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Register a new userDetecting Abrupt Changes in the Spectra of High-Energy Astrophysical Sources
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Variable-intensity astronomical sources are the result of complex and often extreme physical processes. Abrupt changes in source intensity are typically accompanied by equally sudden spectral shifts, i.e., sudden changes in the wavelength distribution of the emission. This article develops a method for modeling photon counts collected from observation of such sources. We embed change points into a marked Poisson process, where photon wavelengths are regarded as marks and both the Poisson intensity parameter and the distribution of the marks are allowed to change. To the best of our knowledge this is the first effort to embed change points into a marked Poisson process. Between the change points, the spectrum is modeled non-parametrically using a mixture of a smooth radial basis expansion and a number of local deviations from the smooth term representing spectral emission lines. Because the model is over parameterized we employ an $ell_1$ penalty. The tuning parameter in the penalty and the number of change points are determined via the minimum description length principle. Our method is validated via a series of simulation studies and its practical utility is illustrated in the analysis of the ultra-fast rotating yellow giant star known as FK Com.
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High-dimensional self-exciting point processes have been widely used in many application areas to model discrete event data in which past and current events affect the likelihood of future events. In this paper, we are concerned with detecting abrupt changes of the coefficient matrices in discrete-time high-dimensional self-exciting Poisson processes, which have yet to be studied in the existing literature due to both theoretical and computational challenges rooted in the non-stationary and high-dimensional nature of the underlying process. We propose a penalized dynamic programming approach which is supported by a theoretical rate analysis and numerical evidence.
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