2,132 research outputs found

    Localizing merging black holes with sub-arcsecond precision using gravitational-wave lensing

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    The current gravitational-wave localization methods rely mainly on sources with electromagnetic counterparts. Unfortunately, a binary black hole does not emit light. Due to this, it is generally not possible to localize these objects precisely. However, strongly lensed gravitational waves, which are forecasted in this decade, could allow us to localize the binary by locating its lensed host galaxy. Identifying the correct host galaxy is challenging because there are hundreds to thousands of other lensed galaxies within the sky area spanned by the gravitational-wave observation. However, we can constrain the lensing galaxy's physical properties through both gravitational-wave and electromagnetic observations. We show that these simultaneous constraints allow one to localize quadruply lensed waves to one or at most a few galaxies with the LIGO/Virgo/Kagra network in typical scenarios. Once we identify the host, we can localize the binary to two sub-arcsec regions within the host galaxy. Moreover, we demonstrate how to use the system to measure the Hubble constant as a proof-of-principle application.Comment: 5 pages (main text) + 5 pages (methods+references), 5 figures. Accepted to MNRA

    Semiparametric posterior limits

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    We review the Bayesian theory of semiparametric inference following Bickel and Kleijn (2012) and Kleijn and Knapik (2013). After an overview of efficiency in parametric and semiparametric estimation problems, we consider the Bernstein-von Mises theorem (see, e.g., Le Cam and Yang (1990)) and generalize it to (LAN) regular and (LAE) irregular semiparametric estimation problems. We formulate a version of the semiparametric Bernstein-von Mises theorem that does not depend on least-favourable submodels, thus bypassing the most restrictive condition in the presentation of Bickel and Kleijn (2012). The results are applied to the (regular) estimation of the linear coefficient in partial linear regression (with a Gaussian nuisance prior) and of the kernel bandwidth in a model of normal location mixtures (with a Dirichlet nuisance prior), as well as the (irregular) estimation of the boundary of the support of a monotone family of densities (with a Gaussian nuisance prior).Comment: 47 pp., 1 figure, submitted for publication. arXiv admin note: substantial text overlap with arXiv:1007.017

    CARBayes: an R package for Bayesian spatial modeling with conditional autoregressive priors

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    Conditional autoregressive models are commonly used to represent spatial autocorrelation in data relating to a set of non-overlapping areal units, which arise in a wide variety of applications including agriculture, education, epidemiology and image analysis. Such models are typically specified in a hierarchical Bayesian framework, with inference based on Markov chain Monte Carlo (MCMC) simulation. The most widely used software to fit such models is WinBUGS or OpenBUGS, but in this paper we introduce the R package CARBayes. The main advantage of CARBayes compared with the BUGS software is its ease of use, because: (1) the spatial adjacency information is easy to specify as a binary neighbourhood matrix; and (2) given the neighbourhood matrix the models can be implemented by a single function call in R. This paper outlines the general class of Bayesian hierarchical models that can be implemented in the CARBayes software, describes their implementation via MCMC simulation techniques, and illustrates their use with two worked examples in the fields of house price analysis and disease mapping

    Fundamental remote sensing science research program. Part 1: Status report of the mathematical pattern recognition and image analysis project

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    The Mathematical Pattern Recognition and Image Analysis (MPRIA) Project is concerned with basic research problems related to the study of the Earth from remotely sensed measurement of its surface characteristics. The program goal is to better understand how to analyze the digital image that represents the spatial, spectral, and temporal arrangement of these measurements for purposing of making selected inference about the Earth

    The semiparametric Bernstein-von Mises theorem

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    In a smooth semiparametric estimation problem, the marginal posterior for the parameter of interest is expected to be asymptotically normal and satisfy frequentist criteria of optimality if the model is endowed with a suitable prior. It is shown that, under certain straightforward and interpretable conditions, the assertion of Le Cam's acclaimed, but strictly parametric, Bernstein-von Mises theorem [Univ. California Publ. Statist. 1 (1953) 277-329] holds in the semiparametric situation as well. As a consequence, Bayesian point-estimators achieve efficiency, for example, in the sense of H\'{a}jek's convolution theorem [Z. Wahrsch. Verw. Gebiete 14 (1970) 323-330]. The model is required to satisfy differentiability and metric entropy conditions, while the nuisance prior must assign nonzero mass to certain Kullback-Leibler neighborhoods [Ghosal, Ghosh and van der Vaart Ann. Statist. 28 (2000) 500-531]. In addition, the marginal posterior is required to converge at parametric rate, which appears to be the most stringent condition in examples. The results are applied to estimation of the linear coefficient in partial linear regression, with a Gaussian prior on a smoothness class for the nuisance.Comment: Published in at http://dx.doi.org/10.1214/11-AOS921 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org
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