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We present a Bayesian inference methodology for the estimation of orbital parameters on single-line spectroscopic binaries with astrometric data, based on the No-U-Turn sampler Markov chain Monte Carlo algorithm. Our approach is designed to…

Solar and Stellar Astrophysics · Physics 2022-04-27 Miguel Videla , Rene A. Mendez , Ruben M. Claveria , Jorge F. Silva , Marcos E. Orchard

This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the main contribution of the paper is to examine and illustrate…

Applications · Statistics 2021-10-18 Johannes Hendriks , Adrian Wills , Brett Ninness , Johan Dahlin

In this paper, we describe a procedure for modelling strong lensing galaxy clusters with parametric methods, and to rank models quantitatively using the Bayesian evidence. We use a publicly available Markov chain Monte-Carlo (MCMC) sampler…

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-01 Hector J. Hortua , Riccardo Volpi , Dimitri Marinelli , Luigi Malago

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Coalescence of two massive black holes is the strongest and most promising source for LISA. In fact, gravitational signal from the end of inspiral and merger will be detectable throughout the Universe. In this article we describe the first…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Stanislav Babak

The gravitational wave signals from coalescing Supermassive Black Hole Binaries are prime targets for the Laser Interferometer Space Antenna (LISA). With optimal data processing techniques, the LISA observatory should be able to detect…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Neil J. Cornish , Edward K. Porter

We present a comprehensive comparison of different Markov Chain Monte Carlo (MCMC) sampling methods, evaluating their performance on both standard test problems and cosmological parameter estimation. Our analysis includes traditional…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-28 Denitsa Staicova

The Markov chain Monte Carlo methods offer practical procedures for detecting signals characterized by a large number of parameters and under conditions of low signal-to-noise ratio. We present a Metropolis-Hastings algorithm capable of…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Nelson Christensen , Réjean J. Dupuis , Graham Woan , Renate Meyer

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

The planned Laser Interferometer Space Antenna (LISA) is expected to detect gravitational wave signals from ~100 extreme-mass-ratio inspirals (EMRIs) of stellar-mass compact objects into massive black holes. The long duration and large…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Jonathan R Gair , Ilya Mandel , Linqing Wen

We present a new Monte Carlo Markov Chain algorithm for CMB analysis in the low signal-to-noise regime. This method builds on and complements the previously described CMB Gibbs sampler, and effectively solves the low signal-to-noise…

Astrophysics · Physics 2011-02-11 J. B. Jewell , H. K. Eriksen , B. D. Wandelt , I. J. O'Dwyer , G. Huey , K. M. Gorski

This paper presents a systematic literature review focusing on the application of machine learning techniques for deriving observational constraints in cosmology. The goal is to evaluate and synthesize existing research to identify…

Cosmology and Nongalactic Astrophysics · Physics 2025-10-14 Luis Rojas , Sebastián Espinoza , Esteban González , Carlos Maldonado , Fei Luo

Markov chain Monte Carlo (MCMC) methods form one of the algorithmic foundations of Bayesian inverse problems. The recent development of likelihood-informed subspace (LIS) methods offers a viable route to designing efficient MCMC methods for…

Numerical Analysis · Mathematics 2023-03-07 Tiangang Cui , Xin Tong , Olivier Zahm

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

A Bayesian approach is presented for detecting and characterising the signal from discrete objects embedded in a diffuse background. The approach centres around the evaluation of the posterior distribution for the parameters of the discrete…

Astrophysics · Physics 2009-11-07 M. P. Hobson , C. McLachlan

Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…

Computation · Statistics 2018-03-28 Khoa T. Tran

The remarkable sensitivity achieved by the planned Laser Interferometer Space Antenna (LISA) will allow us to observe gravitational-wave signals from the mergers of massive black hole binaries (MBHBs) with signal-to-noise ratio (SNR) in the…

General Relativity and Quantum Cosmology · Physics 2025-12-22 Sophia Yi , Francesco Iacovelli , Sylvain Marsat , Digvijay Wadekar , Emanuele Berti

We anticipate that the data acquired by the Laser Interferometer Space Antenna (LISA) will be dominated by the gravitational wave signals from several astrophysical populations. The analysis of these data is a new challenge and is the main…

General Relativity and Quantum Cosmology · Physics 2025-04-16 Senwen Deng , Stanislav Babak , Maude Le Jeune , Sylvain Marsat , Éric Plagnol , Andrea Sartirana

Variable selection is a key issue when analyzing high-dimensional data. The explosion of data with large sample sizes and dimensionality brings new challenges to this problem in both inference accuracy and computational complexity. To…

Methodology · Statistics 2016-11-30 Xu Chen , Shaan Qamar , Surya T. Tokdar