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Hamiltonian Monte Carlo (HMC) is a powerful Markov Chain Monte Carlo (MCMC) method for sampling from complex high-dimensional continuous distributions. However, in many situations it is necessary or desirable to combine HMC with other…

Computation · Statistics 2022-01-24 Guangyao Zhou

In this paper we propose to evaluate and compare Markov chain Monte Carlo (MCMC) methods to estimate the parameters in a generalized extreme value model. We employed the Bayesian approach using traditional Metropolis-Hastings methods,…

Computation · Statistics 2016-11-03 Marcelo Hartmann , Ricardo Ehlers

Gaussian latent variable models are a key class of Bayesian hierarchical models with applications in many fields. Performing Bayesian inference on such models can be challenging as Markov chain Monte Carlo algorithms struggle with the…

Computation · Statistics 2020-11-09 Charles C. Margossian , Aki Vehtari , Daniel Simpson , Raj Agrawal

Simple analytic expressions are derived for the sensitivity curve of a pulsar timing array (PTA) to both a monochromatic source of gravitational waves and an isotropic stochastic background of gravitational waves. These derivations are…

General Relativity and Quantum Cosmology · Physics 2015-06-11 Christopher J. Moore

We present a scalable Bayesian framework for the analysis of confocal fluorescence spectroscopy data, addressing key limitations in traditional fluorescence correlation spectroscopy methods. Our framework captures molecular motion,…

Numerical Analysis · Mathematics 2024-11-07 Daniel McBride , Ioannis Sgouralis

Hamiltonian Monte Carlo (HMC) is an efficient method of simulating smooth distributions and has motivated the widely used No-U-turn Sampler (NUTS) and software Stan. We build on NUTS and the technique of "unbiased sampling" to design HMC…

Computation · Statistics 2022-12-26 George M. Leigh , Amanda R. Northrop

Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…

Computation · Statistics 2020-05-19 Zexi Song , Zhiqiang Tan

In this work, we investigate the potential of gamma-ray pulsar time array (PTA) on gravitational waves background (GWB) using future gamma-ray detectors with larger effective areas. We consider both spaceborne detectors and ground-based…

High Energy Astrophysical Phenomena · Physics 2023-10-18 Zhen Xie , Zhipeng Zhang , Jieshuang Wang , Ruizhi Yang

We describe several new techniques which accelerate Bayesian searches for continuous gravitational-wave emission from supermassive black-hole binaries using pulsar timing arrays. These techniques mitigate the problematic increase of…

General Relativity and Quantum Cosmology · Physics 2014-11-25 Stephen Taylor , Justin Ellis , Jonathan Gair

Supermassive black hole binaries, cosmic strings, relic gravitational waves from inflation, and first order phase transitions in the early universe are expected to contribute to a stochastic background of gravitational waves in the 10^(-9)…

Instrumentation and Methods for Astrophysics · Physics 2015-06-23 Sydney J. Chamberlin , Jolien D. E. Creighton , Paul B. Demorest , Justin Ellis , Larry R. Price , Joseph D. Romano , Xavier Siemens

Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

Computation · Statistics 2017-02-21 Akihiko Nishimura , David Dunson

Efforts to detect gravitational waves by timing an array of pulsars have focused traditionally on stationary gravitational waves: e.g., stochastic or periodic signals. Gravitational wave bursts --- signals whose duration is much shorter…

Instrumentation and Methods for Astrophysics · Physics 2014-11-20 Lee Samuel Finn , Andrea N. Lommen

The detection of a stochastic gravitational-wave signal from the superposition of many inspiraling supermassive black holes with pulsar timing arrays (PTAs) is likely to occur within the next decade. With this detection will come the…

General Relativity and Quantum Cosmology · Physics 2015-06-24 Laura Sampson , Neil J. Cornish , Sean T. McWilliams

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

We propose a fast stochastic Hamilton Monte Carlo (HMC) method, for sampling from a smooth and strongly log-concave distribution. At the core of our proposed method is a variance reduction technique inspired by the recent advance in…

Machine Learning · Statistics 2020-10-20 Difan Zou , Pan Xu , Quanquan Gu

We introduce Bilby-MCMC, a Markov-Chain Monte-Carlo sampling algorithm tuned for the analysis of gravitational waves from merging compact objects. Bilby-MCMC provides a parallel-tempered ensemble Metropolis-Hastings sampler with access to a…

General Relativity and Quantum Cosmology · Physics 2021-08-18 Gregory Ashton , Colm Talbot

Gravitational wave burst is a catch-all category for signals whose durations are shorter than the observation period. We apply a method new to gravitational wave data analysis --- Bayesian non-parameterics --- to the problem of…

General Relativity and Quantum Cosmology · Physics 2015-06-19 Xihao Deng

The highly stable spin of neutron stars can be exploited for a variety of (astro-)physical investigations. In particular arrays of pulsars with rotational periods of the order of milliseconds can be used to detect correlated signals such as…

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…

High Energy Physics - Phenomenology · Physics 2023-09-06 N. T. Hunt-Smith , W. Melnitchouk , F. Ringer , N. Sato , A. W Thomas , M. J. White

Pulsar timing array projects are carrying out high precision observations of millisecond pulsars with the aim of detecting ultra-low frequency (~ 10^{-9} to 10^{-8} Hz) gravitational waves. We show how unambiguous detections of such waves…

Solar and Stellar Astrophysics · Physics 2015-05-19 George Hobbs