Related papers: Variable classification in the LSST era: Exploring…
This work proposes a scalable probabilistic latent variable model based on Gaussian processes (Lawrence, 2004) in the context of multiple observation spaces. We focus on an application in astrophysics where data sets typically contain both…
We develop an infinite mixture model of Ornstein-Uhlenbeck(OU) processes for describing the optical variability of QSOs based on treating the variability as a stochastic process. This enables us to get the parameters of the power spectral…
With the availability of large-scale surveys like Kepler and TESS, there is a pressing need for automated methods to classify light curves according to known classes of variable stars. We introduce a new algorithm for classifying light…
This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…
This paper presents a statistical treatment of phasor fields (P-fields) - a wave-like quantity denoting the slow temporal variations in time-averaged irradiance (which was recently introduced to model and describe non-line-of-sight (NLoS)…
The observations of the photometric space telescopes CoRoT and Kepler show numerous Blazhko RR Lyrae stars which have non-repetitive modulation cycles. The phenomenon can be explained by multi-periodic, stochastic or chaotic processes. From…
Financial markets are noisy yet contain a latent graph-theoretic structure that can be exploited for superior risk-adjusted returns. We propose a quantum stochastic walk (QSW) optimizer that embeds assets in a weighted graph: nodes…
In this paper we review the basic Poissonian formulation of quasar variability, using it as a mathematical tool to extract relevant parameters such as the energy, rate and lifetimes of the flares through the analysis of observed light…
The Large Synoptic Survey Telescope (LSST) will provide for unbiased sampling of variability properties of objects with $r$ mag $<$ 24. This should allow for those objects whose variations reveal their orbital periods ($P_{orb}$), such as…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
Timeseries generated from a dynamical source can often be modeled as sample paths of a stochastic differential equation (SDE). The timeseries thus reflects the motion of a particle which flows along the direction provided by a drift /…
Continuous-time autoregressive moving average (CARMA) process driven by simple semi-L\'evy process has periodically correlated property with many potential application in finance. In this paper, we study on the estimation of the parameters…
Quasars exhibit stochastic variability across wavelengths, typically well described by a Damped Random Walk (DRW). Occasionally, however, they undergo extreme luminosity changes--known as flares--that represent significant departures from…
We present the first results of the application of supervised classification methods to the Kepler Q1 long-cadence light curves of a subsample of 2288 stars measured in the asteroseismology program of the mission. The methods, originally…
Long-period variables are bright, evolved red giant stars showing periodic photometric changes due to stellar pulsation. They follow one or more period-luminosity and period-age relations, which make them highly promising distance…
The present paper introduces stochastic velocity as improvement for moving particle semi-implicit (MPS) method. This improvement is to overcome energy loss caused by numerical dissipation in the basic MPS that brings about rapid decay of…
Quasi-periodic oscillations and dwarf nova oscillations occur in dwarf novae and nova-like variables during outburst and occasionally during quiescence, and have analogues in high-mass X-ray binaries and black-hole candidates. The frequent…
We develop a new variant of the recently introduced stochastic transfer-matrix DMRG which we call stochastic light-cone corner-transfer-matrix DMRG (LCTMRG). It is a numerical method to compute dynamic properties of one-dimensional…
We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…