scholarly journals Efficient modeling of correlated noise. III. Scalable methods for jointly modeling several observables' time series with Gaussian processes

Author(s):  
J.-B. Delisle ◽  
N. Unger ◽  
N. C. Hara ◽  
D. Ségransan
2020 ◽  
Vol 638 ◽  
pp. A95
Author(s):  
J.-B. Delisle ◽  
N. Hara ◽  
D. Ségransan

Correlated noise affects most astronomical datasets and to neglect accounting for it can lead to spurious signal detections, especially in low signal-to-noise conditions, which is often the context in which new discoveries are pursued. For instance, in the realm of exoplanet detection with radial velocity time series, stellar variability can induce false detections. However, a white noise approximation is often used because accounting for correlated noise when analyzing data implies a more complex analysis. Moreover, the computational cost can be prohibitive as it typically scales as the cube of the dataset size. For some restricted classes of correlated noise models, there are specific algorithms that can be used to help bring down the computational cost. This improvement in speed is particularly useful in the context of Gaussian process regression, however, it comes at the expense of the generality of the noise model. In this article, we present the S + LEAF noise model, which allows us to account for a large class of correlated noises with a linear scaling of the computational cost with respect to the size of the dataset. The S + LEAF model includes, in particular, mixtures of quasiperiodic kernels and calibration noise. This efficient modeling is made possible by a sparse representation of the covariance matrix of the noise and the use of dedicated algorithms for matrix inversion, solving, determinant computation, etc. We applied the S + LEAF model to reanalyze the HARPS radial velocity time series of the recently published planetary system HD 136352. We illustrate the flexibility of the S + LEAF model in handling various sources of noise. We demonstrate the importance of taking correlated noise into account, and especially calibration noise, to correctly assess the significance of detected signals.


2019 ◽  
Vol 489 (2) ◽  
pp. 2555-2571 ◽  
Author(s):  
M Damasso ◽  
M Pinamonti ◽  
G Scandariato ◽  
A Sozzetti

Abstract Gaussian process regression is a widespread tool used to mitigate stellar correlated noise in radial velocity (RV) time series. It is particularly useful to search for and determine the properties of signals induced by small-sized low-mass planets (Rp < 4 R⊕, mp < 10 M⊕). By using extensive simulations based on a quasi-periodic representation of the stellar activity component, we investigate the ability in retrieving the planetary parameters in 16 different realistic scenarios. We analyse systems composed by one planet and host stars having different levels of activity, focusing on the challenging case represented by low-mass planets, with Doppler semi-amplitudes in the range 1–3 $\rm{\,m\,s^{-1}}$. We consider many different configurations for the quasi-periodic stellar activity component, as well as different combinations of the observing epochs. We use commonly employed analysis tools to search for and characterize the planetary signals in the data sets. The goal of our injection-recovery statistical analysis is twofold. First, we focus on the problem of planet mass determination. Then, we analyse in a statistical way periodograms obtained with three different algorithms, in order to explore some of their general properties, as the completeness and reliability in retrieving the injected planetary and stellar activity signals with low false alarm probabilities. This work is intended to provide some understanding of the biases introduced in the planet parameters inferred from the analysis of RV time series that contain correlated signals due to stellar activity. It also aims to motivate the use and encourage the improvement of extensive simulations for planning spectroscopic follow-up observations.


2019 ◽  
Vol 235 ◽  
pp. 111452 ◽  
Author(s):  
Luca Pipia ◽  
Jordi Muñoz-Marí ◽  
Eatidal Amin ◽  
Santiago Belda ◽  
Gustau Camps-Valls ◽  
...  

2017 ◽  
Vol 840 (1) ◽  
pp. 49 ◽  
Author(s):  
Ian Czekala ◽  
Kaisey S. Mandel ◽  
Sean M. Andrews ◽  
Jason A. Dittmann ◽  
Sujit K. Ghosh ◽  
...  

1974 ◽  
Vol 11 (3) ◽  
pp. 578-581
Author(s):  
Herbert T. Davis

The asymptotic properties of the periodogram of a weakly stationary time series for the triangular array of fundamental frequencies is studied. For linear Gaussian processes, results are obtained relating the asymptotic distribution of certain Riemann sums of the periodogram of the process to those of the periodogram of the innovation process.


2021 ◽  
pp. 103-117
Author(s):  
Giorgio Corani ◽  
Alessio Benavoli ◽  
Marco Zaffalon

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