Density estimation with Gaussian processes for gravitational wave posteriors

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Abstract
The properties of black hole and neutron-star binaries are extracted from gravitational waves (GW) signals using Bayesian inference. This involves evaluating a multidimensional posterior probability function with stochastic sampling. The marginal probability distributions of the samples are sometimes interpolated with methods such as kernel density estimators. Since most post-processing analysis within the field is based on these parameter estimation products, interpolation accuracy of the marginals is essential. In this work, we propose a new method combining histograms and Gaussian processes (GPs) as an alternative technique to fit arbitrary combinations of samples from the source parameters. This method comes with several advantages such as flexible interpolation of non-Gaussian correlations, Bayesian estimate of uncertainty, and efficient resampling with Hamiltonian Monte Carlo.
Funding Information
  • Science and Technology Facilities Council (ST/V001396/1, ST/V001337/1)

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