Anomaly Detection Based on Indicators Aggregation

Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the source of the problem that produced the anomaly is also essential. This is particularly the case in aircraft engine health monitoring where detecting early signs of failure (anomalies) and helping the engine owner to implement efficiently the adapted maintenance operations (fixing the source of the anomaly) are of crucial importance to reduce the costs attached to unscheduled maintenance. This paper introduces a general methodology that aims at classifying monitoring signals into normal ones and several classes of abnormal ones. The main idea is to leverage expert knowledge by generating a very large number of binary indicators. Each indicator corresponds to a fully parametrized anomaly detector built from parametric anomaly scores designed by experts. A feature selection method is used to keep only the most discriminant indicators which are used at inputs of a Naive Bayes classifier. This give an interpretable classifier based on interpretable anomaly detectors whose parameters have been optimized indirectly by the selection process. The proposed methodology is evaluated on simulated data designed to reproduce some of the anomaly types observed in real world engines.Comment: International Joint Conference on Neural Networks (IJCNN 2014), Beijing : China (2014). arXiv admin note: substantial text overlap with arXiv:1407.088

Search method for long-duration gravitational-wave transients from neutron stars

We introduce a search method for a new class of gravitational-wave signals, namely long-duration O(hours - weeks) transients from spinning neutron stars. We discuss the astrophysical motivation from glitch relaxation models and we derive a rough estimate for the maximal expected signal strength based on the superfluid excess rotational energy. The transient signal model considered here extends the traditional class of infinite-duration continuous-wave signals by a finite start-time and duration. We derive a multi-detector Bayes factor for these signals in Gaussian noise using \F-statistic amplitude priors, which simplifies the detection statistic and allows for an efficient implementation. We consider both a fully coherent statistic, which is computationally limited to directed searches for known pulsars, and a cheaper semi-coherent variant, suitable for wide parameter-space searches for transients from unknown neutron stars. We have tested our method by Monte-Carlo simulation, and we find that it outperforms orthodox maximum-likelihood approaches both in sensitivity and in parameter-estimation quality.Comment: 20 pages, 9 figures; submitted to PR

An information-theoretic approach to the gravitational-wave burst detection problem

The observational era of gravitational-wave astronomy began in the Fall of 2015 with the detection of GW150914. One potential type of detectable gravitational wave is short-duration gravitational-wave bursts, whose waveforms can be difficult to predict. We present the framework for a new detection algorithm for such burst events -- \textit{oLIB} -- that can be used in low-latency to identify gravitational-wave transients independently of other search algorithms. This algorithm consists of 1) an excess-power event generator based on the Q-transform -- \textit{Omicron} --, 2) coincidence of these events across a detector network, and 3) an analysis of the coincident events using a Markov chain Monte Carlo Bayesian evidence calculator -- \textit{LALInferenceBurst}. These steps compress the full data streams into a set of Bayes factors for each event; through this process, we use elements from information theory to minimize the amount of information regarding the signal-versus-noise hypothesis that is lost. We optimally extract this information using a likelihood-ratio test to estimate a detection significance for each event. Using representative archival LIGO data, we show that the algorithm can detect gravitational-wave burst events of astrophysical strength in realistic instrumental noise across different burst waveform morphologies. We also demonstrate that the combination of Bayes factors by means of a likelihood-ratio test can improve the detection efficiency of a gravitational-wave burst search. Finally, we show that oLIB's performance is robust against the choice of gravitational-wave populations used to model the likelihood-ratio test likelihoods

Beliefs in Decision-Making Cascades

This work explores a social learning problem with agents having nonidentical noise variances and mismatched beliefs. We consider an $N$-agent binary hypothesis test in which each agent sequentially makes a decision based not only on a private observation, but also on preceding agents' decisions. In addition, the agents have their own beliefs instead of the true prior, and have nonidentical noise variances in the private signal. We focus on the Bayes risk of the last agent, where preceding agents are selfish. We first derive the optimal decision rule by recursive belief update and conclude, counterintuitively, that beliefs deviating from the true prior could be optimal in this setting. The effect of nonidentical noise levels in the two-agent case is also considered and analytical properties of the optimal belief curves are given. Next, we consider a predecessor selection problem wherein the subsequent agent of a certain belief chooses a predecessor from a set of candidates with varying beliefs. We characterize the decision region for choosing such a predecessor and argue that a subsequent agent with beliefs varying from the true prior often ends up selecting a suboptimal predecessor, indicating the need for a social planner. Lastly, we discuss an augmented intelligence design problem that uses a model of human behavior from cumulative prospect theory and investigate its near-optimality and suboptimality.Comment: final version, to appear in IEEE Transactions on Signal Processin

