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Register a new userInadequacies of the Fisher Information Matrix in gravitational-wave parameter estimation
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The Fisher Information Matrix (FIM) has been the standard approximation to the accuracy of parameter estimation on gravitational-wave signals from merging compact binaries due to its ease-of-use and rapid computation time. While the theoretical failings of this method, such as the signal-to-noise ratio (SNR) limit on the validity of the lowest-order expansion and the difficulty of using non-Gaussian priors, are well understood, the practical effectiveness compared to a real parameter estimation technique (e.g. Markov-chain Monte Carlo) remains an open question. We present a direct comparison between the FIM error estimates and the Bayesian probability density functions produced by the parameter estimation code lalinference_mcmc. In addition to the low-SNR issues usually considered, we find that the FIM can greatly overestimate the uncertainty in parameter estimation achievable by the MCMC. This was found to be a systematic effect for systems composed of binary black holes, with the disagreement increasing with total mass. In some cases, the MCMC search returned standard deviations on the marginalized posteriors that were smaller by several orders of magnitude than the FIM estimates. We conclude that the predictions of the FIM do not represent the capabilities of real gravitational-wave parameter estimation.
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The detection of electromagnetic counterparts to gravitational waves has great promise for the investigation of many scientific questions. It has long been hoped that in addition to providing extra, non-gravitational information about the sources of these signals, the detection of an electromagnetic signal in conjunction with a gravitational wave could aid in the analysis of the gravitational signal itself. That is, knowledge of the sky location, inclination, and redshift of a binary could break degeneracies between these extrinsic, coordinate-dependent parameters and the physical parameters, such as mass and spin, that are intrinsic to the binary. In this paper, we investigate this issue by assuming a perfect knowledge of extrinsic parameters, and assessing the maximal impact of this knowledge on our ability to extract intrinsic parameters. However, we find only modest improvements in a few parameters --- namely the primary components spin --- and conclude that, even in the best case, the use of additional information from electromagnetic observations does not improve the measurement of the intrinsic parameters significantly.
This review aims at gathering the most relevant quantum multi-parameter estimation methods that go beyond the direct use of the Quantum Fisher Information concept. We discuss in detail the Holevo Cramer-Rao bound, the Quantum Local Asymptotic Normality approach as well as Bayesian methods. Even though the fundamental concepts in the field have been laid out more than forty years ago, a number of important results have appeared much more recently. Moreover, the field drew increased attention recently thanks to advances in practical quantum metrology proposals and implementations that often involve estimation of multiple parameters simultaneously. Since these topics are spread in the literature and often served in a very formal mathematical language, one of the main goals of this review is to provide a largely self-contained work that allows the reader to follow most of the derivations and get an intuitive understanding of the interrelations between different concepts using a set of simple yet representative examples involving qubit and Gaussian shift models.
We introduce the use of autoregressive normalizing flows for rapid likelihood-free inference of binary black hole system parameters from gravitational-wave data with deep neural networks. A normalizing flow is an invertible mapping on a sample space that can be used to induce a transformation from a simple probability distribution to a more complex one: if the simple distribution can be rapidly sampled and its density evaluated, then so can the complex distribution. Our first application to gravitational waves uses an autoregressive flow, conditioned on detector strain data, to map a multivariate standard normal distribution into the posterior distribution over system parameters. We train the model on artificial strain data consisting of IMRPhenomPv2 waveforms drawn from a five-parameter $(m_1, m_2, phi_0, t_c, d_L)$ prior and stationary Gaussian noise realizations with a fixed power spectral density. This gives performance comparable to current best deep-learning approaches to gravitational-wave parameter estimation. We then build a more powerful latent variable model by incorporating autoregressive flows within the variational autoencoder framework. This model has performance comparable to Markov chain Monte Carlo and, in particular, successfully models the multimodal $phi_0$ posterior. Finally, we train the autoregressive latent variable model on an expanded parameter space, including also aligned spins $(chi_{1z}, chi_{2z})$ and binary inclination $theta_{JN}$, and show that all parameters and degeneracies are well-recovered. In all cases, sampling is extremely fast, requiring less than two seconds to draw $10^4$ posterior samples.
Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise realizations, as well as the leading-order width of the posterior probability, but it is limited to high signal strengths often not realized in practice. By contrast, Monte Carlo Bayesian inference provides the full posterior for any signal strength, but it is too expensive to repeat for a representative set of noises. Here I describe an efficient semianalytical technique to map the exact sampling distribution of the maximum-likelihood estimator across noise realizations, for any signal strength. This technique can be applied to any estimation problem for signals in additive Gaussian noise.
Gravitational wave (GW) detection is now commonplace and as the sensitivity of the global network of GW detectors improves, we will observe $mathcal{O}(100)$s of transient GW events per year. The current methods used to estimate their source parameters employ optimally sensitive but computationally costly Bayesian inference approaches where typical analyses have taken between 6 hours and 5 days. For binary neutron star and neutron star black hole systems prompt counterpart electromagnetic (EM) signatures are expected on timescales of 1 second -- 1 minute and the current fastest method for alerting EM follow-up observers, can provide estimates in $mathcal{O}(1)$ minute, on a limited range of key source parameters. Here we show that a conditional variational autoencoder pre-trained on binary black hole signals can return Bayesian posterior probability estimates. The training procedure need only be performed once for a given prior parameter space and the resulting trained machine can then generate samples describing the posterior distribution $sim 6$ orders of magnitude faster than existing techniques.
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