Bayesian analysis of LISA data sets based on Markov chain Monte Carlo methods
has been shown to be a challenging problem, in part due to the complicated
structure of the likelihood function consisting of several isolated local
maxima that dramatically reduces the efficiency of the sampling techniques.
Here we introduce a new fully Markovian algorithm, a Delayed Rejection
Metropolis-Hastings Markov chain Monte Carlo method, to efficiently explore
these kind of structures and we demonstrate its performance on selected LISA
data sets containing a known number of stellar-mass binary signals embedded in
Gaussian stationary noise.Comment: 12 pages, 4 figures, accepted in CQG (GWDAW-13 proceedings