A Hamiltonian Monte–Carlo method for Bayesian inference of supermassive black hole binaries

DOI10.1088/0264-9381/31/14/145004MaRDI QIDQ5495903zbMATH OpenOpenAlexFDO

Authors Edward K. Porter, Jérôme Carré

Publication date 7 August 2014

Published in Classical and Quantum Gravity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.7539

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Gravitational waves (83C35) Black holes (83C57)

Abstract: We investigate the use of a Hamiltonian Monte Carlo to map out the posterior density function for supermassive black hole binaries. While previous Markov Chain Monte Carlo (MCMC) methods, such as Metropolis-Hastings MCMC, have been successfully employed for a number of different gravitational wave sources, these methods are essentially random walk algorithms. The Hamiltonian Monte Carlo treats the inverse likelihood surface as a "gravitational potential" and by introducing canonical positions and momenta, dynamically evolves the Markov chain by solving Hamilton's equations of motion. We present an implementation of the Hamiltonian Markov Chain that is faster, and more efficient by a factor of approximately the dimension of the parameter space, than the standard MCMC.

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