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A data-analysis strategy based on the maximum-likelihood method (MLM) is presented for the detection of gravitational waves from inspiraling compact binaries with a network of laser-interferometric detectors having arbitrary orientations…

General Relativity and Quantum Cosmology · Physics 2009-12-31 Archana Pai , Sanjeev Dhurandhar , Sukanta Bose

Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…

Computation · Statistics 2026-03-30 Yujie Chen , Antik Chakraborty , Anindya Bhadra

We present a Bayesian inference methodology for the estimation of orbital parameters on single-line spectroscopic binaries with astrometric data, based on the No-U-Turn sampler Markov chain Monte Carlo algorithm. Our approach is designed to…

Solar and Stellar Astrophysics · Physics 2022-04-27 Miguel Videla , Rene A. Mendez , Ruben M. Claveria , Jorge F. Silva , Marcos E. Orchard

This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the main contribution of the paper is to examine and illustrate…

Applications · Statistics 2021-10-18 Johannes Hendriks , Adrian Wills , Brett Ninness , Johan Dahlin

Prominent features of simulated moving bed (SMB) chromatography processes in the downstream processing is based on the determination of operating conditions. However, effects of different types of uncertainties have to be studied and…

Computational Engineering, Finance, and Science · Computer Science 2021-07-16 Qiao-Le He , Liming Zhao

We present a parameter estimation procedure based on a Bayesian framework by applying a Markov Chain Monte Carlo algorithm to the calibration of the dynamical parameters of a space based gravitational wave detector. The method is based on…

General Relativity and Quantum Cosmology · Physics 2012-12-03 Luigi Ferraioli , Edward K. Porter , Eric Plagnol

In this work, we propose a new flow-matching Markov chain Monte Carlo (FM-MCMC) algorithm for estimating the orbital parameters of exoplanetary systems, especially for those only one exoplanet is involved. Compared to traditional methods…

Earth and Planetary Astrophysics · Physics 2025-11-10 Bo Liang , Hanlin Song , Chang Liu , Tianyu Zhao , Yuxiang Xu , Zihao Xiao , Manjia Liang , Minghui Du , Wei-Liang Qian , Li-e Qiang , Peng Xu , Ziren Luo

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

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…

Numerical Analysis · Mathematics 2026-04-02 Maarten Volkaerts , Marie Cloet , Hans Dierckx , Piet Claus , Giovanni Samaey

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 via standard Markov Chain Monte Carlo (MCMC) methods is too computationally intensive to handle large datasets, since the cost per step usually scales like $\Theta(n)$ in the number of data points $n$. We propose the…

Machine Learning · Statistics 2019-06-12 Robert Cornish , Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

Gravitational-wave data from advanced-era interferometric detectors consists of background Gaussian noise, frequent transient artefacts, and rare astrophysical signals. Multiple search algorithms exist to detect the signals from compact…

General Relativity and Quantum Cosmology · Physics 2026-01-13 Gregory Ashton , Ann-Kristin Malz , Nicolo Colombo

We compare two strategies of multi-detector detection of compact binary inspiral signals, namely, the coincidence and the coherent. For simplicity we consider here two identical detectors having the same power spectral density of noise,…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Himan Mukhopadhyay , Norichica Sago , Hideyuki Tagoshi , Sanjeev Dhurandhar , Hirotaka Takahashi , Nobuyuki Kanda

We compare two strategies of multi-detector detection of compact binary inspiral signals, namely, the coincidence and the coherent for the realistic case of geographically separated detectors.We compare the performances of the methods by…

General Relativity and Quantum Cosmology · Physics 2010-01-07 Himan Mukhopadhyay , Hideyuki Tagoshi , Sanjeev Dhurandhar , Nobuyuki Kanda

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-01 Hector J. Hortua , Riccardo Volpi , Dimitri Marinelli , Luigi Malago

Leaving posterior sensitivity concerns aside, non-identifiability of the parameters does not raise a difficulty for Bayesian inference as far as the posterior is proper, but multi-modality or flat regions of the posterior induced by the…

Econometrics · Economics 2025-12-22 Toru Kitagawa , Yizhou Kuang

We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…

Numerical Analysis · Mathematics 2025-08-19 Pieter Vanmechelen , Geert Lombaert , Giovanni Samaey

In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…

Computation · Statistics 2013-04-01 Ajay Jasra , Nikolas Kantas , Elena Ehrlich

A global network of laser interferometric gravitational wave detectors is projected to be in operation by around the turn of the century. Here, the noisy output of a single instrument is examined. A gravitational wave is assumed to have…

General Relativity and Quantum Cosmology · Physics 2009-10-30 David Nicholson , Alberto Vecchio

The inspirals and mergers of compact binaries are among the most promising events for ground-based gravitational-wave (GW) observatories. The detection of electromagnetic (EM) signals from these sources would provide complementary…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-28 Samaya M. Nissanke , Jonathan L. Sievers , Neal Dalal , Daniel E. Holz