Stepping-stone sampling algorithm for calculating the evidence of gravitational wave models

Maturana-Russel, P., Meyer, R., Veitch, J. and Christensen, N. (2019) Stepping-stone sampling algorithm for calculating the evidence of gravitational wave models. Physical Review D, 99(8), 084006. (doi: 10.1103/PhysRevD.99.084006)

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Abstract

Bayesian statistical inference has become increasingly important for the analysis of observations from the Advanced LIGO and Advanced Virgo gravitational wave detectors. To this end, iterative simulation techniques, in particular nested sampling and parallel tempering, have been implemented in the software library LALInference to sample from the posterior distribution of waveform parameters of compact binary coalescence events. Nested sampling was mainly developed to calculate the marginal likelihood of a model but can produce posterior samples as a byproduct. Thermodynamic integration is employed to calculate the evidence using samples generated by parallel tempering but has been found to be computationally demanding. Here we propose the stepping-stone sampling algorithm, originally proposed by Xie et al. (2011) in phylogenetics and a special case of path sampling, as an alternative to thermodynamic integration. The stepping-stone sampling algorithm is also based on samples from the power posteriors of parallel tempering but has superior performance as fewer temperature steps and thus computational resources are needed to achieve the same accuracy. We demonstrate its performance and computational costs in comparison to thermodynamic integration and nested sampling in a simulation study and a case study of computing the marginal likelihood of a binary black hole signal model applied to simulated data from the Advanced LIGO and Advanced Virgo gravitational wave detectors. To deal with the inadequate methods currently employed to estimate the standard errors of evidence estimates based on power posterior techniques, we propose a novel block bootstrap approach and show its potential in our simulation study and LIGO application.

Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Veitch, Dr John
Authors: Maturana-Russel, P., Meyer, R., Veitch, J., and Christensen, N.
College/School:College of Science and Engineering > School of Physics and Astronomy
Journal Name:Physical Review D
Publisher:American Physical Society
ISSN:2470-0010
ISSN (Online):2470-0029
Published Online:09 April 2019
Copyright Holders:Copyright © 2019 American Physical Society
First Published:First published in Physical Review D 99(8): 084006
Publisher Policy:Reproduced in accordance with the publisher copyright policy

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Project CodeAward NoProject NamePrincipal InvestigatorFunder's NameFunder RefLead Dept
3011520Surveying black holes and neutron stars with gravitational wavesJohn VeitchScience and Technology Facilities Council (STFC)ST/K005014/2P&S - Physics & Astronomy