Related papers: Bayesian inference on compact binary inspiral grav…
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…
From a practical perspective, proposals are one of the main bottleneck for any Markov Chain Monte Carlo (MCMC) algorithm. This paper suggests a novel data driven or informed proposal for reversible jump MCMC for Bayesian variable selection…
Bayesian inference for fractionally integrated exponential generalized autoregressive conditional heteroskedastic (FIEGARCH) models using Markov Chain Monte Carlo (MCMC) methods is described. A simulation study is presented to access the…
Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…
We consider the efficient use of an approximation within Markov chain Monte Carlo (MCMC), with subsequent importance sampling (IS) correction of the Markov chain inexact output, leading to asymptotically exact inference. We detail…
Ground-based gravitational wave detectors are sensitive to a narrow range of frequencies, effectively taking a snapshot of merging compact-object binary dynamics just before merger. We demonstrate that by adopting analysis parameters that…
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…
Accept-reject based Markov chain Monte Carlo (MCMC) methods are the workhorse algorithm for Bayesian inference. These algorithms, like Metropolis-Hastings, require choosing a proposal distribution which is typically informed by the desired…
In signal detection problems, one is usually faced with the task of searching a parameter space for peaks in the likelihood function which indicate the presence of a signal. Random searches have proven to be very efficient as well as easy…
Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…
Precessing black hole-neutron star (BH-NS) binaries produce a rich gravitational wave signal, encoding the binary's nature and inspiral kinematics. Using the lalinference\_mcmc Markov-chain Monte Carlo parameter estimation code, we use two…
Bayesian statistics and Markov Chain Monte Carlo (MCMC) algorithms have found their place in the field of Cosmology. They have become important mathematical and numerical tools, especially in parameter estimation and model comparison. In…
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…
Selection among alternative theoretical models given an observed data set is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing…
We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…
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…
We present a Bayesian approach to estimate the parameters of mathematical models of cardiac electrophysiology with quantified uncertainty. Such models capture the dynamics of the electrical signal that coordinates the muscle cell…
In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden process and then to design Markov chain Monte Carlo (MCMC)…
In this work, the focus is on the improvement of the existing post-Newtonian approximation for the gravitational flux from Super Massive Black Hole Binaries. In order to improve the existing templates for LISA, we need more accurate…
A well known identifiability issue in factor analytic models is the invariance with respect to orthogonal transformations. This problem burdens the inference under a Bayesian setup, where Markov chain Monte Carlo (MCMC) methods are used to…