  The analysis of data from gravitational wave detectors can be divided into
three phases: search, characterization, and evaluation. The evaluation of the
detection - determining whether a candidate event is astrophysical in origin or
some artifact created by instrument noise - is a crucial step in the analysis.
The on-going analyses of data from ground based detectors employ a frequentist
approach to the detection problem. A detection statistic is chosen, for which
background levels and detection efficiencies are estimated from Monte Carlo
studies. This approach frames the detection problem in terms of an infinite
collection of trials, with the actual measurement corresponding to some
realization of this hypothetical set. Here we explore an alternative, Bayesian
approach to the detection problem, that considers prior information and the
actual data in hand. Our particular focus is on the computational techniques
used to implement the Bayesian analysis. We find that the Parallel Tempered
Markov Chain Monte Carlo (PTMCMC) algorithm is able to address all three phases
of the anaylsis in a coherent framework. The signals are found by locating the
posterior modes, the model parameters are characterized by mapping out the
joint posterior distribution, and finally, the model evidence is computed by
thermodynamic integration. As a demonstration, we consider the detection
problem of selecting between models describing the data as instrument noise, or
instrument noise plus the signal from a single compact galactic binary. The
evidence ratios, or Bayes factors, computed by the PTMCMC algorithm are found
to be in close agreement with those computed using a Reversible Jump Markov
Chain Monte Carlo algorithm.
