Neural Importance Sampling for Rapid and Reliable Gravitational-Wave Inference

We combine amortized neural posterior estimation with importance sampling for fast and accurate gravitational-wave inference. We first generate a rapid proposal for the Bayesian posterior using neural networks, and then attach importance weights based on the underlying likelihood and prior. This provides (1) a corrected posterior free from network inaccuracies, (2) a performance diagnostic (the sample efficiency) for assessing the proposal and identifying failure cases, and (3) an unbiased estimate of the Bayesian evidence. By establishing this independent verification and correction mechanism we address some of the most frequent criticisms against deep learning for scientific inference. We carry out a large study analyzing 42 binary black hole mergers observed by LIGO and Virgo with the SEOBNRv4PHM and IMRPhenomXPHM waveform models. This shows a median sample efficiency of approximate to 10% (2 orders of magnitude better than standard samplers) as well as a tenfold reduction in the statistical uncertainty in the log evidence. Given these advantages, we expect a significant impact on gravitational-wave inference, and for this approach to serve as a paradigm for harnessing deep learning methods in scientific applications.

Automated summary

We combine amortized neural posterior estimation with importance sampling to achieve fast and accurate gravitational-wave inference. This approach addresses criticisms against deep learning for scientific inference by providing a corrected posterior, a performance diagnostic for proposal assessment, and an unbiased estimate of the Bayesian evidence. Our study of 42 binary black hole mergers shows a significant improvement in sample efficiency and reduction in statistical uncertainty, indicating the potential impact of this method in gravitational-wave inference and other scientific applications.