On the use of the Derivative Approximation for Likelihoods for Gravitational Wave Inference

Abstract: Posterior inference on the more than a dozen parameters governing a gravitational wave (GW) event is challenging. A typical MCMC analysis can take around $100$ CPU hours, and next generation GW observatories will detect many thousands of events. Here we present a thorough comparison of the accuracy and computational cost of the Fisher Matrix, Derivative Approximation for Likelihoods (DALI) and traditional MCMC methods. We find that using DALI, which extends the traditional Fisher Matrix (FM) method to higher orders, allows for a good approximation of the posterior with a $55$ times smaller computational cost, and that the cost-benefit of the doublet-DALI is better than that of the triplet-DALI. We also show that the singlet-DALI, a hybrid MCMC-Fisher method, is much more accurate than the traditional FM and 10 times faster than the doublet-DALI. A large effort has been invested in forecasting the science case of different detector configurations, and the ability of making fast yet accurate estimations of the posteriors is an important step forward. We also introduce version \texttt{1.0} of the public \texttt{GWDALI} code, which incorporates automatic differentiation, modern waveforms and an optimized parameter decomposition.