  The Laser Interferometer Space Antenna (LISA) defines new demands on data
analysis efforts in its all-sky gravitational wave survey, recording
simultaneously thousands of galactic compact object binary foreground sources
and tens to hundreds of background sources like binary black hole mergers and
extreme mass ratio inspirals. We approach this problem with an adaptive and
fully automatic Reversible Jump Markov Chain Monte Carlo sampler, able to
sample from the joint posterior density function (as established by Bayes
theorem) for a given mixture of signals "out of the box'', handling the total
number of signals as an additional unknown parameter beside the unknown
parameters of each individual source and the noise floor. We show in examples
from the LISA Mock Data Challenge implementing the full response of LISA in its
TDI description that this sampler is able to extract monochromatic Double White
Dwarf signals out of colored instrumental noise and additional foreground and
background noise successfully in a global fitting approach. We introduce 2
examples with fixed number of signals (MCMC sampling), and 1 example with
unknown number of signals (RJ-MCMC), the latter further promoting the idea
behind an experimental adaptation of the model indicator proposal densities in
the main sampling stage. We note that the experienced runtimes and degeneracies
in parameter extraction limit the shown examples to the extraction of a low but
realistic number of signals.
