相关论文: A Metropolis-Hastings algorithm for extracting per…
We present a method that assesses the theoretical detection limit of a Bayesian Markov chain Monte Carlo search for a periodic gravitational wave signal emitted by a neutron star. Inverse probability yields an upper limit estimate for the…
It is computationally expensive to search the large parameter space associated with a gravitational wave signal of uncertain frequency, such as might be expected from the possible pulsar generated by SN1987A. To address this difficulty we…
This short note is a self-contained and basic introduction to the Metropolis-Hastings algorithm, this ubiquitous tool used for producing dependent simulations from an arbitrary distribution. The document illustrates the principles of the…
Gravitational waves from compact binaries measured by the LIGO and Virgo detectors are routinely analyzed using Markov Chain Monte Carlo sampling algorithms. Because the evaluation of the likelihood function requires evaluating millions of…
Precise measurement of stellar properties through the observation of continuous gravitational waves from spinning non-axisymmetric neutron stars can shed light onto new physics beyond terrestrial laboratories. Although hitherto undetected,…
Sampling from the lattice Gaussian distribution is emerging as an important problem in coding and cryptography. In this paper, the classic Metropolis-Hastings (MH) algorithm from Markov chain Monte Carlo (MCMC) methods is adapted for…
Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…
We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…
The Laser Interferometer Space Antenna (LISA) is expected to detect gravitational radiation from a large number of compact binary systems. We present a method by which these signals can be identified and have their parameters estimated. Our…
Metropolis-Hastings (MH) is a foundational Markov chain Monte Carlo (MCMC) algorithm. In this paper, we ask whether it is possible to formulate and analyse MH in terms of categorical probability, using a recent involutive framework for…
We present theory and algorithms to perform an all-sky coherent search for periodic signals of gravitational waves in narrow-band data of a detector. Our search is based on a statistic, commonly called the $\mathcal{F}$-statistic, derived…
We study the computational complexity of a Metropolis-Hastings algorithm for Bayesian community detection. We first establish a posterior strong consistency result for a natural prior distribution on stochastic block models under the…
Continuous gravitational waves signals, emitted by asymmetric spinning neutron stars, are among the main targets of current detectors like Advanced LIGO and Virgo. In the case of sources, like pulsars, which rotational parameters are…
We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…
Pseudo-marginal Markov chain Monte Carlo methods for sampling from intractable distributions have gained recent interest and have been theoretically studied in considerable depth. Their main appeal is that they are exact, in the sense that…
Many applications in signal processing require the estimation of some parameters of interest given a set of observed data. More specifically, Bayesian inference needs the computation of {\it a-posteriori} estimators which are often…
As two neutron stars merge, they emit gravitational waves that can potentially be detected by earth bound detectors. Matched-filtering based algorithms have traditionally been used to extract quiet signals embedded in noise. We introduce a…
We investigate methods to estimate the parameters of the gravitational-wave signal from a spinning neutron star using Fourier transformed segments of the strain response from an interferometric detector. Estimating the parameters from the…
Gravitational wave searches for continuous-wave signals from neutron stars are especially challenging when the star's spin frequency is unknown a priori from electromagnetic observations and wanders stochastically under the action of…
Parameter estimation is a growing area of interest in statistical signal processing. Some parameters in real-life applications vary in space as opposed to those that are static. Most common methods in estimating parameters involve solving…