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The standard noise model in gravitational wave (GW) data analysis assumes detector noise is stationary and Gaussian distributed, with a known power spectral density (PSD) that is usually estimated using clean off-source data. Real GW data…

General Relativity and Quantum Cosmology · Physics 2015-09-16 Matthew C. Edwards , Renate Meyer , Nelson Christensen

The analysis of gravitational wave interferometer data requires estimates for the noise covariance matrix. For stationary noise, this amounts to estimating the power spectrum. Classical methods such as Welch averaging are used in many…

General Relativity and Quantum Cosmology · Physics 2024-03-05 Toral Gupta , Neil Cornish

Welch's method provides an estimator of the power spectral density that is statistically consistent. This is achieved by averaging over periodograms calculated from overlapping segments of a time series. For a finite length time series,…

Methodology · Statistics 2024-04-12 Lachlan C. Astfalck , Adam M. Sykulski , Edward J. Cripps

In this paper, we study the problem of adaptive estimation of the spectral density of a stationary Gaussian process. For this purpose, we consider a wavelet-based method which combines the ideas of wavelet approximation and estimation by…

Statistics Theory · Mathematics 2011-06-07 Jérémie Bigot , Rolando Biscay Lirio , Jean-Michel Loubes , Lilian Muniz Alvarez

The sensitivity of gravitational-wave (GW) detectors is characterized by their noise curves, which determine the detector's reach and ability to measure the parameters of astrophysical sources accurately. The detector noise is typically…

Instrumentation and Methods for Astrophysics · Physics 2025-03-21 Sumit Kumar , Alexander H. Nitz , Xisco Jiménez Forteza

For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…

Computational Physics · Physics 2009-09-03 Romain Nguyen van yen , Diego del-Castillo-Negrete , Kai Schneider , Marie Farge , Guangye Chen

Estimating the parameters of gravitational wave signals detected by ground-based detectors requires an understanding of the properties of the detectors' noise. In particular, the most commonly used likelihood function for gravitational wave…

In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…

Statistics Theory · Mathematics 2009-11-27 Jean-Marc Bardet , Pierre Bertrand

We present and analyze an alternative, more robust approach to the Welch's overlapped segment averaging (WOSA) spectral estimator. Our method computes sample percentiles instead of averaging over multiple periodograms to estimate power…

Signal Processing · Electrical Eng. & Systems 2021-07-20 Felix Schwock , Shima Abadi

In this paper, we propose a convex optimization-based estimation of sparse and smooth power spectral densities (PSDs) of complex-valued random processes from mixtures of realizations. While the PSDs are related to the magnitude of the…

Signal Processing · Electrical Eng. & Systems 2024-01-23 Hiroki Kuroda , Daichi Kitahara , Eiichi Yoshikawa , Hiroshi Kikuchi , Tomoo Ushio

Flexible and accurate noise characterization is crucial for the precise estimation of gravitational-wave parameters. We introduce a Bayesian method for estimating the power spectral density (PSD) of long, stationary time series, explicitly…

General Relativity and Quantum Cosmology · Physics 2026-03-26 Nazeela Aimen , Patricio Maturana-Russel , Avi Vajpeyi , Nelson Christensen , Renate Meyer

Gravitational wave detectors produce time series of the gravitational wave strain co-added with instrument noise. For evenly sampled data, such as from laser interferometers, it has been traditional to Fourier transform the data and perform…

General Relativity and Quantum Cosmology · Physics 2025-11-14 Neil J. Cornish

Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…

Methodology · Statistics 2020-11-04 Edward A. K. Cohen , Alexander J. Gibberd

We propose a new wavelet-based method for density estimation when the data are size-biased. More specifically, we consider a power of the density of interest, where this power exceeds 1/2. Warped wavelet bases are employed, where warping is…

Methodology · Statistics 2022-12-08 Michel H. Montoril , Aluísio Pinheiro , Brani Vidakovic

The detection of gravitational waves has opened unparalleled opportunities for observing the universe, particularly through the study of black hole inspirals. These events serve as unique laboratories to explore the laws of physics under…

General Relativity and Quantum Cosmology · Physics 2024-10-22 Beka Modrekiladze

This paper introduces a data-adaptive non-parametric approach for the estimation of time-varying spectral densities from nonstationary time series. Time-varying spectral densities are commonly estimated by local kernel smoothing. The…

Computation · Statistics 2020-07-21 Anne van Delft , Michael Eichler

We propose a wavelet-based technique for the nonparametric estimation of functions contaminated with noise whose mean and variance are linked via a possibly unknown variance function. Our method, termed the data-driven wavelet-Fisz…

Statistics Theory · Mathematics 2008-10-02 Piotr Fryzlewicz

Data from gravitational wave detectors are recorded as time series that include contributions from myriad noise sources in addition to any gravitational wave signals. When regularly sampled data are available, such as for ground based and…

General Relativity and Quantum Cosmology · Physics 2020-12-23 Neil J. Cornish

The modeling of intrinsic noise in pulsar timing residual data is of crucial importance for Gravitational Wave (GW) detection and pulsar timing (astro)physics in general. The noise budget in pulsars is a collection of several well studied…

Instrumentation and Methods for Astrophysics · Physics 2016-05-04 Justin Ellis , Neil Cornish

Several large-scale gravitational wave (GW) interferometers have achieved long term operation at design sensitivity. Questions arise on how to best combine all available data from detectors of different sensitivities for detection,…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Linqing Wen
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