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Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable exceptions, all integrated variance estimators proposed in the…

Computation · Statistics 2019-05-29 Stefano Peluso , Antonietta Mira , Pietro Muliere

We present the implementation of an anomaly-detection algorithm based on a deep convolutional autoencoder for the search for gravitational waves (GWs) in time-frequency spectrograms. Our method targets short-duration ($\lesssim…

General Relativity and Quantum Cosmology · Physics 2026-02-23 Gianluca Inguglia , Huw Haigh , Kristyna Vitulova , Ulyana Dupletsa

Detecting stochastic background radiation of cosmological origin is an exciting possibility for current and future gravitational-wave (GW) detectors. However, distinguishing it from other stochastic processes, such as instrumental noise and…

General Relativity and Quantum Cosmology · Physics 2023-04-28 Quentin Baghi , Nikolaos Karnesis , Jean-Baptiste Bayle , Marc Besançon , Henri Inchauspé

Methods for parameter estimation of gravitational-wave data assume that detector noise is stationary and Gaussian. Real data deviates from these assumptions, which causes bias in the inferred parameters and incorrect estimates of the…

General Relativity and Quantum Cosmology · Physics 2023-09-22 Ronaldas Macas , Andrew Lundgren

The detection of galactic binaries as sources of gravitational waves promises an unprecedented wealth of information about these systems, but also raises several challenges in signal processing. In particular the large number of expected…

General Relativity and Quantum Cosmology · Physics 2020-11-25 A. Blelly , J. Bobin , H. Moutarde

Ground-based gravitational wave detectors are now routinely surveying the dark Universe, finding hundreds of collisions between compact objects such as black holes and neutron stars. However, terrestrial non-Gaussian noise artefacts,…

General Relativity and Quantum Cosmology · Physics 2026-04-20 Gregory Ashton , Colm Talbot , Andrew Lundgren , Ann-Kristin Malz , Joseph Areeda

Next-generation gravitational-wave detectors will provide unprecedented sensitivity to inspiraling binary neutron stars and black holes, enabling detections at the peak of star formation and beyond. However, the signals from these systems…

Instrumentation and Methods for Astrophysics · Physics 2024-02-22 Andrew L. Miller , Neha Singh , Cristiano Palomba

Correlated noise could impact the search for the gravitational wave background at future Earth-based gravitational-wave detectors. Due to the small distance ($\sim$ 400 m) between the different interferometers of the Einstein Telescope,…

Instrumentation and Methods for Astrophysics · Physics 2022-08-29 Kamiel Janssens , Guillaume Boileau , Nelson Christensen , Francesca Badaracco , Nick van Remortel

Gravitational waves modulate the apparent frequencies of other periodic signals. Low-frequency gravitational waves could therefore be detected by observing frequency modulations in signals from higher-frequency sources, e.g., those from…

General Relativity and Quantum Cosmology · Physics 2024-08-09 Jakob Stegmann , Sander M. Vermeulen

A world-wide array of highly sensitive interferometers stands poised to usher in a new era in astronomy with the first direct detection of gravitational waves. The data from these instruments will provide a unique perspective on extreme…

General Relativity and Quantum Cosmology · Physics 2013-02-27 Neil J. Cornish

We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We consider the intermediate regime, where observations occur at…

Statistics Theory · Mathematics 2024-04-19 Raphaël Maillet , Grégoire Szymanski

Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…

Methodology · Statistics 2018-04-19 Yen-Chi Chen , Y. Samuel Wang , Elena A. Erosheva

A detection of the stochastic gravitational-wave background (SGWB) from unresolved compact binary coalescences could be made by Advanced LIGO and Advanced Virgo at their design sensitivities. However, it is possible for magnetic noise that…

General Relativity and Quantum Cosmology · Physics 2020-11-18 Patrick M. Meyers , Katarina Martinovic , Nelson Christensen , Mairi Sakellariadou

The Einstein Telescope is a conceived third generation gravitational-wave detector that is envisioned to be an order of magnitude more sensitive than advanced LIGO, Virgo and Kagra, which would be able to detect gravitational-wave signals…

General Relativity and Quantum Cosmology · Physics 2016-01-20 Duncan Meacher , Kipp Cannon , Chad Hanna , Tania Regimbau , B. S. Sathyaprakash

Gravitational waves (GW), predicted by Einstein's General Theory of Relativity, provide a powerful probe of astrophysical phenomena and fundamental physics. In this work, we propose an unsupervised anomaly detection method using variational…

General Relativity and Quantum Cosmology · Physics 2024-12-17 Ammar Fayad

The first detection of a gravitational-wave signal of a coalescence of two black holes marked the beginning of the era of gravitational-wave astronomy, which opens exciting new possibilities in the fields of astronomy, astrophysics and…

General Relativity and Quantum Cosmology · Physics 2020-07-29 Stefan Grimm , Jan Harms

The Einstein Telescope is a third-generation underground gravitational wave observatory designed to achieve unprecedented sensitivity down to 3 Hz. Waves propagating in the soil due to anthropogenic or natural vibration sources generate…

Applied Physics · Physics 2026-04-16 Pieter Reumers , Xhorxha Kuci , Stijn François , Geert Degrande

Precise measurements in optical and atomic systems often rely on differential interferometry. This method allows to handle large and correlated phase noise contributions -- such as environmental vibrations, thermal fluctuations, or…

Quantum Physics · Physics 2025-03-25 Luca Pezzè , Andrea Santoni , Chiara Mazzinghi , Marco Fattori , Augusto Smerzi

The planned Laser Interferometer Space Antenna (LISA) will detect gravitational wave signals from a wide range of sources. However, disentangling individual signals from the source-dominated data stream is a challenging problem and the…

General Relativity and Quantum Cosmology · Physics 2016-11-15 Jonathan R Gair , Gareth Jones

Gravitational-wave parameter estimation for compact binary signals typically relies on sequential estimation of the properties of the detector Gaussian noise and of the binary parameters. This procedure assumes that the noise variance,…

General Relativity and Quantum Cosmology · Physics 2022-11-14 Cailin Plunkett , Sophie Hourihane , Katerina Chatziioannou