Bayesian Methods for Exoplanet Science

Exoplanet research is carried out at the limits of the capabilities of current telescopes and instruments. The studied signals are weak, and often embedded in complex systematics from instrumental, telluric, and astrophysical sources. Combining repeated observations of periodic events, simultaneous observations with multiple telescopes, different observation techniques, and existing information from theory and prior research can help to disentangle the systematics from the planetary signals, and offers synergistic advantages over analysing observations separately. Bayesian inference provides a self-consistent statistical framework that addresses both the necessity for complex systematics models, and the need to combine prior information and heterogeneous observations. This chapter offers a brief introduction to Bayesian inference in the context of exoplanet research, with focus on time series analysis, and finishes with an overview of a set of freely available programming libraries.Comment: Invited revie

Quantum Bayesian methods and subsequent measurements

After a derivation of the quantum Bayes theorem, and a discussion of the reconstruction of the unknown state of identical spin systems by repeated measurements, the main part of this paper treats the problem of determining the unknown phase difference of two coherent sources by photon measurements. While the approach of this paper is based on computing correlations of actual measurements (photon detections), it is possible to derive indirectly a probability distribution for the phase difference. In this approach, the quantum phase is not an observable, but a parameter of an unknown quantum state. Photon measurements determine a probability distribution for the phase difference. The approach used in this paper takes into account both photon statistics and the finite efficiency of the detectors.Comment: Expanded and corrected version. 13 pages, 1 figur

Bayesian methods of astronomical source extraction

We present two new source extraction methods, based on Bayesian model selection and using the Bayesian Information Criterion (BIC). The first is a source detection filter, able to simultaneously detect point sources and estimate the image background. The second is an advanced photometry technique, which measures the flux, position (to sub-pixel accuracy), local background and point spread function. We apply the source detection filter to simulated Herschel-SPIRE data and show the filter's ability to both detect point sources and also simultaneously estimate the image background. We use the photometry method to analyse a simple simulated image containing a source of unknown flux, position and point spread function; we not only accurately measure these parameters, but also determine their uncertainties (using Markov-Chain Monte Carlo sampling). The method also characterises the nature of the source (distinguishing between a point source and extended source). We demonstrate the effect of including additional prior knowledge. Prior knowledge of the point spread function increase the precision of the flux measurement, while prior knowledge of the background has onlya small impact. In the presence of higher noise levels, we show that prior positional knowledge (such as might arise from a strong detection in another waveband) allows us to accurately measure the source flux even when the source is too faint to be detected directly. These methods are incorporated in SUSSEXtractor, the source extraction pipeline for the forthcoming Akari FIS far-infrared all-sky survey. They are also implemented in a stand-alone, beta-version public tool that can be obtained at http://astronomy.sussex.ac.uk/$\sim$rss23/sourceMiner\_v0.1.2.0.tar.gzComment: Accepted for publication by ApJ (this version compiled used emulateapj.cls

What do Bayesian methods offer population forecasters?

The Bayesian approach has a number of attractive properties for probabilistic forecasting. In this paper, we apply Bayesian time series models to obtain future population estimates with uncertainty for England and Wales. To account for heterogeneity found in the historical data, we add parameters to represent the stochastic volatility in the error terms. Uncertainty in model choice is incorporated through Bayesian model averaging techniques. The resulting predictive distributions from Bayesian forecasting models have two main advantages over those obtained using traditional stochastic models. Firstly, data and uncertainties in the parameters and model choice are explicitly included using probability distributions. As a result, more realistic probabilistic population forecasts can be obtained. Second, Bayesian models formally allow the incorporation of expert opinion, including uncertainty, into the forecast. Our results are discussed in relation to classical time series methods and existing cohort component projections. This paper demonstrates the flexibility of the Bayesian approach to simple population forecasting and provides insights into further developments of more complicated population models that include, for example, components of demographic change

Bayesian Methods for Measuring Operational Risk

The likely imposition by regulators of minimum standards for capital to cover 'other risks' has been a driving force behind the recent interest in operational risk management. Much discussion has been centered on the form of capital charges for other risks. At the same time major banks are developing models to improve internal management of operational processes, new insurance products for operational risks are being designed and there is growing interest in alternative risk transfer, through OR-linked products.

Bayesian Methods

Probabilistic Bayesian methods enable combination of information from various sources. The Bayes theorem is explained and its use is illustrated on several examples of practical importance, such as revealing the cause of an accident or reliability increasing of non-destructive testing. Also its use for continuous quantities and for increasing the reliability of the parameters of normal or Weibull distribution is shown

Bayesian Methods in Nonlinear Time Series

This paper reviews the analysis of the threshold autoregressive, smooth threshold autoregressive, and Markov switching autoregressive models from the Bayesian perspective. For each model we start by describing a baseline model and discussing possible extensions and applications. Then we review the choice of prior, inference, tests against the linear hypothesis, and conclude with models selection. A short discussion of recent progress in incorporating regime changes into theoretical macroeconomic models concludes our survey.Threshold, Smooth Threshold, Markov-switching