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Markov chain Monte Carlo (MCMC) algorithms offer various strategies for sampling; the Hamiltonian Monte Carlo (HMC) family of samplers are MCMC algorithms which often exhibit improved mixing properties. The recently introduced magnetic HMC,…

Machine Learning · Statistics 2020-10-16 James A. Brofos , Roy R. Lederman

Pulsar timing arrays (PTAs) will enable the detection of nanohertz gravitational waves (GWs) from a population of supermassive binary black holes (SMBBHs) in the next $\sim 3-7$ years. In addition, PTAs provide a rare opportunity to probe…

General Relativity and Quantum Cosmology · Physics 2019-07-12 Xavier Siemens , Jeffrey S. Hazboun , Paul T. Baker , Sarah Burke-Spolaor , Dustin Madison , Chiara Mingarelli , Joseph Simon , Tristan Smith

We consider the problem of sampling from posterior distributions for Bayesian models where some parameters are restricted to be orthogonal matrices. Such matrices are sometimes used in neural networks models for reasons of regularization…

Machine Learning · Statistics 2019-01-24 Viktor Yanush , Dmitry Kropotov

The observation of massive black hole binaries (MBHBs) with Pulsar Timing Arrays (PTAs) is one of the goals of gravitational wave astronomy in the coming years. Massive (>10^8 solar masses) and low-redshift (< 1.5) sources are expected to…

Cosmology and Nongalactic Astrophysics · Physics 2010-05-19 Alberto Sesana , Alberto Vecchio

Pulsar Timing Arrays (PTAs) are expected to be able to detect gravitational waves (GWs) from individual supermassive black hole binaries in the near future. In order to identify the host galaxy of a gravitational wave source, the angular…

General Relativity and Quantum Cosmology · Physics 2023-12-20 Ryo Kato , Keitaro Takahashi

We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…

Computation · Statistics 2019-10-15 Babak Shahbaba , Luis Martinez Lomeli , Tian Chen , Shiwei Lan

Pulsar timing arrays (PTAs) are designed to detect gravitational waves with periods from several months to several years, e.g. those produced by by wide supermassive black-hole binaries in the centers of distant galaxies. Here we show that…

Instrumentation and Methods for Astrophysics · Physics 2015-05-14 Rutger van Haasteren , Yuri Levin

We demonstrate how pulsar timing arrays (PTAs) can, in principle, yield a purely gravitational wave (GW) measurement of the luminosity distance and comoving distance to a supermassive black hole binary source, hence providing an estimate of…

Cosmology and Nongalactic Astrophysics · Physics 2021-09-15 Daniel J. D'Orazio , Abraham Loeb

Pulsar timing arrays (PTAs) are designed to detect nanohertz-frequency gravitational waves (GWs). Since GWs are anticipated from cosmic strings, PTAs offer a viable approach to testing their existence. We present the results of the first…

With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Data Analysis, Statistics and Probability · Physics 2016-04-26 Nirag Kadakia

Pulsar timing arrays (PTAs) are searching for gravitational waves from supermassive black hole binaries (SMBHBs). Here we show how future PTAs could use a detection of gravitational waves from individually resolved SMBHB sources to produce…

Cosmology and Nongalactic Astrophysics · Physics 2022-10-13 Casey McGrath , Daniel J. D'Orazio , Jolien Creighton

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…

Computation · Statistics 2016-04-20 Francois Septier , Gareth W. Peters

A new approach to the problem of gravitational waves detection based on simultaneous timing of several pulsars and subsequent expansion of the post-fit timing data into components of different spectral kind (with different spectral indices)…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 Alexander E. Rodin

Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…

Populations and Evolution · Quantitative Biology 2017-06-26 Vu Dinh , Arman Bilge , Cheng Zhang , Frederick A. Matsen

The measurement of pulsar pulse times-of-arrival (ToAs) is a crucial step in detecting low-frequency gravitational waves. To determine ToAs, we can use template-matching to compare each observed pulse profile with a standard template.…

Instrumentation and Methods for Astrophysics · Physics 2024-07-17 J. Wang , J. P. W. Verbiest , G. M. Shaifullah , I. Cognard , L. Guillemot , G. H. Janssen , M. B. Mickaliger , A. Possenti , G. Theureau

We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…

Computation · Statistics 2026-05-25 Changye Wu , Pierre Pudlo , Christian P. Robert , Julien Stoehr

Gradient-based Monte Carlo sampling algorithms, like Langevin dynamics and Hamiltonian Monte Carlo, are important methods for Bayesian inference. In large-scale settings, full-gradients are not affordable and thus stochastic gradients…

Machine Learning · Computer Science 2019-06-25 Zhize Li , Tianyi Zhang , Shuyu Cheng , Jun Zhu , Jian Li