Related papers: Bayesian inference for binary neutron star inspira…
Numerous applications in biology, statistics, science, and engineering require generating samples from high-dimensional probability distributions. In recent years, the Hamiltonian Monte Carlo (HMC) method has emerged as a state-of-the-art…
Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…
A Bayesian re-analysis of published radial velocity data sets is providing evidence for additional planetary candidates. The nonlinear model fitting is accomplished with a new hybrid Markov chain Monte Carlo (HMCMC) algorithm which…
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…
Sampling from hierarchical Bayesian models is often difficult for MCMC methods, because of the strong correlations between the model parameters and the hyperparameters. Recent Riemannian manifold Hamiltonian Monte Carlo (RMHMC) methods have…
Bayesian model selection provides a powerful and mathematically transparent framework to tackle hypothesis testing, such as detection tests of gravitational waves emitted during the coalescence of binary systems using ground-based laser…
Estimating the source parameters of gravitational waves from compact binary coalescence(CBC) is a key analysis task in gravitational-wave astronomy. To deal with the increasing detection rate of CBC signals, optimizing the parameter…
The paper deals with issues pertaining the detection of gravitational waves from coalescing binaries. We introduce the application of differential geometry to the problem of optimal detection of the `chirp signal'. We have also carried out…
The promise of multi-messenger astronomy relies on the rapid detection of gravitational waves at very low latencies ($\mathcal{O}$(1\,s)) in order to maximize the amount of time available for follow-up observations. In recent years,…
In the first two years of Gravitational Wave (GW) Astronomy, half a dozen compact binary coalescences (CBCs) have been detected. As the sensitivities and bandwidths of the detectors improve and new detectors join the network, many more…
Decision trees have found widespread application within the machine learning community due to their flexibility and interpretability. This paper is directed towards learning decision trees from data using a Bayesian approach, which is…
In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…
Hamiltonian Monte Carlo (HMC) is a powerful tool for Bayesian computation. In comparison with the traditional Metropolis-Hastings algorithm, HMC offers greater computational efficiency, especially in higher dimensional or more complex…
The Hamiltonian Monte Carlo (HMC) algorithm is often lauded for its ability to effectively sample from high-dimensional distributions. In this paper we challenge the presumed domination of HMC for the Bayesian analysis of GLMs. By utilizing…
Nested sampling is a powerful approach to Bayesian inference ultimately limited by the computationally demanding task of sampling from a heavily constrained probability distribution. An effective algorithm in its own right, Hamiltonian…
Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically…
We propose Kernel Hamiltonian Monte Carlo (KMC), a gradient-free adaptive MCMC algorithm based on Hamiltonian Monte Carlo (HMC). On target densities where classical HMC is not an option due to intractable gradients, KMC adaptively learns…
Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…
The present operation of the ground-based network of gravitational-wave laser interferometers in "enhanced" configuration brings the search for gravitational waves into a regime where detection is highly plausible. The development of…