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We deal with Bayesian inference for Beta autoregressive processes. We restrict our attention to the class of conditionally linear processes. These processes are particularly suitable for forecasting purposes, but are difficult to estimate…

Statistics Theory · Mathematics 2010-08-03 R. Casarin , L. Dalla Valle , F. Leisen

We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the…

Machine Learning · Statistics 2012-11-27 Sumeetpal S. Singh , Nicolas Chopin , Nick Whiteley

The speed of gravitational waves $v_g$ can be measured with the time delay between gravitational-wave detectors. Our study provides a more precise measurement of $v_g$ using gravitational-wave signals only, compared with previous studies.…

General Relativity and Quantum Cosmology · Physics 2025-01-03 Anarya Ray , Pinchen Fan , Vincent F. He , Malachy Bloom , Suyu Michael Yang , Jay D. Tasson , Jolien D. E. Creighton

We consider the problem of Bayesian inference for bi-variate data observed in time but with observation times which occur non-synchronously. In particular, this occurs in a wide variety of applications in finance, such as high-frequency…

Methodology · Statistics 2025-03-04 Ajay Jasra , Kengo Kamatani , Amin Wu

We present the first application of a hierarchical Markov Chain Monte Carlo (MCMC) follow-up on continuous gravitational-wave candidates from real-data searches. The follow-up uses an MCMC sampler to draw parameter-space points from the…

General Relativity and Quantum Cosmology · Physics 2021-10-04 Rodrigo Tenorio , David Keitel , Alicia M. Sintes

We present a Metropolis-Hastings Markov chain Monte Carlo (MCMC) algorithm for detecting hidden variables in a continuous time Bayesian network (CTBN), which uses reversible jumps in the sense defined by (Green 1995). In common with several…

Methodology · Statistics 2014-03-18 Blazej Miasojedow , Wojciech Niemiro , John Noble , Krzysztof Opalski

The standard multidetector F-statistic for continuous gravitational waves is susceptible to false alarms from instrumental artifacts, for example monochromatic sinusoidal disturbances ('lines'). This vulnerability to line artifacts arises…

General Relativity and Quantum Cosmology · Physics 2015-01-19 David Keitel , Reinhard Prix , Maria Alessandra Papa , Paola Leaci , Maham Siddiqi

We present an algorithm for the detection of periodic sources of gravitational waves with interferometric detectors that is based on a special symmetry of the problem: the contributions to the phase modulation of the signal from the earth…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Julien Sylvestre

As of this moment, fifty gravitational waves (GW) detections have been announced, thanks to the observational efforts of the LIGO-Virgo Collaboration, working with the Advanced LIGO and the Advanced Virgo interferometers. The detection of…

Instrumentation and Methods for Astrophysics · Physics 2021-12-30 Filip Morawski , Michał Bejger , Elena Cuoco , Luigia Petre

We currently lack good waveform models for many gravitational wave sources. Examples where models are lacking include neutron star post merger signals, core collapse supernovae, and signals of unknown origin. Wavelet based techniques have…

General Relativity and Quantum Cosmology · Physics 2024-04-19 Toral Gupta , Neil Cornish

Gravitational wave detectors now under construction are sensitive to the phase of the incident gravitational waves. Correspondingly, the signals from the different detectors can be combined, in the analysis, to simulate a single detector of…

General Relativity and Quantum Cosmology · Physics 2009-12-31 Lee Samuel Finn

Unlike ground-based gravitational wave detectors, space-based gravitational wave detectors can detect the ringdown signals from massive black hole mergers with large signal-to-noise ratios, help to localize sources and extract their…

General Relativity and Quantum Cosmology · Physics 2021-11-01 Chunyu Zhang , Yungui Gong , Chao Zhang

Bayesian inference is the workhorse of gravitational-wave astronomy, for example, determining the mass and spins of merging black holes, revealing the neutron star equation of state, and unveiling the population properties of compact…

Instrumentation and Methods for Astrophysics · Physics 2019-09-04 Colm Talbot , Rory Smith , Eric Thrane , Gregory B. Poole

In the gravitational-wave analysis of pulsar-timing-array datasets, parameter estimation is usually performed using Markov Chain Monte Carlo methods to explore posterior probability densities. We introduce an alternative procedure that…

General Relativity and Quantum Cosmology · Physics 2024-05-16 Michele Vallisneri , Marco Crisostomi , Aaron D. Johnson , Patrick M. Meyers

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

The article reviews the statistical theory of signal detection in application to analysis of deterministic gravitational-wave signals in the noise of a detector. Statistical foundations for the theory of signal detection and parameter…

General Relativity and Quantum Cosmology · Physics 2023-11-10 Piotr Jaranowski , Andrzej Królak

We consider the situation where a temporal process is composed of contiguous segments with differing slopes and replicated noise-corrupted time series measurements are observed. The unknown mean of the data generating process is modelled as…

Phase transitions during inflation can generate a stochastic gravitational-wave background that probes primordial physics. We study the detectability and parameter reconstruction of such a signal with a space-based gravitational-wave…

Cosmology and Nongalactic Astrophysics · Physics 2026-03-24 Qingyuan Liang , Chen Yang , Haipeng An , Huai-Ke Guo

The article addresses the problem of detecting presence and location of a small low emission source inside of an object, when the background noise dominates. This problem arises, for instance, in some homeland security applications. The…

Statistics Theory · Mathematics 2015-05-28 Xiaolei Xun , Bani Mallick , Raymond J. Carroll , Peter Kuchment

We discuss the detection of gravitational-wave backgrounds in the context of Bayesian inference and suggest a practical definition of what it means for a signal to be considered stochastic---namely, that the Bayesian evidence favors a…

General Relativity and Quantum Cosmology · Physics 2015-08-12 Neil J. Cornish , Joseph D. Romano
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