  The Laser Interferometer Space Antenna (LISA) is expected to simultaneously
detect many thousands of low frequency gravitational wave signals. This
presents a data analysis challenge that is very different to the one
encountered in ground based gravitational wave astronomy. LISA data analysis
requires the identification of individual signals from a data stream containing
an unknown number of overlapping signals. Because of the signal overlaps, a
global fit to all the signals has to be performed in order to avoid biasing the
solution. However, performing such a global fit requires the exploration of an
enormous parameter space with a dimension upwards of 50,000. Markov Chain Monte
Carlo (MCMC) methods offer a very promising solution to the LISA data analysis
problem. MCMC algorithms are able to efficiently explore large parameter
spaces, simultaneously providing parameter estimates, error analyses and even
model selection. Here we present the first application of MCMC methods to
simulated LISA data and demonstrate the great potential of the MCMC approach.
Our implementation uses a generalized F-statistic to evaluate the likelihoods,
and simulated annealing to speed convergence of the Markov chains. As a final
step we super-cool the chains to extract maximum likelihood estimates, and
estimates of the Bayes factors for competing models. We find that the MCMC
approach is able to correctly identify the number of signals present, extract
the source parameters, and return error estimates consistent with Fisher
information matrix predictions.
