Related papers: Validating Sequential Monte Carlo for Gravitationa…
Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…
Sequential Monte Carlo is a family of algorithms for sampling from a sequence of distributions. Some of these algorithms, such as particle filters, are widely used in the physics and signal processing researches. More recent developments…
Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…
The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
It is computationally expensive to search the large parameter space associated with a gravitational wave signal of uncertain frequency, such as might be expected from the possible pulsar generated by SN1987A. To address this difficulty we…
We present a method for assigning a statistical significance to detection candidates in targeted searches for continuous gravitational waves from known pulsars, without assuming the detector noise is Gaussian and stationary. We take…
We introduce a novel approach to boost the efficiency of the importance nested sampling (INS) technique for Bayesian posterior and evidence estimation using deep learning. Unlike rejection-based sampling methods such as vanilla nested…
This work introduces a new method designed for Bayesian deep learning called scalable Bayesian Monte Carlo (SBMC). The method is comprised of a model and an algorithm. The model interpolates between a point estimator and the posterior. The…
This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved through the use of sequential Monte Carlo (SMC) samplers (Del…
Geodesic Monte Carlo (gMC) is a powerful algorithm for Bayesian inference on non-Euclidean manifolds. The original gMC algorithm was cleverly derived in terms of its progenitor, the Riemannian manifold Hamiltonian Monte Carlo (RMHMC). Here,…
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…
Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…
The early inspiral from stellar-mass binary black holes (sBBHs) can emit milli-Hertz gravitational wave signals, making them detectable sources for space-borne gravitational wave missions like TianQin. However, the traditional matched…
Using the \texttt{lalinference} Markov-chain Monte Carlo parameter estimation code, we examine two distinct nonprecessing black hole-neutron star (BH-NS) binaries with and without higher-order harmonics. Our simulations suggest that higher…
The LIGO-Virgo-KAGRA catalog has been analyzed with an abundance of different population models due to theoretical uncertainty in the formation of gravitational-wave sources. To expedite model exploration, we introduce an efficient and…
Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…
The Bouncy Particle Sampler is a novel rejection-free non-reversible sampler for differentiable probability distributions over continuous variables. We generalize the algorithm to piecewise differentiable distributions and apply it to…
The search for continuous gravitational waves from unknown isolated sources is computationally limited due to the enormous parameter space that needs to be covered and the weakness of the expected signals. Therefore semi-coherent search…
Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…