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Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

Computation · Statistics 2017-04-12 Matthew M. Graham , Amos J. Storkey

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)…

Computational Physics · Physics 2016-04-05 Akihiko Nishimura , David Dunson

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

Machine Learning · Statistics 2016-10-19 Wenbo Hu , Jun Zhu , Bo Zhang

Pulsar timing arrays (PTAs) are ensembles of millisecond pulsars observed for years to decades. The primary goal of PTAs is to study gravitational-wave astronomy at nanohertz frequencies, with secondary goals of undertaking other…

Massive binary black holes (MBBHs) in nearby galactic centers, if any, may be nano-Hertz gravitational wave (GW) sources for pulsar timing arrays (PTAs) to detect. Normally the objective GWs for PTA experiments are approximated as plane…

High Energy Astrophysical Phenomena · Physics 2022-11-04 Xiao Guo , Youjun Lu , Qingjuan Yu

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the random walk behavior and sensitivity to correlated parameters that plague many MCMC methods by taking a series of steps informed by first-order…

Computation · Statistics 2015-03-19 Matthew D. Hoffman , Andrew Gelman

The Chinese Pulsar Timing Array (CPTA) has collected observations from 57 millisecond pulsars using the Five-hundred-meter Aperture Spherical Radio Telescope (FAST) for close to three years, for the purpose of searching for gravitational…

Pulsar-timing arrays (PTAs) are seeking gravitational waves from supermassive-black-hole binaries, and there are prospects to complement these searches with stellar-astrometry measurements. Theorists still disagree, however, as to whether…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-19 Selim C. Hotinli , Marc Kamionkowski , Andrew H. Jaffe

We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…

Numerical Analysis · Mathematics 2022-06-23 Lei Li , Lin Liu , Yuzhou Peng

Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…

Computation · Statistics 2019-09-30 Eduardo F. Mendes , Christopher K. Carter , David Gunawan , Robert Kohn

We describe the consistency testing of a new code for gravitational wave signal parameter estimation in known pulsar searches. The code uses an implementation of nested sampling to explore the likelihood volume. Using fake signals and…

High Energy Astrophysical Phenomena · Physics 2015-06-04 M. Pitkin , C. Gill , J. Veitch , E. Macdonald , G. Woan

We introduce the Hamiltonian Monte Carlo Particle Swarm Optimizer (HMC-PSO), an optimization algorithm that reaps the benefits of both Exponentially Averaged Momentum PSO and HMC sampling. The coupling of the position and velocity of each…

Machine Learning · Computer Science 2022-06-29 Omatharv Bharat Vaidya , Rithvik Terence DSouza , Snehanshu Saha , Soma Dhavala , Swagatam Das

Pulsar timing uses the highly stable pulsar spin period to investigate many astrophysical topics. In particular, pulsar timing arrays make use of a set of extremely well-timed pulsars and their time correlations as a challenging detector of…

Astrophysics of Galaxies · Physics 2021-12-16 Michele Maiorano , Francesco De Paolis , Achille A. Nucita

Millisecond pulsars are intrinsically very stable clocks and precise measurement of their observed pulse periods can be used to study a wide variety of astrophysical phenomena. In particular, observations of a large sample of millisecond…

High Energy Astrophysical Phenomena · Physics 2015-05-27 R. N. Manchester

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 problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang

Abbreviated: We investigate the potential of detecting the gravitational wave from individual binary black hole systems using pulsar timing arrays (PTAs) and calculate the accuracy for determining the GW properties. This is done in a…

High Energy Astrophysical Phenomena · Physics 2015-05-27 K. J. Lee , N. Wex , M. Kramer , B. W. Stappers , C. G. Bassa , G. H. Janssen , R. Karuppusamy , R. Smits

In Hamiltonian Monte Carlo sampling, the shape of the potential and the choice of the momentum distribution jointly give rise to the Hamiltonian dynamics of the sampler. An efficient sampler propagates quickly in all regions of the…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-28 Javier Silva Lafaurie , Lorne Whiteway , Elena Sellentin , Kutay Nazli , Andrew H. Jaffe , Alan F. Heavens , Arthur Loureiro

The 2012 International Pulsar Timing Array (IPTA) Mock Data Challenge (MDC) is designed to test current Gravitational Wave (GW) detection algorithms. Here we will briefly outline two detection algorithms for a stochastic background of…

Instrumentation and Methods for Astrophysics · Physics 2012-10-30 Justin Ellis , Xavier Siemens , Sydney Chamberlin

In Pulsar Timing Array (PTA) data analysis, noise is typically assumed to be Gaussian, and the marginalized likelihood has a well-established analytical form derived within the framework of Gaussian processes. However, this Gaussianity…

Instrumentation and Methods for Astrophysics · Physics 2026-01-30 Mikel Falxa , Alberto Sesana
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