相关论文: Rapidly evaluating the compact binary likelihood f…

Growth in both size and complexity of modern data challenges the applicability of traditional likelihood-based inference. Composite likelihood (CL) methods address the difficulties related to model selection and computational intractability…

Both Approximate Bayesian Computation (ABC) and composite likelihood methods are useful for Bayesian and frequentist inference, respectively, when the likelihood function is intractable. We propose to use composite likelihood score…

Inferring the source properties of a gravitational wave signal has traditionally been very computationally intensive and time consuming. In recent years, several techniques have been developed that can significantly reduce the computational…

A composite likelihood is a non-genuine likelihood function that allows to make inference on limited aspects of a model, such as marginal or conditional distributions. Composite likelihoods are not proper likelihoods and need therefore…

The properties of black-hole and neutron-star binaries are extracted from gravitational-wave signals using Bayesian inference. This involves evaluating a multi-dimensional posterior probability function with stochastic sampling. The…

Searching for gravitational waves from compact binary coalescence (CBC) is performed by matched filtering the observed strain data from gravitational-wave observatories against a discrete set of waveform templates designed to accurately…

Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential echniques cannot be…

Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in computer science, statistical physics, spatial statistics, and…

The detection of gravitational waves from compact binary coalescence (CBC) has allowed us to probe the strong-field dynamics of General Relativity (GR). Among various tests performed by the LIGO-Virgo-KAGRA collaboration are parameterized…

Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…

We present a Bayesian approach to the problem of determining parameters for coalescing binary systems observed with laser interferometric detectors. By applying a Markov Chain Monte Carlo (MCMC) algorithm, specifically the Gibbs sampler, we…

We present a Bayesian sampling algorithm called adaptive importance sampling or Population Monte Carlo (PMC), whose computational workload is easily parallelizable and thus has the potential to considerably reduce the wall-clock time…

As Einstein's equations for binary compact object inspiral have only been approximately or intermittently solved by analytic or numerical methods, the models used to infer parameters of gravitational wave (GW) sources are subject to…

Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…

Bayesian inference with Markov Chain Monte Carlo (MCMC) is challenging when the likelihood function is irregular and expensive to compute. We explore several sampling algorithms that make use of subset evaluations to reduce computational…

Approximate Bayesian computation (ABC) has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical…

We present a fast Bayesian inference framework to address the growing computational cost of gravitational-wave parameter estimation. The increased cost is driven by improved broadband detector sensitivity, particularly at low frequencies…

Posterior predictive p-values (ppps) have become popular tools for Bayesian model assessment, being general-purpose and easy to use. However, interpretation can be difficult because their distribution is not uniform under the hypothesis…

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…