相关论文: A Constrained Metropolis-Hastings Search for EMRIs…

The gravitational wave signal from a compact object spiralling toward a massive black hole (MBH) is thought to be one of the most difficult sources to detect in the LISA data stream. Due to the large parameter space of possible signals and…

The Mock LISA Data Challenge is a worldwide effort to solve the LISA data analysis problem. We present here our results for the Massive Black Hole Binary (BBH) section of Round 1. Our results cover Challenge 1.2.1, where the coalescence of…

The planned Laser Interferometer Space Antenna (LISA) is expected to detect gravitational wave signals from ~100 extreme-mass-ratio inspirals (EMRIs) of stellar-mass compact objects into massive black holes. The long duration and large…

The inspirals of stellar-mass compact objects into supermassive black holes constitute some of the most important sources for LISA. Detection of these sources using fully coherent matched filtering is computationally intractable, so…

Extreme mass-ratio inspirals (EMRIs) are one of the key sources of gravitational waves for space-based detectors such as LISA. However, their detection remains a major data analysis challenge due to the signals' complexity and length. We…

The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…

The Mock LISA Data Challenges are a programme to demonstrate and encourage the development of LISA data-analysis capabilities, tools and techniques. At the time of this workshop, three rounds of challenges had been completed, and the next…

In MCMC methods, such as the Metropolis-Hastings (MH) algorithm, the Gibbs sampler, or recent adaptive methods, many different strategies can be proposed, often associated in practice to unknown rates of convergence. In this paper we…

We analyse computational efficiency of Metropolis-Hastings algorithms with stochastic AR(1) process proposals. These proposals include, as a subclass, discretized Langevin diffusion (e.g. MALA) and discretized Hamiltonian dynamics (e.g.…

Extreme mass ratio inspirals (EMRIs) are thought to be one of the most exciting gravitational wave sources to be detected with LISA. Due to their complicated nature and weak amplitudes the detection and parameter estimation of such sources…

Extreme-mass-ratio inspirals (EMRIs) of ~ 1-10 solar-mass compact objects into ~ million solar-mass massive black holes can serve as excellent probes of strong-field general relativity. The Laser Interferometer Space Antenna (LISA) is…

The Metropolis-Hastings algorithm is a fundamental Markov chain Monte Carlo (MCMC) method for sampling and inference. With the advent of Big Data, distributed and parallel variants of MCMC methods are attracting increased attention. In this…

Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples…

We report on the performance of an end-to-end Bayesian analysis pipeline for detecting and characterizing galactic binary signals in simulated LISA data. Our principal analysis tool is the Blocked-Annealed Metropolis Hasting (BAM)…

Traditional MCMC algorithms are computationally intensive and do not scale well to large data. In particular, the Metropolis-Hastings (MH) algorithm requires passing over the entire dataset to evaluate the likelihood ratio in each…

We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field…

This paper discusses the challenges presented by tall data problems associated with Bayesian classification (specifically binary classification) and the existing methods to handle them. Current methods include parallelizing the likelihood,…

Markov Chain Monte Carlo (MCMC) methods have a drawback when working with a target distribution or likelihood function that is computationally expensive to evaluate, specially when working with big data. This paper focuses on…

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…

Convergence analysis of Markov chain Monte Carlo methods in high-dimensional statistical applications is increasingly recognized. In this paper, we develop general mixing time bounds for Metropolis-Hastings algorithms on discrete spaces by…