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arXiv · 1309.7709

Efficient Estimation of Highly Structured Posteriors of Gravitational-Wave Signals with Markov-Chain Monte Carlo

Benjamin Farr·Vicky Kalogera·Erik Luijten
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Abstract

We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our approach minimizes the use of parallel tempering, only using it for a short time to tune a new jump proposal. For complex posteriors we find efficiency improvements up to a factor of ~13. The estimation of parameters of gravitational-wave signals measured by ground-based detectors is currently done through Bayesian inference with MCMC one of the leading sampling methods. Posteriors for these signals are typically multimodal with strong non-linear correlations, making sampling difficult. As we enter the advanced-detector era, improved sensitivities and wider bandwidths will drastically increase the computational cost of analyses, demanding more efficient search algorithms to meet these challenges.

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Benjamin Farr, Vicky Kalogera, Erik Luijten. 2013-09-30. Efficient Estimation of Highly Structured Posteriors of Gravitational-Wave Signals with Markov-Chain Monte Carlo. https://doi.org/10.1103/physrevd.90.024014

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