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We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

Computational Physics · Physics 2019-10-29 G. Margazoglou , L. Biferale , R. Grauer , K. Jansen , D. Mesterházy , T. Rosenow , R. Tripiccione

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

With the advance in computational resources, Bayesian inference is increasingly becoming the standard tool of practise in GW astronomy. However, algorithms such as Markov Chain Monte Carlo (MCMC) require a large number of iterations to…

General Relativity and Quantum Cosmology · Physics 2014-11-04 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

Sequential Monte Carlo (SMC) methods have recently been applied to gravitational-wave inference as a powerful alternative to standard sampling techniques, such as Nested Sampling. At the same time, gradient-based Markov Chain Monte Carlo…

Gravitational wave (GW) searches using pulsar timing arrays (PTAs) are assumed to be limited by the typical average observational cadence of $1/(2~{\rm weeks})$ for a single pulsar to GW frequencies $\lesssim 4\times 10^{-7}$ Hz. We show…

High Energy Astrophysical Phenomena · Physics 2021-02-10 Yan Wang , Soumya D. Mohanty , Zhoujian Cao

Pulsar timing arrays (PTAs) are searching for nanohertz-frequency gravitational waves (GWs) through cross-correlation of pulse arrival times from a set of radio pulsars. PTAs have relied upon a frequency-shift formula of the pulse, where…

High Energy Astrophysical Phenomena · Physics 2024-07-03 Ryousuke Kubo , Kakeru Yamahira , Hideki Asada

A new detection method for gravitational waves (GWs) with ultra-low frequencies ($f_{\rm GW} \lesssim 10^{-10}~{\rm Hz}$), which is much lower than the range of pulsar timing arrays (PTAs), was proposed in Yonemaru et al. (2016). This…

High Energy Astrophysical Phenomena · Physics 2019-05-29 Shinnosuke Hisano , Naoyuki Yonemaru , Hiroki Kumamoto , Keitaro Takahashi

Pulsar Timing Arrays (PTA) around the world are using the incredible consistency of millisecond pulsars to measure low frequency gravitational waves from (super)Massive Black Hole (MBH) binaries. We use comprehensive MBH merger models based…

High Energy Astrophysical Phenomena · Physics 2017-09-06 Luke Zoltan Kelley , Laura Blecha , Lars Hernquist , Alberto Sesana , Stephen R. Taylor

Pulsar timing experiments typically generate a phase-connected timing solution from a sequence of times-of-arrival (TOAs) by absolute pulse numbering, i.e. by fitting an integer number of pulses between TOAs in order to minimize the…

High Energy Astrophysical Phenomena · Physics 2020-06-24 A. Melatos , L. M. Dunn , S. Suvorova , W. Moran , R. J. Evans

Recent years have seen a burgeoning interest in using pulsar timing arrays (PTAs) as gravitational-wave (GW) detectors. To date, that interest has focused mainly on three particularly promising source types: supermassive--black-hole…

General Relativity and Quantum Cosmology · Physics 2014-02-26 Curt Cutler , Sarah Burke-Spolaor , Michele Vallisneri , Joseph Lazio , Walid Majid

Studies have shown that the use of pulsar timing arrays (PTAs) is among the approaches with the highest potential to detect very low-frequency gravitational waves in the near future. Although the capture of gravitational waves (GWs) by PTAs…

Instrumentation and Methods for Astrophysics · Physics 2020-10-13 MengNi Chen , Yuanhong Zhong , Yi Feng , Di Li , Jin Li

Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of…

Computation · Statistics 2017-09-12 Ricky Fok , Aijun An , Xiaogang Wang

Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…

Machine Learning · Statistics 2021-01-12 Yuansi Chen , Raaz Dwivedi , Martin J. Wainwright , Bin Yu

Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…

Machine Learning · Computer Science 2025-09-03 Yohei Saito , Shun Kimura , Koujin Takeda

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

Computation · Statistics 2025-07-30 Joonha Park

Gravitational waves are a radically new way to peer into the darkest depths of the cosmos. Pulsars can be used to make direct detections of gravitational waves through precision timing. When a gravitational wave passes between a pulsar and…

High Energy Astrophysical Phenomena · Physics 2021-05-28 Stephen R. Taylor

We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…

Computation · Statistics 2013-06-06 Ari Pakman , Liam Paninski

We present a Bayesian sampling algorithm called adaptive importance sampling or Population Monte Carlo (PMC), whose computational workload is easily parallelizable and thus has the potential to considerably reduce the wall-clock time…

Cosmology and Nongalactic Astrophysics · Physics 2009-09-02 Darren Wraith , Martin Kilbinger , Karim Benabed , Olivier Cappé , Jean-François Cardoso , Gersende Fort , Simon Prunet , Christian P. Robert

Using public pulse time-of-arrival data from five pulsar timing arrays (PTAs), we search for a stationary, isotropic, and unpolarized nHz stochastic gravitational-wave background (SGWB). This analysis is more sensitive than previous…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-29 Wang-Wei Yu , Bruce Allen