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

作者：Porter Edward K^*; Carre Jerome

来源：Classical and Quantum Gravity, 2014, 31(14): 145004.

DOI：10.1088/0264-9381/31/14/145004

• Hamiltonian Monte Carlo
• supermassive black holes
• Bayesian inference
• gravitational waves

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. This method is not as widely used as other MCMC algorithms due to the necessity of calculating gradients of the log-likelihood, which for most applications results in a bottleneck that makes the algorithm computationally prohibitive. We circumvent this problem by using accepted initial phase-space trajectory points to analytically fit for each of the individual gradients. Eliminating the waveform generation needed for the numerical derivatives reduces the total number of required templates for a 10(6) iteration chain from similar to 10(9) to similar to 10(6). The result is in an implementation of the Hamiltonian Monte-Carlo that is faster, and more efficient by a factor of approximately the dimension of the parameter space, than a Hessian MCMC.

• 出版日期2014-7-21