Estimating spectral density matrices for future space-based gravitational-wave detectors such as LISA is challenging due to the long duration of the data and the correlated instrumental noise across multiple time-delay interferometry channels. In this work, we investigate a specialized mean-field stochastic gradient variational Bayes (SGVB) procedure for fast posterior approximation in long-duration multivariate spectral density estimation. Based on the existing eigenbasis representation of the blocked Whittle likelihood approach, the posterior model applies a Cholesky factorization to represent the inverse spectral density matrix and models the resulting frequency-dependent entries with cosine basis functions, with a discounted regularized horseshoe prior assigned to the basis coefficients. We test mean-field SGVB as a stand-alone posterior approximation by comparing it with Hamiltonian Monte Carlo (HMC) targeting the same posterior model. In simulation studies based on autoregressive and moving average processes, SGVB produces posterior median spectral estimates close to those obtained from HMC at substantially lower computational cost. We then apply the method to two one-year, fixed-delay, stationary, noise-only LISA simulations and show that the SGVB spectral density estimates are consistent with HMC and Welch estimates across the LISA analysis band, while requiring substantially less computation. These results demonstrate that SGVB provides a scalable Bayesian approach to spectral density estimation for long-duration multivariate LISA noise analysis.
The detection of a stochastic gravitational-wave background (SGWB) is a primary science objective for the Laser Interferometer Space Antenna (LISA). However, extracting these signals is difficult because both the signal and the instrumental noise are stochastic and overlapping in the millihertz band. In this work, we p...
Nazeela Aimen, P. Maturana-Russel, A. Vajpeyi et al.· 0 citations
Conditional density estimation targets the full distribution of a response given covariates, as required, for example, for per-galaxy photometric redshifts. We develop a scalable Bayesian estimator based on the logistic Gaussian process. The log conditional density has a separable covariance: a Mat\'ern kernel along th...
Daniel Paulin, Á. Jung, András A. Benczúr· 0 citations
Sampling from the posterior is the central task of computational Bayesian inverse problems. The standard workhorse in Bayesian inference - Markov chain Monte Carlo (MCMC) - is sequential, yields correlated samples, and must be rerun for each observation. Conditional flow matching offers an amortized alternative: a tran...
Jan Blechschmidt, O. Ernst, Moritz Poguntke et al.· 0 citations
Bayesian data assimilation combines model forecasts with noisy observations, but sampling high-dimensional, non-Gaussian posteriors remains challenging. We introduce an observation-interpolant framework that turns pretrained stochastic interpolant, flow matching, and diffusion models into posterior samplers without ret...
Reconstructing stationary space-time Gaussian processes at unobserved locations is costly when many sites share regular temporal records. We develop a spectral likelihood combining a temporal discrete Fourier transform (DFT) with a Hilbert-space Gaussian process (HSGP) representation of frequency-specific spatial covar...
The astrophysical origin of the gravitational wave background (GWB) reported by pulsar timing array (PTA) collaborations has yet to be confirmed. A GWB signal made of the sum of individual gravitational wave (GW) from the population of supermassive black hole binaries (SMBHB) would show the imprint of a discrete Poisso...
M. Falxa· 1 citation
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