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Sequential Monte Carlo (SMC) methods have recently been applied to gravitational-wave inference as a powerful alternative to standard sampling techniques, such as Nested Sampling. At the same time, gradient-based Markov Chain Monte Carlo…

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…

Machine Learning · Statistics 2025-06-24 Minas Karamanis , Uroš Seljak

The coalescence of binary neutron stars are one of the main sources of gravitational waves for ground-based gravitational wave detectors. As Bayesian inference for binary neutron stars is computationally expensive, more efficient and faster…

General Relativity and Quantum Cosmology · Physics 2019-11-20 Yann Bouffanais , Edward K. Porter

Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without good proposal distributions struggle in high dimensions. We propose nested sequential Monte Carlo…

Computation · Statistics 2016-12-30 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

Inferring parameters and testing hypotheses from gravitational wave signals is a computationally intensive task central to modern astrophysics. Nested sampling, a Bayesian inference technique, has become an established standard for this in…

Instrumentation and Methods for Astrophysics · Physics 2025-09-30 David Yallup , Metha Prathaban , James Alvey , Will Handley

We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…

We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate,…

Computation · Statistics 2015-09-14 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

The present operation of the ground-based network of gravitational-wave laser interferometers in "enhanced" configuration brings the search for gravitational waves into a regime where detection is highly plausible. The development of…

Cosmology and Nongalactic Astrophysics · Physics 2015-03-13 John Veitch , Alberto Vecchio

We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…

Computation · Statistics 2012-02-27 Brendon J. Brewer , Livia B. Pártay , Gábor Csányi

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

Pulsar timing arrays (PTAs) detect low-frequency gravitational waves (GWs) by looking for correlated deviations in pulse arrival times. Current Bayesian searches use Markov Chain Monte Carlo (MCMC) methods, which struggle to sample the…

Instrumentation and Methods for Astrophysics · Physics 2023-03-08 Gabriel E. Freedman , Aaron D. Johnson , Rutger van Haasteren , Sarah J. Vigeland

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

We present a novel gravitational wave detection algorithm that conducts a matched filter search stochastically across the compact binary parameter space rather than relying on a fixed bank of template waveforms. This technique is…

In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…

Statistics Theory · Mathematics 2021-04-06 Alec Koppel , Amrit Singh Bedi , Brian M. Sadler , Victor Elvira

Searches for continuous gravitational waves from unknown neutron stars are limited in sensitivity due to their high computational cost. For this reason, developing new methods or improving existing ones can increase the probability of…

General Relativity and Quantum Cosmology · Physics 2024-04-30 P. B. Covas , R. Prix , J. Martins

Nested sampling is a powerful approach to Bayesian inference ultimately limited by the computationally demanding task of sampling from a heavily constrained probability distribution. An effective algorithm in its own right, Hamiltonian…

Data Analysis, Statistics and Probability · Physics 2015-03-02 M. J. Betancourt

Efficient searches for gravitational waves from compact binary coalescence are crucial for gravitational wave observations. We present a proof-of-concept for a method that utilizes a neural network taking an SNR map, a stack of SNR time…

General Relativity and Quantum Cosmology · Physics 2025-12-16 Takahiro S. Yamamoto , Kipp Cannon , Hayato Motohashi , Hiroaki W. H. Tahara

The pulsar timing array community has recently reported the first evidence of a low-frequency stochastic gravitational wave background. With longer observational timespans we expect to be able to resolve individual gravitational wave…

Instrumentation and Methods for Astrophysics · Physics 2024-07-17 Gabriel E. Freedman , Sarah J. Vigeland

Detecting continuous nanohertz gravitational waves (GWs) generated by individual close binaries of supermassive black holes (CB-SMBHs) is one of the primary objectives of pulsar timing arrays (PTAs). The detection sensitivity is slated to…

Instrumentation and Methods for Astrophysics · Physics 2021-12-08 Yu-Yang Songsheng , Yi-Qian Qian , Yan-Rong Li , Pu Du , Jie-Wen Chen , Yan Wang , Soumya D. Mohanty , Jian-Min Wang

The population analysis and estimation of merger rates of compact binaries is one of the important topics in gravitational wave (GW) astronomy. The primary ingredient in these analyses is the population-averaged sensitive volume. Typically,…

High Energy Astrophysical Phenomena · Physics 2018-07-03 Vaibhav Tiwari
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