Related papers: Time domain methods for X-ray and gamma-ray astron…
Change-point detection has been a classical problem in statistics and econometrics. This work focuses on the problem of detecting abrupt distributional changes in the data-generating distribution of a sequence of high-dimensional…
The multiscale variance stabilization Transform (MSVST) has recently been proposed for Poisson data denoising. This procedure, which is nonparametric, is based on thresholding wavelet coefficients. We present in this paper an extension of…
The objective of change-point detection is to discover abrupt property changes lying behind time-series data. In this paper, we present a novel statistical change-point detection algorithm based on non-parametric divergence estimation…
We propose estimation methods for change points in high-dimensional covariance structures with an emphasis on challenging scenarios with missing values. We advocate three imputation like methods and investigate their implications on common…
Transient phenomena are interesting and potentially highly revealing of details about the processes under observation and study that could otherwise go unnoticed. It is therefore important to maximize the sensitivity of the method used to…
In astrophysical (inverse) regression problems it is an important task to decide whether a given parametric model describes the observational data sufficiently well or whether a non-parametric modelling becomes necessary. However, in…
Based on periodogram-ratios of two univariate time series at different frequency points, two tests are proposed for comparing their spectra. One is an Anderson-Darling-like statistic for testing the equality of two time-invariant spectra.…
Public health surveillance aims at lessening disease burden, e.g., in case of infectious diseases by timely recognizing emerging outbreaks. Seen from a statistical perspective, this implies the use of appropriate methods for monitoring time…
Approximate variational inference has shown to be a powerful tool for modeling unknown complex probability distributions. Recent advances in the field allow us to learn probabilistic models of sequences that actively exploit spatial and…
In the regime of change-point detection, a nonparametric framework based on scan statistics utilizing graphs representing similarities among observations is gaining attention due to its flexibility and good performances for high-dimensional…
We present a simple method for assessing the predictive performance of high-dimensional models directly in data space when only samples are available. Our approach is to compare the quantiles of observables predicted by a model to those of…
Current analysis of astronomical data are confronted with the daunting task of modeling the awkward features of astronomical data, among which heteroscedastic (point-dependent) errors, intrinsic scatter, non-ignorable data collection…
We propose a sequential nonparametric test for detecting a change in distribution, based on windowed Kolmogorov--Smirnov statistics. The approach is simple, robust, highly computationally efficient, easy to calibrate, and requires no…
Asymmetries in the neutral hydrogen gas distribution and kinematics of galaxies are thought to be indicators for both gas accretion and gas removal processes. These are of fundamental importance for galaxy formation and evolution. Upcoming…
I provide an incomplete inventory of the astronomical variability that will be found by next-generation time-domain astronomical surveys. These phenomena span the distance range from near-Earth satellites to the farthest Gamma Ray Bursts.…
Power density spectra (PDS) that are characteristic of low mass X-ray binaries (LMXBs) have been previously reported for M31 X-ray sources observed by XMM-Newton. However, we have recently discovered that these PDS are false positives…
This review article considers some of the most common methods used in astronomy for regressing one quantity against another in order to estimate the model parameters or to predict an observationally expensive quantity using trends between…
The detection of periodic signals in irregularly-sampled time series is a problem commonly encountered in astronomy. Traditional tools used for periodic searches, such as the periodogram, have poorly defined statistical properties under…
We present a series of X-ray variability results from a long XMM-Newton + NuSTAR campaign on the bright, variable AGN NGC 3227. We present an analysis of the lightcurves, showing that the source displays typically softer-when-brighter…
In recent years the possibility of measuring the temporal change of radial and transverse position of sources in the sky in real time have become conceivable thanks to the thoroughly improved technique applied to new astrometric and…