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Fast, highly accurate, and reliable inference of the sky origin of gravitational waves would enable real-time multi-messenger astronomy. Current Bayesian inference methodologies, although highly accurate and reliable, are slow. Deep…

General Relativity and Quantum Cosmology · Physics 2022-08-17 Alex Kolmus , Grégory Baltus , Justin Janquart , Twan van Laarhoven , Sarah Caudill , Tom Heskes

Estimating the source parameters of gravitational waves from compact binary coalescence(CBC) is a key analysis task in gravitational-wave astronomy. To deal with the increasing detection rate of CBC signals, optimizing the parameter…

General Relativity and Quantum Cosmology · Physics 2022-07-13 Eunsub Lee , Soichiro Morisaki , Hideyuki Tagoshi

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

Statistics Theory · Mathematics 2007-06-13 R. Douc , France E. Moulines

With the advance in computational resources, Bayesian inference is increasingly becoming the standard tool of practise in GW astronomy. However, algorithms such as Markov Chain Monte Carlo (MCMC) require a large number of iterations to…

General Relativity and Quantum Cosmology · Physics 2014-11-04 Edward K. Porter

The properties of black-hole and neutron-star binaries are extracted from gravitational-wave signals using Bayesian inference. This involves evaluating a multi-dimensional posterior probability function with stochastic sampling. The…

General Relativity and Quantum Cosmology · Physics 2021-09-29 Virginia D'Emilio , Rhys Green , Vivien Raymond

Bayesian inference involves two main computational challenges. First, in estimating the parameters of some model for the data, the posterior distribution may well be highly multi-modal: a regime in which the convergence to stationarity of…

Instrumentation and Methods for Astrophysics · Physics 2019-12-10 F. Feroz , M. P. Hobson , E. Cameron , A. N. Pettitt

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 introduce a highly-parallelizable architecture for estimating parameters of compact binary coalescence using gravitational-wave data and waveform models. Using a spherical harmonic mode decomposition, the waveform is expressed as a sum…

General Relativity and Quantum Cosmology · Physics 2015-08-06 C. Pankow , P. Brady , E. Ochsner , R. O'Shaughnessy

Leveraging Markov chain Monte Carlo (MCMC) optimization of the F-statistic, we introduce a method for the hierarchical follow-up of continuous gravitational wave candidates identified by wide-parameter space semi-coherent searches. We…

Instrumentation and Methods for Astrophysics · Physics 2018-06-06 Gregory Ashton , Reinhard Prix

Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…

Machine Learning · Computer Science 2025-09-03 Yohei Saito , Shun Kimura , Koujin Takeda

Searches for continuous gravitational waves target nearly monochromatic gravitational wave emission from e.g. non-axysmmetric fast-spinning neutron stars. Broad surveys often require to explicitly search for a very large number of different…

General Relativity and Quantum Cosmology · Physics 2022-12-14 Benjamin Steltner , Thorben Menne , Maria Alessandra Papa , Heinz-Bernd Eggenstein

The promise of multi-messenger astronomy relies on the rapid detection of gravitational waves at very low latencies ($\mathcal{O}$(1\,s)) in order to maximize the amount of time available for follow-up observations. In recent years,…

Sequential Monte Carlo (SMC), or particle filtering, is a popular class of methods for sampling from an intractable target distribution using a sequence of simpler intermediate distributions. Like other importance sampling-based methods,…

Machine Learning · Computer Science 2015-11-18 Shixiang Gu , Zoubin Ghahramani , Richard E. Turner

This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (PMC), which is based on an iterative…

Computation · Statistics 2016-06-03 Eugenia Koblents , Joaquín Míguez

The detection of gravitational waves by the LIGO-Virgo-KAGRA collaboration has ushered in a new era of observational astronomy, emphasizing the need for rapid and detailed parameter estimation and population-level analyses. Traditional…

General Relativity and Quantum Cosmology · Physics 2025-07-22 Bo Liang , He Wang

Traditional gradient-based sampling methods, like standard Hamiltonian Monte Carlo, require that the desired target distribution is continuous and differentiable. This limits the types of models one can define, although the presented models…

Computation · Statistics 2025-04-28 Jimmy Huy Tran , Tore Selland Kleppe

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

Bayesian model selection provides a powerful and mathematically transparent framework to tackle hypothesis testing, such as detection tests of gravitational waves emitted during the coalescence of binary systems using ground-based laser…

General Relativity and Quantum Cosmology · Physics 2009-11-13 John Veitch , Alberto Vecchio

Recently, global pulsar timing arrays have released results from searching for a nano-Hertz gravitational wave background signal. Although there has not been any definite evidence of the presence of such a signal in residuals of pulsar…

General Relativity and Quantum Cosmology · Physics 2022-10-12 A. Samajdar , G. Shaifullah , A. Sesana , J. Antoniadis , M. Burgay , D. J. Champion , S. Chen , M. Kramer , J. W. McKee , M. B. Mickaliger , E. Van der Wateren

Sequential Monte Carlo (SMC) algorithms were originally designed for estimating intractable conditional expectations within state-space models, but are now routinely used to generate approximate samples in the context of general-purpose…

Statistics Theory · Mathematics 2020-05-11 Jonathan H. Huggins , Daniel M. Roy