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تسجيل مستخدم جديدWiener filtering and pure E/B decomposition of CMB maps with anisotropic correlated noise
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We present an augmented version of our dual messenger algorithm for spin field reconstruction on the sphere, while accounting for highly non-trivial and realistic noise models such as modulated correlated noise. We also describe an optimization method for the estimation of noise covariance from Monte Carlo simulations. Using simulated Planck polarized cosmic microwave background (CMB) maps as a showcase, we demonstrate the capabilities of the algorithm in reconstructing pure E and B maps, guaranteed to be free from ambiguous modes resulting from the leakage or coupling issue that plagues conventional methods of E/B separation. Due to its high speed execution, coupled with lenient memory requirements, the algorithm can be optimized in exact global Bayesian analyses of state-of-the-art CMB data for a statistically optimal separation of pure E and B modes. Our algorithm, therefore, has a potentially key role in the data analysis of high-resolution and high-sensitivity CMB data, especially with the range of upcoming CMB experiments tailored for the detection of the elusive primordial B-mode signal.
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In the late seventies, Clark [In Communication Systems and Random Process Theory (Proc. 2nd NATO Advanced Study Inst., Darlington, 1977) (1978) 721-734, Sijthoff & Noordhoff] pointed out that it would be natural for $pi_t$, the solution of the stocha
stic filtering problem, to depend continuously on the observed data $Y={Y_s,sin[0,t]}$. Indeed, if the signal and the observation noise are independent one can show that, for any suitably chosen test function $f$, there exists a continuous map $theta^f_t$, defined on the space of continuous paths $C([0,t],mathbb{R}^d)$ endowed with the uniform convergence topology such that $pi_t(f)=theta^f_t(Y)$, almost surely; see, for example, Clark [In Communication Systems and Random Process Theory (Proc. 2nd NATO Advanced Study Inst., Darlington, 1977) (1978) 721-734, Sijthoff & Noordhoff], Clark and Crisan [Probab. Theory Related Fields 133 (2005) 43-56], Davis [Z. Wahrsch. Verw. Gebiete 54 (1980) 125-139], Davis [Teor. Veroyatn. Primen. 27 (1982) 160-167], Kushner [Stochastics 3 (1979) 75-83]. As shown by Davis and Spathopoulos [SIAM J. Control Optim. 25 (1987) 260-278], Davis [In Stochastic Systems: The Mathematics of Filtering and Identification and Applications, Proc. NATO Adv. Study Inst. Les Arcs, Savoie, France 1980 505-528], [In The Oxford Handbook of Nonlinear Filtering (2011) 403-424 Oxford Univ. Press], this type of robust representation is also possible when the signal and the observation noise are correlated, provided the observation process is scalar. For a general correlated noise and multidimensional observations such a representation does not exist. By using the theory of rough paths we provide a solution to this deficiency: the observation process $Y$ is lifted to the process $mathbf{Y}$ that consists of $Y$ and its corresponding L{e}vy area process, and we show that there exists a continuous map $theta_t^f$, defined on a suitably chosen space of H{o}lder continuous paths such that $pi_t(f)=theta_t^f(mathbf{Y})$, almost surely.
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