Enabling high confidence detections of gravitational-wave bursts

With the advanced LIGO and Virgo detectors taking observations the detection of gravitational waves is expected within the next few years. Extracting astrophysical information from gravitational wave detections is a well-posed problem and thoroughly studied when detailed models for the waveforms are available. However, one motivation for the field of gravitational wave astronomy is the potential for new discoveries. Recognizing and characterizing unanticipated signals requires data analysis techniques which do not depend on theoretical predictions for the gravitational waveform. Past searches for short-duration un-modeled gravitational wave signals have been hampered by transient noise artifacts, or "glitches," in the detectors. In some cases, even high signal-to-noise simulated astrophysical signals have proven difficult to distinguish from glitches, so that essentially any plausible signal could be detected with at most 2-3 $\sigma$ level confidence. We have put forth the BayesWave algorithm to differentiate between generic gravitational wave transients and glitches, and to provide robust waveform reconstruction and characterization of the astrophysical signals. Here we study BayesWave's capabilities for rejecting glitches while assigning high confidence to detection candidates through analytic approximations to the Bayesian evidence. Analytic results are tested with numerical experiments by adding simulated gravitational wave transient signals to LIGO data collected between 2009 and 2010 and found to be in good agreement.Comment: 15 pages, 6 figures, submitted to PR

Template-based Gravitational-Wave Echoes Search Using Bayesian Model Selection

The ringdown of the gravitational-wave signal from a merger of two black holes has been suggested as a probe of the structure of the remnant compact object, which may be more exotic than a black hole. It has been pointed out that there will be a train of echoes in the late-time ringdown stage for different types of exotic compact objects. In this paper, we present a template-based search methodology using Bayesian statistics to search for echoes of gravitational waves. Evidence for the presence or absence of echoes in gravitational-wave events can be established by performing Bayesian model selection. The Occam factor in Bayesian model selection will automatically penalize the more complicated model that echoes are present in gravitational-wave strain data because of its higher degree of freedom to fit the data. We find that the search methodology was able to identify gravitational-wave echoes with Abedi et al.'s echoes waveform model about 82.3% of the time in simulated Gaussian noise in the Advanced LIGO and Virgo network and about 61.1% of the time in real noise in the first observing run of Advanced LIGO with $\geq 5\sigma$ significance. Analyses using this method are performed on the data of Advanced LIGO's first observing run, and we find no statistical significant evidence for the detection of gravitational-wave echoes. In particular, we find $<1\sigma$ combined evidence of the three events in Advanced LIGO's first observing run. The analysis technique developed in this paper is independent of the waveform model used, and can be used with different parametrized echoes waveform models to provide more realistic evidence of the existence of echoes from exotic compact objects.Comment: 16 pages, 6 figure

Targeted search for continuous gravitational waves: Bayesian versus maximum-likelihood statistics

We investigate the Bayesian framework for detection of continuous gravitational waves (GWs) in the context of targeted searches, where the phase evolution of the GW signal is assumed to be known, while the four amplitude parameters are unknown. We show that the orthodox maximum-likelihood statistic (known as F-statistic) can be rediscovered as a Bayes factor with an unphysical prior in amplitude parameter space. We introduce an alternative detection statistic ("B-statistic") using the Bayes factor with a more natural amplitude prior, namely an isotropic probability distribution for the orientation of GW sources. Monte-Carlo simulations of targeted searches show that the resulting Bayesian B-statistic is more powerful in the Neyman-Pearson sense (i.e. has a higher expected detection probability at equal false-alarm probability) than the frequentist F-statistic.Comment: 12 pages, presented at GWDAW13, to appear in CQ

Classification of chirp signals using hierarchical bayesian learning and MCMC methods

This paper addresses the problem of classifying chirp signals using hierarchical Bayesian learning together with Markov chain Monte Carlo (MCMC) methods. Bayesian learning consists of estimating the distribution of the observed data conditional on each class from a set of training samples. Unfortunately, this estimation requires to evaluate intractable multidimensional integrals. This paper studies an original implementation of hierarchical Bayesian learning that estimates the class conditional probability densities using MCMC methods. The performance of this implementation is first studied via an academic example for which the class conditional densities are known. The problem of classifying chirp signals is then addressed by using a similar hierarchical Bayesian learning implementation based on a Metropolis-within-Gibbs algorithm