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Register a new userBayesian semiparametric power spectral density estimation with applications in gravitational wave data analysis
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Matthew Charles Edwards
Publication date
2015
fields
Physics
and research's language is
English
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The standard noise model in gravitational wave (GW) data analysis assumes detector noise is stationary and Gaussian distributed, with a known power spectral density (PSD) that is usually estimated using clean off-source data. Real GW data often depart from these assumptions, and misspecified parametric models of the PSD could result in misleading inferences. We propose a Bayesian semiparametric approach to improve this. We use a nonparametric Bernstein polynomial prior on the PSD, with weights attained via a Dirichlet process distribution, and update this using the Whittle likelihood. Posterior samples are obtained using a blocked Metropolis-within-Gibbs sampler. We simultaneously estimate the reconstruction parameters of a rotating core collapse supernova GW burst that has been embedded in simulated Advanced LIGO noise. We also discuss an approach to deal with non-stationary data by breaking longer data streams into smaller and locally stationary components.
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We present a Gaussian regression method for time series with missing data and stationary residuals of unknown power spectral density (PSD). The missing data are efficiently estimated by their conditional expectation as in universal Kriging, based on the circulant approximation of the complete data covariance. After initialization with an autoregessive fit of the noise, a few iterations of estimation/reconstruction steps are performed until convergence of the regression and PSD estimates, in a way similar to the expectation-conditional-maximization algorithm. The estimation can be performed for an arbitrary PSD provided that it is sufficiently smooth. The algorithm is developed in the framework of the MICROSCOPE space mission whose goal is to test the weak equivalence principle (WEP) with a precision of $10^{-15}$. We show by numerical simulations that the developed method allows us to meet three major requirements: to maintain the targeted precision of the WEP test in spite of the loss of data, to calculate a reliable estimate of this precision and of the noise level, and finally to provide consistent and faithful reconstructed data to the scientific community.
By listening to gravity in the low frequency band, between 0.1 mHz and 1 Hz, the future space-based gravitational-wave observatory LISA will be able to detect tens of thousands of astrophysical sources from cosmic dawn to the present. The detection and characterization of all resolvable sources is a challenge in itself, but LISA data analysis will be further complicated by interruptions occurring in the interferometric measurements. These interruptions will be due to various causes occurring at various rates, such as laser frequency switches, high-gain antenna re-pointing, orbit corrections, or even unplanned random events. Extracting long-lasting gravitational-wave signals from gapped data raises problems such as noise leakage and increased computational complexity. We address these issues by using Bayesian data augmentation, a method that reintroduces the missing data as auxiliary variables in the sampling of the posterior distribution of astrophysical parameters. This provides a statistically consistent way to handle gaps while improving the sampling efficiency and mitigating leakage effects. We apply the method to the estimation of galactic binaries parameters with different gap patterns, and we compare the results to the case of complete data.
Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise realizations, as well as the leading-order width of the posterior probability, but it is limited to high signal strengths often not realized in practice. By contrast, Monte Carlo Bayesian inference provides the full posterior for any signal strength, but it is too expensive to repeat for a representative set of noises. Here I describe an efficient semianalytical technique to map the exact sampling distribution of the maximum-likelihood estimator across noise realizations, for any signal strength. This technique can be applied to any estimation problem for signals in additive Gaussian noise.
Gravitational wave data from ground-based detectors is dominated by instrument noise. Signals will be comparatively weak, and our understanding of the noise will influence detection confidence and signal characterization. Mis-modeled noise can produce large systematic biases in both model selection and parameter estimation. Here we introduce a multi-component, variable dimension, parameterized model to describe the Gaussian-noise power spectrum for data from ground-based gravitational wave interferometers. Called BayesLine, the algorithm models the noise power spectral density using cubic splines for smoothly varying broad-band noise and Lorentzians for narrow-band line features in the spectrum. We describe the algorithm and demonstrate its performance on data from the fifth and sixth LIGO science runs. Once fully integrated into LIGO/Virgo data analysis software, BayesLine will produce accurate spectral estimation and provide a means for marginalizing inferences drawn from the data over all plausible noise spectra.
We propose a monitoring indicator of the normality of the output of a gravitational wave detector. This indicator is based on the estimation of the kurtosis (i.e., the 4th order statistical moment normalized by the variance squared) of the data selected in a time sliding window. We show how a low cost (because recursive) implementation of such estimation is possible and we illustrate the validity of the presented approach with a few examples using simulated random noises.
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