TY - JOUR
T1 - The efficiency of geometric samplers for exoplanet transit timing variation models
AU - Tuchow, Noah W.
AU - Ford, Eric B.
AU - Papamarkou, Theodore
AU - Lindo, Alexey
N1 - Funding Information:
EBF and NWT acknowledge the support of the Institute for CyberScience and the Center for Exoplanets and Habitable Worlds, which is supported by The Pennsylvania State University, the Eberly College of Science, and the Pennsylvania Space Grant Consortium. EBF and NWT were supported by National Science Foundation grant AST1616086, and NWT acknowledges support from the Penn State Center for Astrostatistics.
Publisher Copyright:
© 2019 The Author(s) Published by Oxford University Press on behalf of the Royal Astronomical Society.
PY - 2019/4/11
Y1 - 2019/4/11
N2 - Transit timing variations (TTVs) are a valuable tool to determine the masses and orbits of transiting planets in multiplanet systems. TTVs can be readily modelled given knowledge of the interacting planets' orbital configurations and planet-star mass ratios, but such models are highly non-linear and difficult to invert. Markov Chain Monte Carlo (MCMC) methods are often used to explore the posterior distribution for model parameters, but, due to the high correlations between parameters, non-linearity, and potential multimodality in the posterior, many samplers perform very inefficiently. Therefore, we assess the performance of several MCMC samplers that use varying degrees of geometric information about the target distribution. We generate synthetic data sets from multiple models, including the TTVFaster model and a simple sinusoidal model, and test the efficiencies of various MCMC samplers. We find that sampling efficiency can be greatly improved for all models by sampling from a parameter space transformed using an estimate of the covariance and means of the target distribution. No one sampler performs the best for all data sets. For data sets with near Gaussian posteriors, the Hamiltonian Monte Carlo sampler obtains the highest efficiencies when the step size and number of steps are properly tuned. Two samplers - Differential Evolution Monte Carlo and Geometric adaptive Monte Carlo, have consistently efficient performance for each data set. Based on differences in effective sample sizes per time, we show that the right choice of sampler can improve sampling efficiencies by several orders of magnitude.
AB - Transit timing variations (TTVs) are a valuable tool to determine the masses and orbits of transiting planets in multiplanet systems. TTVs can be readily modelled given knowledge of the interacting planets' orbital configurations and planet-star mass ratios, but such models are highly non-linear and difficult to invert. Markov Chain Monte Carlo (MCMC) methods are often used to explore the posterior distribution for model parameters, but, due to the high correlations between parameters, non-linearity, and potential multimodality in the posterior, many samplers perform very inefficiently. Therefore, we assess the performance of several MCMC samplers that use varying degrees of geometric information about the target distribution. We generate synthetic data sets from multiple models, including the TTVFaster model and a simple sinusoidal model, and test the efficiencies of various MCMC samplers. We find that sampling efficiency can be greatly improved for all models by sampling from a parameter space transformed using an estimate of the covariance and means of the target distribution. No one sampler performs the best for all data sets. For data sets with near Gaussian posteriors, the Hamiltonian Monte Carlo sampler obtains the highest efficiencies when the step size and number of steps are properly tuned. Two samplers - Differential Evolution Monte Carlo and Geometric adaptive Monte Carlo, have consistently efficient performance for each data set. Based on differences in effective sample sizes per time, we show that the right choice of sampler can improve sampling efficiencies by several orders of magnitude.
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U2 - 10.1093/mnras/stz247
DO - 10.1093/mnras/stz247
M3 - Article
AN - SCOPUS:85062302257
SN - 0035-8711
VL - 484
SP - 3772
EP - 3784
JO - Monthly Notices of the Royal Astronomical Society
JF - Monthly Notices of the Royal Astronomical Society
IS - 3
ER -