Efficient Bayesian Sampling with Langevin Birth-Death Dynamics
Published:
Summary
Sampling in GW parameter estimation can take a long time. We propose and apply to the GW150914 case a Langevin diffusion algorithm augmented with a birth-death process, finding a considerable improvement in the performance.
Contribution
I took care of the gravitational wave modeling aspects of the paper, writing the relative part and producing the needed code.
Abstract
Bayesian inference plays a central role in scientific and engineering applications by enabling principled reasoning under uncertainty. However, sampling from generic probability distributions remains a computationally demanding task. This difficulty is compounded when the distributions are ill-conditioned, multi-modal, or supported on topologically non-Euclidean spaces. Motivated by challenges in gravitational wave parameter estimation, we propose simulating a Langevin diffusion augmented with a birth-death process. The dynamics are rescaled with a simple preconditioner, and generalized to apply to the product spaces of a hypercube and hypertorus. Our method is first-order and embarrassingly parallel with respect to model evaluations, making it well-suited for algorithmic differentiation and modern hardware accelerators. We validate the algorithm on a suite of toy problems and successfully apply it to recover the parameters of GW150914 - the first observed binary black hole merger. This approach addresses key limitations of traditional sampling methods, and introduces a template that can be used to design robust samplers in the future.
Links
arXiv: 2509.01942 [stat.AP]