相关论文: Analyzing X-ray variability by Linear State Space …
The fluctuating brightness of cosmic X-ray sources, particularly accreting black holes and neutron star systems, has enabled enormous progress in understanding the physics of turbulent accretion flows, the behaviour of matter on the…
This work considers state dynamics driven by Periodic Autoregressive Moving Average noise, and control of the system over time. Such processes appear frequently in applications involving the environment, such as energy and agriculture.…
Radio astronomical observations have very poor signal to noise ratios, unlike in other disciplines. On the other hand, it is possible to observe the object of interest for long time intervals as well as using a wider bandwidth.…
Information in the time distribution of points in a state space reconstructed from observed data yields a test for ``nonstationarity''. Framed in terms of a statistical hypothesis test, this numerical algorithm can discern whether some…
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…
A variety of statistical methods for understanding variability in the time domain for low count rate X-ray and gamma-ray sources are explored. Variability can be detected using nonparametric (Anderson-Darling and overdispersion tests) and…
We develop Bayesian state space methods for modelling changes to the mean level or temporal correlation structure of an observed time series due to intermittent coupling with an unobserved process. Novel intervention methods are proposed to…
Circular time series has received relatively little attention in statistics and modeling complex circular time series using the state space approach is non-existent in the literature. In this article we introduce a flexible Bayesian…
This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer…
Over the last years, a number of broadband reverberation mapping campaigns have been conducted to explore the short-term UV and optical variability of nearby AGN. Despite the extensive data collected, the origin of the observed variability…
Bayesian analysis of state-space models includes computing the posterior distribution of the system's parameters as well as filtering, smoothing, and predicting the system's latent states. When the latent states wander around $\mathbb{R}^n$…
I describe ongoing work on development of Bayesian methods for exploring periodically varying phenomena in astronomy, addressing two classes of sources: pulsars, and extrasolar planets (exoplanets). For pulsars, the methods aim to detect…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
In this paper, we consider the problem of state estimation through observations possibly corrupted with both bad data and additive observation noises. A mixed $\ell_1$ and $\ell_2$ convex programming is used to separate both sparse bad data…
Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…
Machine learning techniques offer a plethora of opportunities in tackling big data within the astronomical community. We present the set of Generalized Linear Models as a fast alternative for determining photometric redshifts of galaxies, a…
A jet model for Galactic black-hole X-ray binaries will be presented that appears to explain several observational characteristics. In particular, it explains the energy spectrum from radio to hard X-rays, the time-lags as a function of…
Observations of redshift-space distortions in spectroscopic galaxy surveys offer an attractive method for observing the build-up of cosmological structure. In this paper we develop and test a new statistic based on anisotropies in the…
Long-term observational data have information on the magnetic cycles of active stars and that of the Sun. The changes in the activity of our central star have basic effects on Earth, like variations in the global climate. Therefore…
Variability in the X-rays is a key ingredient in understanding and unveiling active galactic nuclei (AGN) properties. In this band flux variations occur on short time scales (hours) as well as on larger times scales. While short time scale…