Related papers: Efficient Gravitational Wave Searches with Pulsar …

Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample in a multimodal posterior distribution because the HMC chain…

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Markov chain Monte Carlo (MCMC) methods are a powerful but computationally expensive way of performing non-parametric Bayesian inference. MCMC proposals which utilise gradients, such as Hamiltonian Monte Carlo (HMC), can better explore the…

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…

Pulsar Timing Array (PTA) projects have reported various lines of evidence suggesting the presence of a stochastic gravitational wave (GW) background in their data. One key line of evidence involves a detection statistic sensitive to…

Piecewise-deterministic Markov process (PDMP) samplers constitute a state-of-the-art Markov chain Monte Carlo paradigm in Bayesian computation, with examples including the zig-zag and bouncy particle sampler (bps). Recent work on the…

Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality, which is typically challenging to resolve in a satisfactory…

Radio weak lensing, while a highly promising complementary probe to optical weak lensing, will require incredible precision in the measurement of galaxy shape parameters. In this paper, we extend the Bayesian Inference for Radio…

Bayesian formulation of modern day signal processing problems has called for improved Markov chain Monte Carlo (MCMC) sampling algorithms for inference. The need for efficient sampling techniques has become indispensable for high…

Precision timing of highly stable milli-second pulsars is a promising technique for the detection of very low frequency sources of gravitational waves. In any single pulsar, a stochastic gravitational wave signal appears as an additional…

Detection and study of gravitational waves from astrophysical sources is a major goal of current astrophysics. Ground-based laser-interferometer systems such as LIGO and VIRGO are sensitive to gravitational waves with frequencies of order…

Pulsar Timing Array (PTA) experiments are expected to be sensitive to gravitational waves (GWs) emitted by individual supermassive black hole binaries (SMBHBs) inspiralling along eccentric orbits. We compare the computational cost of…

We propose a new framework of variance-reduced Hamiltonian Monte Carlo (HMC) methods for sampling from an $L$-smooth and $m$-strongly log-concave distribution, based on a unified formulation of biased and unbiased variance reduction…

Traditional gradient-based sampling methods, like standard Hamiltonian Monte Carlo, require that the desired target distribution is continuous and differentiable. This limits the types of models one can define, although the presented models…

Globally, Pulsar Timing Array (PTA) experiments have revealed evidence supporting an existing gravitational wave background (GWB) signal in the PTA data set. Apart from acquiring more observations, the sensitivity of PTA experiments can be…

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

Ongoing research on Pulsar Timing Array (PTA) to detect gravitational radiation is reviewed. Here, we discuss the use of millisecond pulsars as a gravitational wave detector, the sources of gravitational radiation detectable by PTAs and the…

Pulsar timing arrays act to detect gravitational waves by observing the small, correlated effect the waves have on pulse arrival times at Earth. This effect has conventionally been evaluated assuming the gravitational wave phasefronts are…

The Bouncy Particle Sampler is a Markov chain Monte Carlo method based on a nonreversible piecewise deterministic Markov process. In this scheme, a particle explores the state space of interest by evolving according to a linear dynamics…