Blind extraction of an exoplanetary spectrum through Independent Component Analysis

Blind-source separation techniques are used to extract the transmission spectrum of the hot-Jupiter HD189733b recorded by the Hubble/NICMOS instrument. Such a 'blind' analysis of the data is based on the concept of independent component analysis. The de-trending of Hubble/NICMOS data using the sole assumption that nongaussian systematic noise is statistically independent from the desired light-curve signals is presented. By not assuming any prior, nor auxiliary information but the data themselves, it is shown that spectroscopic errors only about 10 - 30% larger than parametric methods can be obtained for 11 spectral bins with bin sizes of ~0.09 microns. This represents a reasonable trade-off between a higher degree of objectivity for the non-parametric methods and smaller standard errors for the parametric de-trending. Results are discussed in the light of previous analyses published in the literature. The fact that three very different analysis techniques yield comparable spectra is a strong indication of the stability of these results.Comment: ApJ accepte

Adaptive Data Depth via Multi-Armed Bandits

Data depth, introduced by Tukey (1975), is an important tool in data science, robust statistics, and computational geometry. One chief barrier to its broader practical utility is that many common measures of depth are computationally intensive, requiring on the order of $n^d$ operations to exactly compute the depth of a single point within a data set of $n$ points in $d$-dimensional space. Often however, we are not directly interested in the absolute depths of the points, but rather in their relative ordering. For example, we may want to find the most central point in a data set (a generalized median), or to identify and remove all outliers (points on the fringe of the data set with low depth). With this observation, we develop a novel and instance-adaptive algorithm for adaptive data depth computation by reducing the problem of exactly computing $n$ depths to an $n$-armed stochastic multi-armed bandit problem which we can efficiently solve. We focus our exposition on simplicial depth, developed by Liu (1990), which has emerged as a promising notion of depth due to its interpretability and asymptotic properties. We provide general instance-dependent theoretical guarantees for our proposed algorithms, which readily extend to many other common measures of data depth including majority depth, Oja depth, and likelihood depth. When specialized to the case where the gaps in the data follow a power law distribution with parameter $\alpha<2$, we show that we can reduce the complexity of identifying the deepest point in the data set (the simplicial median) from $O(n^d)$ to $\tilde{O}(n^{d-(d-1)\alpha/2})$, where $\tilde{O}$ suppresses logarithmic factors. We corroborate our theoretical results with numerical experiments on synthetic data, showing the practical utility of our proposed methods.Comment: Keywords: multi-armed bandits, data depth, adaptivity, large-scale computation, simplicial dept