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Register a new userInferring Black Hole Properties from Astronomical Multivariate Time Series with Bayesian Attentive Neural Processes
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Among the most extreme objects in the Universe, active galactic nuclei (AGN) are luminous centers of galaxies where a black hole feeds on surrounding matter. The variability patterns of the light emitted by an AGN contain information about the physical properties of the underlying black hole. Upcoming telescopes will observe over 100 million AGN in multiple broadband wavelengths, yielding a large sample of multivariate time series with long gaps and irregular sampling. We present a method that reconstructs the AGN time series and simultaneously infers the posterior probability density distribution (PDF) over the physical quantities of the black hole, including its mass and luminosity. We apply this method to a simulated dataset of 11,000 AGN and report precision and accuracy of 0.4 dex and 0.3 dex in the inferred black hole mass. This work is the first to address probabilistic time series reconstruction and parameter inference for AGN in an end-to-end fashion.
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Supernovae mark the explosive deaths of stars and enrich the cosmos with heavy elements. Future telescopes will discover thousands of new supernovae nightly, creating a need to flag astrophysically interesting events rapidly for followup study. Ideally, such an anomaly detection pipeline would be independent of our current knowledge and be sensitive to unexpected phenomena. Here we present an unsupervised method to search for anomalous time series in real time for transient, multivariate, and aperiodic signals. We use a RNN-based variational autoencoder to encode supernova time series and an isolation forest to search for anomalous events in the learned encoded space. We apply this method to a simulated dataset of 12,159 supernovae, successfully discovering anomalous supernovae and objects with catastrophically incorrect redshift measurements. This work is the first anomaly detection pipeline for supernovae which works with online datastreams.
This paper deals with inference and prediction for multiple correlated time series, where one has also the choice of using a candidate pool of contemporaneous predictors for each target series. Starting with a structural model for the time-series, Bayesian tools are used for model fitting, prediction, and feature selection, thus extending some recent work along these lines for the univariate case. The Bayesian paradigm in this multivariate setting helps the model avoid overfitting as well as capture correlations among the multiple time series with the various state components. The model provides needed flexibility to choose a different set of components and available predictors for each target series. The cyclical component in the model can handle large variations in the short term, which may be caused by external shocks. We run extensive simulations to investigate properties such as estimation accuracy and performance in forecasting. We then run an empirical study with one-step-ahead prediction on the max log return of a portfolio of stocks that involve four leading financial institutions. Both the simulation studies and the extensive empirical study confirm that this multivariate model outperforms three other benchmark models, viz. a model that treats each target series as independent, the autoregressive integrated moving average model with regression (ARIMAX), and the multivariate ARIMAX (MARIMAX) model.
We present ${tt nimbus}$ : a hierarchical Bayesian framework to infer the intrinsic luminosity parameters of kilonovae (KNe) associated with gravitational-wave (GW) events, based purely on non-detections. This framework makes use of GW 3-D distance information and electromagnetic upper limits from a given survey for multiple events, and self-consistently accounts for finite sky-coverage and probability of astrophysical origin. The framework is agnostic to the brightness evolution assumed and can account for multiple electromagnetic passbands simultaneously. Our analyses highlight the importance of accounting for model selection effects, especially in the context of non-detections. We show our methodology using a simple, two-parameter linear brightness model, taking the follow-up of GW190425 with the Zwicky Transient Facility (ZTF) as a single-event test case for two different prior choices of model parameters -- (i) uniform/uninformative priors and (ii) astrophysical priors based on surrogate models of Monte Carlo radiative transfer simulations of KNe. We present results under the assumption that the KN is within the searched region to demonstrate functionality and the importance of prior choice. Our results show consistency with ${tt simsurvey}$ -- an astronomical survey simulation tool used previously in the literature to constrain the population of KNe. While our results based on uniform priors strongly constrain the parameter space, those based on astrophysical priors are largely uninformative, highlighting the need for deeper constraints. Future studies with multiple events having electromagnetic follow-up from multiple surveys should make it possible to constrain the KN population further.
The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Processes are a popular class of models used for this purpose but, since the computational cost scales, in general, as the cube of the number of data points, their application has been limited to small datasets. In this paper, we present a novel method for Gaussian Process modeling in one-dimension where the computational requirements scale linearly with the size of the dataset. We demonstrate the method by applying it to simulated and real astronomical time series datasets. These demonstrations are examples of probabilistic inference of stellar rotation periods, asteroseismic oscillation spectra, and transiting planet parameters. The method exploits structure in the problem when the covariance function is expressed as a mixture of complex exponentials, without requiring evenly spaced observations or uniform noise. This form of covariance arises naturally when the process is a mixture of stochastically-driven damped harmonic oscillators -- providing a physical motivation for and interpretation of this choice -- but we also demonstrate that it can be a useful effective model in some other cases. We present a mathematical description of the method and compare it to existing scalable Gaussian Process methods. The method is fast and interpretable, with a range of potential applications within astronomical data analysis and beyond. We provide well-tested and documented open-source implementations of this method in C++, Python, and Julia.
In this paper, we propose the multivariate quantile Bayesian structural time series (MQBSTS) model for the joint quantile time series forecast, which is the first such model for correlated multivariate time series to the authors best knowledge. The MQBSTS model also enables quantile based feature selection in its regression component where each time series has its own pool of contemporaneous external time series predictors, which is the first time that a fully data-driven quantile feature selection technique applicable to time series data to the authors best knowledge. Different from most machine learning algorithms, the MQBSTS model has very few hyper-parameters to tune, requires small datasets to train, converges fast, and is executable on ordinary personal computers. Extensive examinations on simulated data and empirical data confirmed that the MQBSTS model has superior performance in feature selection, parameter estimation, and forecast.
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