相关论文: A Metropolis-Hastings algorithm for extracting per…

Metropolis nested sampling evolves a Markov chain from a current livepoint and accepts new points along the chain according to a version of the Metropolis acceptance ratio modified to satisfy the likelihood constraint, characteristic of…

Sampling from high dimensional distributions is a computational bottleneck in many scientific applications. Hamiltonian Monte Carlo (HMC), and in particular the No-U-Turn Sampler (NUTS), are widely used, yet they struggle on problems with a…

We formulate the data analysis problem for the detection of the Newtonian coalescing-binary signal by a network of laser interferometric gravitational wave detectors that have arbitrary orientations, but are located at the same site. We use…

Ground-based gravitational wave laser interferometers (LIGO, GEO-600, Virgo and Tama-300) have now reached high sensitivity and duty cycle. We present a Bayesian evidence-based approach to the search for gravitational waves, in particular…

In this article we propose multiplication based random walk Metropolis Hastings (MH) algorithm on the real line. We call it the random dive MH (RDMH) algorithm. This algorithm, even if simple to apply, was not studied earlier in Markov…

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…

Accurately detecting symbols transmitted over multiple-input multiple-output (MIMO) wireless channels is crucial in realizing the benefits of MIMO techniques. However, optimal MIMO detection is associated with a complexity that grows…

We compare different analytical and numerical methods for studying the partitions of a finite system into fragments. We propose a new numerical method of exploring the partition space by generating the Markov chains of partitions based on…

The Metropolis algorithm is arguably the most fundamental Markov chain Monte Carlo (MCMC) method. But the algorithm is not guaranteed to converge to the desired distribution in the case of multivariate binary distributions (e.g., Ising…

Coalescence of two massive black holes is the strongest and most promising source for LISA. In fact, gravitational signal from the end of inspiral and merger will be detectable throughout the Universe. In this article we describe the first…

We introduce new Gaussian proposals to improve the efficiency of the standard Hastings-Metropolis algorithm in Markov chain Monte Carlo (MCMC) methods, used for the sampling from a target distribution in large dimension $d$. The improved…

Continuous nanohertz gravitational waves from individual supermassive black hole binaries may be detectable with pulsar timing arrays. A novel search strategy is developed, wherein intrinsic achromatic spin wandering is tracked…

Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…

A significant part of MCMC methods can be considered as the Metropolis-Hastings (MH) algorithm with different proposal distributions. From this point of view, the problem of constructing a sampler can be reduced to the question - how to…

We propose a coherent method for the detection and reconstruction of gravitational wave signals for a network of interferometric detectors. The method is derived using the likelihood functional for unknown signal waveforms. In the standard…

This paper presents an in-depth study of how to estimate the sensitivity of searches for gravitational-wave pulsars -- rapidly-rotating neutron stars which emit quasi-sinusoidal gravitational waves. It is particularly concerned with…

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…

Convergence diagnosis for Markov chain Monte Carlo is a matter of fundamental importance in computational statistics: it determines the resources allocated to a particular sampling problem and influences the practitioner's view of the…

Markov jump processes (MJPs) are continuous-time stochastic processes widely used in a variety of applied disciplines. Inference for MJPs typically proceeds via Markov chain Monte Carlo, the state-of-the-art being a uniformization-based…

During the fifth science run of the Laser Interferometer Gravitational-wave Observatory (LIGO), signals modelling the gravitational waves emitted by coalescing non-spinning compact-object binaries were injected into the LIGO data stream. We…