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Bayesian inference is a powerful tool in gravitational-wave astronomy. It enables us to deduce the properties of merging compact-object binaries and to determine how these mergers are distributed as a population according to mass, spin, and redshift. As key results are increasingly derived using Bayesian inference, there is increasing scrutiny on Bayesian methods. In this review, we discuss the phenomenon of model misspecification, in which results obtained with Bayesian inference are misleading because of deficiencies in the assumed model(s). Such deficiencies can impede our inferences of the true parameters describing physical systems. They can also reduce our ability to distinguish the ‘best fitting’ model: it can be misleading to say that Model A is preferred over Model B if both models are manifestly poor descriptions of reality. Broadly speaking, there are two ways in which models fail. Firstly, models that fail to adequately describe the data (either the signal or the noise) have misspecified likelihoods. Secondly, population models—designed, for example, to describe the distribution of black hole masses—may fail to adequately describe the true population due to a misspecified prior. We recommend tests and checks that are useful for spotting misspecified models using examples inspired by gravitational-wave astronomy. We include companion python notebooks to illustrate essential concepts.
This is an introduction to Bayesian inference with a focus on hierarchical models and hyper-parameters. We write primarily for an audience of Bayesian novices, but we hope to provide useful insights for seasoned veterans as well. Examples are drawn from gravitational-wave astronomy, though we endeavour for the presentation to be understandable to a broader audience. We begin with a review of the fundamentals: likelihoods, priors, and posteriors. Next, we discuss Bayesian evidence, Bayes factors, odds ratios, and model selection. From there, we describe how posteriors are estimated using samplers such as Markov Chain Monte Carlo algorithms and nested sampling. Finally, we generalise the formalism to discuss hyper-parameters and hierarchical models. We include extensive appendices discussing the creation of credible intervals, Gaussian noise, explicit marginalisation, posterior predictive distributions, and selection effects.
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