Authors: Miquel Trias, Alberto Vecchio, John Veitch
Date: 18 May 2009
Abstract: Bayesian analysis of LISA data sets based on Markov chain Monte Carlo methods has been shown to be a challenging problem, in part due to the complicated structure of the likelihood function consisting of several isolated local maxima that dramatically reduces the efficiency of the sampling techniques. Here we introduce a new fully Markovian algorithm, a Delayed Rejection Metropolis-Hastings Markov chain Monte Carlo method, to efficiently explore these kind of structures and we demonstrate its performance on selected LISA data sets containing a known number of stellar-mass binary signals embedded in Gaussian stationary noise.
© M. Vallisneri 2012 — last modified on 2010/01/29
Tantum in modicis, quantum in maximis