Validating Sequential Monte Carlo for Gravitational-Wave Inference

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Main Authors: Williams, Michael J., Karamanis, Minas, Luo, Yilin, Seljak, Uroš
Format: Preprint
Published: 2025
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author Williams, Michael J.
Karamanis, Minas
Luo, Yilin
Seljak, Uroš
author_facet Williams, Michael J.
Karamanis, Minas
Luo, Yilin
Seljak, Uroš
contents Nested sampling (NS) is the preferred stochastic sampling algorithm for gravitational-wave inference for compact binary coalenscences (CBCs). It can handle the complex nature of the gravitational-wave likelihood surface and provides an estimate of the Bayesian model evidence. However, there is another class of algorithms that meets the same requirements but has not been used for gravitational-wave analyses: Sequential Monte Carlo (SMC), an extension of importance sampling that maps samples from an initial density to a target density via a series of intermediate densities. In this work, we validate a type of SMC algorithm, called persistent sampling (PS), for gravitational-wave inference. We consider a range of different scenarios including binary black holes (BBHs) and binary neutron stars (BNSs) and real and simulated data and show that PS produces results that are consistent with NS whilst being, on average, 2 times more efficient and 2.74 times faster. This demonstrates that PS is a viable alternative to NS that should be considered for future gravitational-wave analyses.
format Preprint
id arxiv_https___arxiv_org_abs_2506_18977
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Validating Sequential Monte Carlo for Gravitational-Wave Inference
Williams, Michael J.
Karamanis, Minas
Luo, Yilin
Seljak, Uroš
Instrumentation and Methods for Astrophysics
High Energy Astrophysical Phenomena
General Relativity and Quantum Cosmology
Nested sampling (NS) is the preferred stochastic sampling algorithm for gravitational-wave inference for compact binary coalenscences (CBCs). It can handle the complex nature of the gravitational-wave likelihood surface and provides an estimate of the Bayesian model evidence. However, there is another class of algorithms that meets the same requirements but has not been used for gravitational-wave analyses: Sequential Monte Carlo (SMC), an extension of importance sampling that maps samples from an initial density to a target density via a series of intermediate densities. In this work, we validate a type of SMC algorithm, called persistent sampling (PS), for gravitational-wave inference. We consider a range of different scenarios including binary black holes (BBHs) and binary neutron stars (BNSs) and real and simulated data and show that PS produces results that are consistent with NS whilst being, on average, 2 times more efficient and 2.74 times faster. This demonstrates that PS is a viable alternative to NS that should be considered for future gravitational-wave analyses.
title Validating Sequential Monte Carlo for Gravitational-Wave Inference
topic Instrumentation and Methods for Astrophysics
High Energy Astrophysical Phenomena
General Relativity and Quantum Cosmology
url https://arxiv.org/abs/2506.18977