NASA's Fermi telescope detected the GRB, coming from the same point as the GW, a mere 0.4 seconds after the waves arrived. Though we can't be absolutely certain that the two phenomena are from the same black hole merger, the Fermi team calculates the odds of that being a coincidence at only 0.0022%. That's a pretty solid correlation.
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When the black holes joined together, an outflow would be generated, which would produce the GRB. Or else the GRB came "from a jet originating out of the accretion disk of residual debris around the BH remnant," according to Loeb's paper. So why the 0.4 s delay? This is the time it took the GRB to cross the star, relative to the gravitational waves.