Inspiral Parameter Estimation via Markov Chain Monte Carlo (MCMC) Methods Nelson Christensen Carleton College LIGO-G020104-00-Z.

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Presentation transcript:

Inspiral Parameter Estimation via Markov Chain Monte Carlo (MCMC) Methods Nelson Christensen Carleton College LIGO-G Z

Inspiral Detected by One Interferometer From data, estimate m 1, m 2 and amplitude of signal Generate a probability distribution function for these parameters => statistics

More Parameters - MCMC MCMC methods are a demonstrated way to deal with large parameter numbers. Expand one-interferometer problem to include terms like spins of the masses. Multiple interferometer problem: Source sky position and polarization of wave are additional parameters to estimate and to generate PDFs for.

Initial Study Used “off the shelf” MCMC software See Christensen and Meyer, PRD 64, (2001)

Present Work Develop a MCMC routine that operates within LAL Uses LAL routine “findchirp” with some modifications Using Metropolis-Hastings Algorithm

Bayes’ Theorem z = the data

Bayes – Normally Hard to Calculate The PDF for parameter  i Estimate for parameter  i

MCMC Does Integral Parameter space sampled in quasi-random fashion. Steps through parameter space are weighted by the likelihood and a priori distributions z = s + n Data is the sum of signal + noise

Markov Chain of Parameter Values Start with some initial parameter values: In some “random” way, select new candidate parameters: Calculate: Accept candidate as new chain member if  > 1 If  < 1 then accept candidate with probability =  If candidate is rejected, last value also becomes new chain value. Repeat 250,000 times or so.

Example from “off the shelf” software

Markov Chain Represents the PDF

New Metropolis-Hastings Routine

Metropolis-Hastings Algorithm Have applied this method to estimating 10 cosmological parameters from CMB data. See Knox, Christensen, Skordis, ApJ Lett 563, L95 (2001) Metropolis-Hastings algorithm described in Christensen et al., Class. Quant. Gravity 18, 2677 (2001)