A more efficient approach to parallel-tempered Markov-chain Monte Carlo for the highly structured posteriors of gravitational-wave signals A more efficient approach to parallel- ... Benjamin Farr, Vicky Kalogera, and Erik Luijten

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9 Scopus citations

Abstract

We introduce a new Markov-chain Monte Carlo (MCMC) approach designed for the 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 applying it for a short time to build a proposal distribution that is based upon estimation of the kernel density and tuned to the target posterior. This proposal makes subsequent use of parallel tempering unnecessary, allowing all chains to be cooled to sample the target distribution. Gains in efficiency are found to increase with increasing posterior complexity, ranging from tens of percent in the simplest cases to over a factor of 10 for the more complex cases. Our approach is particularly useful in the context of parameter estimation of gravitational-wave signals measured by ground-based detectors, which is currently done through Bayesian inference with MCMC, one of the leading sampling methods. Posteriors for these signals are typically multimodal with strong nonlinear 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.

Original languageEnglish (US)
Article number024014
JournalPhysical Review D - Particles, Fields, Gravitation and Cosmology
Volume90
Issue number2
DOIs
StatePublished - Jul 3 2014

ASJC Scopus subject areas

  • Nuclear and High Energy Physics
  • Physics and Astronomy (miscellaneous)

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