Of `Cocktail Parties' and Exoplanets

The characterisation of ever smaller and fainter extrasolar planets requires an intricate understanding of one's data and the analysis techniques used. Correcting the raw data at the 10^-4 level of accuracy in flux is one of the central challenges. This can be difficult for instruments that do not feature a calibration plan for such high precision measurements. Here, it is not always obvious how to de-correlate the data using auxiliary information of the instrument and it becomes paramount to know how well one can disentangle instrument systematics from one's data, given nothing but the data itself. We propose a non-parametric machine learning algorithm, based on the concept of independent component analysis, to de-convolve the systematic noise and all non-Gaussian signals from the desired astrophysical signal. Such a `blind' signal de-mixing is commonly known as the `Cocktail Party problem' in signal-processing. Given multiple simultaneous observations of the same exoplanetary eclipse, as in the case of spectrophotometry, we show that we can often disentangle systematic noise from the original light curve signal without the use of any complementary information of the instrument. In this paper, we explore these signal extraction techniques using simulated data and two data sets observed with the Hubble-NICMOS instrument. Another important application is the de-correlation of the exoplanetary signal from time-correlated stellar variability. Using data obtained by the Kepler mission we show that the desired signal can be de-convolved from the stellar noise using a single time series spanning several eclipse events. Such non-parametric techniques can provide important confirmations of the existent parametric corrections reported in the literature, and their associated results. Additionally they can substantially improve the precision exoplanetary light curve analysis in the future.Comment: ApJ accepte

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

Efficient independent component analysis

Independent component analysis (ICA) has been widely used for blind source separation in many fields such as brain imaging analysis, signal processing and telecommunication. Many statistical techniques based on M-estimates have been proposed for estimating the mixing matrix. Recently, several nonparametric methods have been developed, but in-depth analysis of asymptotic efficiency has not been available. We analyze ICA using semiparametric theories and propose a straightforward estimate based on the efficient score function by using B-spline approximations. The estimate is asymptotically efficient under moderate conditions and exhibits better performance than standard ICA methods in a variety of simulations.Comment: Published at http://dx.doi.org/10.1214/009053606000000939 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Direct Ensemble Estimation of Density Functionals

Estimating density functionals of analog sources is an important problem in statistical signal processing and information theory. Traditionally, estimating these quantities requires either making parametric assumptions about the underlying distributions or using non-parametric density estimation followed by integration. In this paper we introduce a direct nonparametric approach which bypasses the need for density estimation by using the error rates of k-NN classifiers asdata-driven basis functions that can be combined to estimate a range of density functionals. However, this method is subject to a non-trivial bias that dramatically slows the rate of convergence in higher dimensions. To overcome this limitation, we develop an ensemble method for estimating the value of the basis function which, under some minor constraints on the smoothness of the underlying distributions, achieves the parametric rate of convergence regardless of data dimension.Comment: 5 page