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Abstract:
In signal detection problems, one is usually faced with the task of searching a parameter space for peaks in the likelihood function which indicate the presence of a signal. Random searches have proven to be very efficient as well as easy to implement, compared e.g. to searches along regular grids in parameter space. Knowledge of the parameterised shape of the signal searched for adds structure to the parameter space, i.e., there are usually regions requiring to be densely searched while in other regions a coarser search is sufficient. On the other hand, prior information identifies the regions in which a search will actually be promising or may likely be in vain. Defining specific figures of merit allows one to combine both template metric and prior distribution and devise optimal sampling schemes over the parameter space. We show an example related to the gravitational wave signal from a binary inspiral event. Here the template metric and prior information are particularly contradictory, since signals from low-mass systems tolerate the least mismatch in parameter space while high-mass systems are far more likely, as they imply a greater signal-to-noise ratio (SNR) and hence are detectable to greater distances. The derived sampling strategy is implemented in a Markov chain Monte Carlo (MCMC) algorithm where it improves convergence.
