Data reduction methods for single-mode optical interferometry - Application to the VLTI two-telescopes beam combiner VINCI

The interferometric data processing methods that we describe in this paper use a number of innovative techniques. In particular, the implementation of the wavelet transform allows us to obtain a good immunity of the fringe processing to false detections and large amplitude perturbations by the atmospheric piston effect, through a careful, automated selection of the interferograms. To demonstrate the data reduction procedure, we describe the processing and calibration of a sample of stellar data from the VINCI beam combiner. Starting from the raw data, we derive the angular diameter of the dwarf star Alpha Cen A. Although these methods have been developed specifically for VINCI, they are easily applicable to other single-mode beam combiners, and to spectrally dispersed fringes.Comment: Accepted for publication in Astronomy & Astrophysics, 17 pages, 19 figure

Making Maps Of The Cosmic Microwave Background: The MAXIMA Example

This work describes Cosmic Microwave Background (CMB) data analysis algorithms and their implementations, developed to produce a pixelized map of the sky and a corresponding pixel-pixel noise correlation matrix from time ordered data for a CMB mapping experiment. We discuss in turn algorithms for estimating noise properties from the time ordered data, techniques for manipulating the time ordered data, and a number of variants of the maximum likelihood map-making procedure. We pay particular attention to issues pertinent to real CMB data, and present ways of incorporating them within the framework of maximum likelihood map-making. Making a map of the sky is shown to be not only an intermediate step rendering an image of the sky, but also an important diagnostic stage, when tests for and/or removal of systematic effects can efficiently be performed. The case under study is the MAXIMA data set. However, the methods discussed are expected to be applicable to the analysis of other current and forthcoming CMB experiments.Comment: Replaced to match the published version, only minor change

Cram\'er-Rao bounds for synchronization of rotations

Synchronization of rotations is the problem of estimating a set of rotations R_i in SO(n), i = 1, ..., N, based on noisy measurements of relative rotations R_i R_j^T. This fundamental problem has found many recent applications, most importantly in structural biology. We provide a framework to study synchronization as estimation on Riemannian manifolds for arbitrary n under a large family of noise models. The noise models we address encompass zero-mean isotropic noise, and we develop tools for Gaussian-like as well as heavy-tail types of noise in particular. As a main contribution, we derive the Cram\'er-Rao bounds of synchronization, that is, lower-bounds on the variance of unbiased estimators. We find that these bounds are structured by the pseudoinverse of the measurement graph Laplacian, where edge weights are proportional to measurement quality. We leverage this to provide interpretation in terms of random walks and visualization tools for these bounds in both the anchored and anchor-free scenarios. Similar bounds previously established were limited to rotations in the plane and Gaussian-like noise

Statistical eigen-inference from large Wishart matrices

We consider settings where the observations are drawn from a zero-mean multivariate (real or complex) normal distribution with the population covariance matrix having eigenvalues of arbitrary multiplicity. We assume that the eigenvectors of the population covariance matrix are unknown and focus on inferential procedures that are based on the sample eigenvalues alone (i.e., "eigen-inference"). Results found in the literature establish the asymptotic normality of the fluctuation in the trace of powers of the sample covariance matrix. We develop concrete algorithms for analytically computing the limiting quantities and the covariance of the fluctuations. We exploit the asymptotic normality of the trace of powers of the sample covariance matrix to develop eigenvalue-based procedures for testing and estimation. Specifically, we formulate a simple test of hypotheses for the population eigenvalues and a technique for estimating the population eigenvalues in settings where the cumulative distribution function of the (nonrandom) population eigenvalues has a staircase structure. Monte Carlo simulations are used to demonstrate the superiority of the proposed methodologies over classical techniques and the robustness of the proposed techniques in high-dimensional, (relatively) small sample size settings. The improved performance results from the fact that the proposed inference procedures are "global" (in a sense that we describe) and exploit "global" information thereby overcoming the inherent biases that cripple classical inference procedures which are "local" and rely on "local" information.Comment: Published in at http://dx.doi.org/10.1214/07-AOS583 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org