two quite powerful ideas in the Markov chain Monte Carlo literature -- adaptive Metropolis sampler and two-stage Metropolis-Hastings sampler. The proposed sampling method will be particularly…
We report on the performance of an end-to-end Bayesian analysis pipeline for detecting and characterizing galactic binary signals in simulated LISA data. Our principal analysis tool is the Blocked-Annealed Metropolis Hasting (BAM)…
This paper discusses the challenges presented by tall data problems associated with Bayesian classification (specifically binary classification) and the existing methods to handle them. Current methods include parallelizing the likelihood,…
This paper introduces a new Markov Chain Monte Carlo method for Bayesian variable selection in high dimensional settings. The algorithm is a Hastings-Metropolis sampler with a proposal mechanism which combines a Metropolis Adjusted Langevin…
Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples…
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…
Markov Chain Monte Carlo (MCMC) methods have revolutionised Bayesian data analysis over the years by making the direct computation of posterior probability densities feasible on modern workstations. However, the calculation of the prior…
The inspiral, merger, and ringdown of Massive Black Hole Binaries (MBHBs) is one the main sources of Gravitational Waves (GWs) for the future Laser Interferometer Space Antenna (LISA), an ESA-led mission in the implementation phase. It is…
The Laser Interferometer Space Antenna will be able to detect the inspiral and merger of Super Massive Black Hole Binaries (SMBHBs) anywhere in the Universe. Standard matched filtering techniques can be used to detect and characterize these…
In this paper, we examine the computational complexity of sampling from a Bayesian posterior (or pseudo-posterior) using the Metropolis-adjusted Langevin algorithm (MALA). MALA first employs a discrete-time Langevin SDE to propose a new…
Presented in this paper is a Markov chain Monte Carlo (MCMC) routine for conducting coherent parameter estimation for interferometric gravitational wave observations of an inspiral of binary compact objects using data from multiple…
The Laser Interferometer Space Antenna (LISA) is a planned space-based gravitational wave telescope with the goal of measuring gravitational waves in the milli-Hertz frequency band, which is dominated by millions of Galactic binaries. While…
This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…
High-dimensional feature selection arises in many areas of modern science. For example, in genomic research we want to find the genes that can be used to separate tissues of different classes (e.g. cancer and normal) from tens of thousands…
We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…
Delayed-acceptance Markov chain Monte Carlo (DA-MCMC) samples from a probability distribution via a two-stages version of the Metropolis-Hastings algorithm, by combining the target distribution with a "surrogate" (i.e. an approximate and…
The analysis method currently proposed to search for isotropic stochastic radiation of primordial or astrophysical origin with the Laser Interferometer Space Antenna (LISA) relies on the combined use of two LISA channels, one of which is…
Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…