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We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…

General Relativity and Quantum Cosmology · Physics 2016-11-03 Soichiro Morisaki , Jun'ichi Yokoyama , Kazunari Eda , Yousuke Itoh

We introduce a particular construction of an autocorrelation matrix of a time series and its analysis based on the random-matrix theory ideas that is capable of unveiling the type of correlations information which is inaccessible to the…

Data Analysis, Statistics and Probability · Physics 2013-06-11 Tayeb Jamali , Hamed Saberi , G. R. Jafari

Pulsar Timing Array (PTA) searches for nHz gravitational-wave backgrounds (GWBs) typically model time-correlated noise by assuming a diagonal covariance in Fourier space, neglecting inter-frequency correlations introduced by the finite…

Instrumentation and Methods for Astrophysics · Physics 2025-06-18 Marco Crisostomi , Rutger van Haasteren , Patrick M. Meyers , Michele Vallisneri

Gaussian Processes (GPs) provide a general and analytically tractable way of modeling complex time-varying, nonparametric functions. The Automatic Bayesian Covariance Discovery (ABCD) system constructs natural-language description of…

Machine Learning · Computer Science 2016-02-15 Yunseong Hwang , Anh Tong , Jaesik Choi

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gravitational-wave (GW) parameter estimation typically assumes that instrumental noise is Gaussian and stationary. Obvious departures from this idealization are typically handled on a case-by-case basis, e.g., through bespoke procedures to…

Instrumentation and Methods for Astrophysics · Physics 2026-04-15 Ronan Legin , Maximiliano Isi , Kaze W. K. Wong , Yashar Hezaveh , Laurence Perreault-Levasseur

In Pulsar Timing Array (PTA) data analysis, noise is typically assumed to be Gaussian, and the marginalized likelihood has a well-established analytical form derived within the framework of Gaussian processes. However, this Gaussianity…

Instrumentation and Methods for Astrophysics · Physics 2026-01-30 Mikel Falxa , Alberto Sesana

The Gaussian process (GP) regression can be severely biased when the data are contaminated by outliers. This paper presents a new robust GP regression algorithm that iteratively trims the most extreme data points. While the new algorithm…

Machine Learning · Computer Science 2021-06-15 Zhao-Zhou Li , Lu Li , Zhengyi Shao

Gaussian processes (GPs) provide a powerful framework for extrapolation, interpolation, and noise removal in regression and classification. This paper considers constraining GPs to arbitrarily-shaped domains with boundary conditions. We…

Machine Learning · Statistics 2019-04-11 Arno Solin , Manon Kok

The effect of time-correlated zero-mean Gaussian noise on chaotic synchronization is analyzed experimentally in small-size arrays of Chua's circuits. Depending on the correlation time, an improvement of the synchronization is found for…

chao-dyn · Physics 2015-06-24 V. Perez-Munuzuri , M. N. Lorenzo

The detailed modelling of stellar oscillations is a powerful approach to characterising stars. However, poor treatment of systematics in theoretical models leads to misinterpretations of stars. Here we propose a more principled statistical…

Solar and Stellar Astrophysics · Physics 2023-06-06 Tanda Li , Guy R. Davies , Martin Nielsen , Margarida S. Cunha , Alexander J. Lyttle

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Muzaffar Qureshi , Tochukwu Elijah Ogri , Zachary I. Bell , Wanjiku A. Makumi , Rushikesh Kamalapurkar

In this study, we introduce a novel analytical Gaussian Process (GP) cosmography methodology, leveraging the differentiable properties of GPs to derive key cosmological quantities analytically. Our approach combines cosmic chronometer (CC)…

Cosmology and Nongalactic Astrophysics · Physics 2024-04-19 Bikash R. Dinda

The ordinary spectrum is restricted in its applications, since it is based on the second order moments (auto and cross-covariances). Alternative approaches to spectrum analysis have been investigated based on other measures of dependence.…

Methodology · Statistics 2022-12-26 Lars Arne Jordanger , Dag Tjøstheim

Non-parametric reconstruction methods, such as Gaussian process (GP) regression, provide a model-independent way of estimating an underlying function and its uncertainty from noisy data. We demonstrate how GP-reconstruction can be used as a…

Cosmology and Nongalactic Astrophysics · Physics 2017-12-25 Amir Aghamousa , Jan Hamann , Arman Shafieloo

Crosscorrelation of the outputs of two Gravitational Wave (GW) detectors has recently been proposed [1] as a method for detecting statistical association between GWs and Gamma Ray Bursts (GRBs). Unfortunately, the method can be effectively…

Astrophysics · Physics 2009-11-07 G. Modestino , A. Moleti

This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Mohammadreza Rostam , Ryozo Nagamune , Vladimir Grebenyuk

Pulsar Timing Array (PTA) collaborations recently reported evidence for the presence of a gravitational wave background (GWB) in their datasets. The main candidate that is expected to produce such a GWB is the population of supermassive…

On the basis of a local-projective (LP) approach we develop a method of noise reduction in time series that makes use of nonlinear constraints appearing due to the deterministic character of the underlying dynamical system. The Delaunay…

Statistical Mechanics · Physics 2007-05-23 Krzysztof Urbanowicz , Janusz A. Holyst , Thomas Stemler , Hartmut Benner