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Presented is a description of a Markov chain Monte Carlo (MCMC) parameter estimation routine for use with interferometric gravitational radiational data in searches for binary neutron star inspiral signals. Five parameters associated with…

General Relativity and Quantum Cosmology · Physics 2016-08-16 Christian Röver , Renate Meyer , Nelson Christensen

Presented in this paper is a Markov chain Monte Carlo (MCMC) routine for conducting coherent parameter estimation for interferometric gravitational wave observations of an inspiral of binary compact objects using data from multiple…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Christian Röver , Renate Meyer , Nelson Christensen

We present a Markov-chain Monte-Carlo (MCMC) technique to study the source parameters of gravitational-wave signals from the inspirals of stellar-mass compact binaries detected with ground-based gravitational-wave detectors such as LIGO and…

General Relativity and Quantum Cosmology · Physics 2009-11-04 Marc van der Sluys , Vivien Raymond , Ilya Mandel , Christian Roever , Nelson Christensen , Vicky Kalogera , Renate Meyer , Alberto Vecchio

Efficient parameter estimation is critical for Gravitational-Wave astronomy. In the case of compact binary coalescence, the high dimensional parameter space demands efficient sampling techniques - such as Markov chain Monte Carlo (MCMC). A…

General Relativity and Quantum Cosmology · Physics 2014-02-04 V. Raymond , W. M. Farr

The paper presents a statistical model which reproduces the results of Monte Carlo simulations to estimate the parameters of the gravitational wave signal from a coalesing binary system. The model however is quite general and would be…

General Relativity and Quantum Cosmology · Physics 2007-05-23 R. Balasubramanian , S. V. Dhurandhar

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

The particle Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm to sample from the full posterior distribution of a state-space model. It does so by executing Gibbs sampling steps on an extended target distribution defined on the…

Computation · Statistics 2015-07-29 Nicolas Chopin , Sumeetpal S. Singh

We present a Markov chain Monte Carlo technique for detecting gravitational radiation from a neutron star in laser interferometer data. The algorithm can estimate up to six unknown parameters of the target, including the rotation frequency…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Richard Umstätter , Renate Meyer , Réjean J. Dupuis , John Veitch , Graham Woan , Nelson Christensen

In this paper, we present a method for computing the marginal likelihood, also known as the model likelihood or Bayesian evidence, from Markov Chain Monte Carlo (MCMC), or other sampled posterior distributions. In order to do this, one…

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from…

Computation · Statistics 2017-12-21 Luca Martino , Victor Elvira , Gustau Camps-Valls

Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…

Machine Learning · Computer Science 2024-08-26 Yanbo Wang , Wenyu Chen , Shimin Shan

We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…

Instrumentation and Methods for Astrophysics · Physics 2014-10-01 Benjamin Farr , Vicky Kalogera , Erik Luijten

The paper deals with issues pertaining the detection of gravitational waves from coalescing binaries. We introduce the application of differential geometry to the problem of optimal detection of the `chirp signal'. We have also carried out…

General Relativity and Quantum Cosmology · Physics 2014-11-17 R. Balasubramanian , B. S. Sathyaprakash , S. V. Dhurandhar

Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…

Computation · Statistics 2019-09-30 Eduardo F. Mendes , Christopher K. Carter , David Gunawan , Robert Kohn

Bayesian inference of Gibbs random fields (GRFs) is often referred to as a doubly intractable problem, since the likelihood function is intractable. The exploration of the posterior distribution of such models is typically carried out with…

Computation · Statistics 2017-10-16 Aidan Boland , Nial Friel , Florian Maire

Bayesian inference in state-space models is challenging due to high-dimensional state trajectories. A viable approach is particle Markov chain Monte Carlo, combining MCMC and sequential Monte Carlo to form "exact approximations" to…

Computation · Statistics 2022-10-27 Anna Wigren , Riccardo Sven Risuleo , Lawrence Murray , Fredrik Lindsten

We apply Markov Chain Monte Carlo (MCMC) to the problem of parametric galaxy modeling, estimating posterior distributions of galaxy properties such as ellipticity and brightness for more than 100,000 images of galaxies taken from DC2, a…

Instrumentation and Methods for Astrophysics · Physics 2023-09-20 James J. Buchanan , Michael D. Schneider , Kerianne Pruett , Robert E. Armstrong

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

We present a new Monte Carlo Markov Chain algorithm for CMB analysis in the low signal-to-noise regime. This method builds on and complements the previously described CMB Gibbs sampler, and effectively solves the low signal-to-noise…

Astrophysics · Physics 2011-02-11 J. B. Jewell , H. K. Eriksen , B. D. Wandelt , I. J. O'Dwyer , G. Huey , K. M. Gorski

Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…

Methodology · Statistics 2024-06-18 Xiao Yao , Ning Jianhui , Qin Hong
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