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Understanding the properties of transient gravitational waves and their sources is of broad interest in physics and astronomy. Bayesian inference is the standard framework for astro-physical measurement in transient gravitational-wave…

General Relativity and Quantum Cosmology · Physics 2020-10-07 Rory Smith , Gregory Ashton , Avi Vajpeyi , Colm Talbot

Folding uncertainty in theoretical models into Bayesian parameter estimation is necessary in order to make reliable inferences. A general means of achieving this is by marginalizing over model uncertainty using a prior distribution…

General Relativity and Quantum Cosmology · Physics 2016-03-04 Christopher J. Moore , Christopher P. L. Berry , Alvin J. K. Chua , Jonathan R. Gair

Gravitational wave astronomy typically relies on rigorous, computationally expensive Bayesian analyses. Several methods have been developed to perform rapid Bayesian inference, but they are not yet used to inform our full analyses. We…

General Relativity and Quantum Cosmology · Physics 2026-01-30 Metha Prathaban , Charlie Hoy , Michael J. Williams

The upcoming gravitational wave (GW) observatory LISA will measure the parameters of sources like extreme-mass-ratio inspirals (EMRIs) to exquisite precision. These measurements will also be sensitive to perturbations to the vacuum,…

General Relativity and Quantum Cosmology · Physics 2025-06-18 Shubham Kejriwal , Francisco Duque , Alvin J. K. Chua , Jonathan Gair

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

We present a parameter estimation framework for gravitational wave (GW) signals that brings together several ideas to accelerate the inference process. First, we use the relative binning algorithm to evaluate the signal-to-noise-ratio…

General Relativity and Quantum Cosmology · Physics 2022-10-31 Tousif Islam , Javier Roulet , Tejaswi Venumadhav

Waveform templates are a powerful tool for extracting and characterizing gravitational wave signals, acting as highly restrictive priors on the signal morphologies that allow us to extract weak events buried deep in the instrumental noise.…

General Relativity and Quantum Cosmology · Physics 2014-03-26 Laura Sampson , Neil Cornish , Nicolas Yunes

Inspiraling binaries of compact objects are primary targets for current and future gravitational-wave observatories. Waveforms computed in General Relativity are used to search for these sources, and will probably be used to extract source…

General Relativity and Quantum Cosmology · Physics 2015-06-12 Michele Vallisneri , Nicolas Yunes

This paper develops a multifidelity method that enables estimation of failure probabilities for expensive-to-evaluate models via information fusion and importance sampling. The presented general fusion method combines multiple probability…

Multi-fidelity methods leverage low-cost surrogate models to speed up computations and make occasional recourse to expensive high-fidelity models to establish accuracy guarantees. Because surrogate and high-fidelity models are used…

Numerical Analysis · Mathematics 2021-09-14 Terrence Alsup , Benjamin Peherstorfer

We combine amortized neural posterior estimation with importance sampling for fast and accurate gravitational-wave inference. We first generate a rapid proposal for the Bayesian posterior using neural networks, and then attach importance…

General Relativity and Quantum Cosmology · Physics 2023-05-31 Maximilian Dax , Stephen R. Green , Jonathan Gair , Michael Pürrer , Jonas Wildberger , Jakob H. Macke , Alessandra Buonanno , Bernhard Schölkopf

We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…

Computation · Statistics 2026-03-16 Daniel Sharp , Bart van Bloemen Waanders , Youssef Marzouk

In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…

Machine Learning · Computer Science 2023-09-15 Boris Prokhorov , Diana Koldasbayeva , Alexey Zaytsev

Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…

General Relativity and Quantum Cosmology · Physics 2011-11-08 Michele Vallisneri

Although overparameterized models have shown their success on many machine learning tasks, the accuracy could drop on the testing distribution that is different from the training one. This accuracy drop still limits applying machine…

Machine Learning · Computer Science 2022-09-29 Yiping Lu , Wenlong Ji , Zachary Izzo , Lexing Ying

In this work, we develop a multi-fidelity Bayesian experimental design framework to efficiently quantify the extreme-event statistics of an input-to-response (ItR) system with given input probability and expensive function evaluations. The…

Fluid Dynamics · Physics 2022-01-04 Xianliang Gong , Yulin Pan

Once upon a time, predictions for the accuracy of inference on gravitational-wave signals relied on computationally inexpensive but often inaccurate techniques. Recently, the approach has shifted to actual inference on noisy signals with…

Instrumentation and Methods for Astrophysics · Physics 2015-12-09 Carl-Johan Haster , Ilya Mandel , Will M. Farr

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Methodology · Statistics 2024-12-02 Masahiro Tanaka

This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…

Methodology · Statistics 2019-02-14 Pallavi Ray , Debdeep Pati , Anirban Bhattacharya

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell