Extending the Fisher Information Matrix in Gravitational-wave Data Analysis

Abstract: The Fisher information matrix (FM) plays an important role in forecasts and inferences in many areas of physics. While giving fast parameter estimation with the Gaussian likelihood approximation in the parameter space, the FM can only give the ellipsoidal posterior contours of parameters and lose the higher-order information beyond Gaussianity. We extend the FM in gravitational-wave (GW) data analysis using the Derivative Approximation for LIkelihoods (DALI), a method to expand the likelihood while keeping it positive definite and normalizable at every order, for more accurate forecasts and inferences. When applied to the two real GW events, GW150914 and GW170817, DALI can reduce the difference between FM approximation and the real posterior by 5 times in the best case. The calculation time of DALI and FM is at the same order of magnitude, while obtaining the real full posterior will take several orders of magnitude longer. Besides more accurate approximations, higher-order correction from DALI provides a fast assessment on the FM analysis and gives suggestions for complex sampling techniques which are computationally intensive. We recommend using the DALI method as an extension to the FM method in GW data analysis to pursue better accuracy while still keeping the speed.