A Bayesian Periodogram Finds Evidence for Three Planets in 47 Ursae Majoris

A Bayesian analysis of 47 Ursae Majoris (47 UMa) radial velocity data confirms and refines the properties of two previously reported planets with periods of 1079 and 2325 days and finds evidence for an additional long period planet with a period of approximately 10000 days. The three planet model is found to be 10^5 times more probable than the next most probable model which is a two planet model. The nonlinear model fitting is accomplished with a new hybrid Markov chain Monte Carlo (HMCMC) algorithm which incorporates parallel tempering, simulated annealing and genetic crossover operations. Each of these features facilitate the detection of a global minimum in chi-squared. By combining all three, the HMCMC greatly increases the probability of realizing this goal. When applied to the Kepler problem it acts as a powerful multi-planet Kepler periodogram. The measured periods are 1078 \pm 2, 2391{+100}{-87}, and 14002{+4018}{-5095}d, and the corresponding eccentricities are 0.032 \pm 0.014, 0.098{+.047}{-.096}, and 0.16{+.09}{-.16}. The results favor low eccentricity orbits for all three. Assuming the three signals (each one consistent with a Keplerian orbit) are caused by planets, the corresponding limits on planetary mass (M sin i) and semi-major axis are (2.53{+.07}{-.06}MJ, 2.10\pm0.02au), (0.54\pm0.07MJ, 3.6\pm0.1au), and (1.6{+0.3}{-0.5}MJ, 11.6{+2.1}{-2.9}au), respectively. We have also characterized a noise induced eccentricity bias and designed a correction filter that can be used as an alternate prior for eccentricity, to enhance the detection of planetary orbits of low or moderate eccentricity

A Bayesian method for detecting stellar flares

We present a Bayesian-odds-ratio-based algorithm for detecting stellar flares in light curve data. We assume flares are described by a model in which there is a rapid rise with a half-Gaussian profile, followed by an exponential decay. Our signal model also contains a polynomial background model. This is required to fit underlying light curve variations that are expected in the data, which could otherwise partially mimic a flare. We characterise the false alarm probability and efficiency of this method and compare it with a simpler thresholding method based on that used in Walkowicz et al (2011). We find our method has a significant increase in detection efficiency for low signal-to-noise ratio (S/N) flares. For a conservative false alarm probability our method can detect 95% of flares with S/N less than ~20, as compared to S/N of ~25 for the simpler method. As an example we have applied our method to a selection of stars in Kepler Quarter 1 data. The method finds 687 flaring stars with a total of 1873 flares after vetos have been applied. For these flares we have characterised their durations and and signal-to-noise ratios.Comment: Accepted for MNRAS. The code used for the analysis can be found at https://github.com/BayesFlare/bayesflare/releases/tag/v1.0.

Fast Exact Bayesian Inference for Sparse Signals in the Normal Sequence Model

We consider exact algorithms for Bayesian inference with model selection priors (including spike-and-slab priors) in the sparse normal sequence model. Because the best existing exact algorithm becomes numerically unstable for sample sizes over n=500, there has been much attention for alternative approaches like approximate algorithms (Gibbs sampling, variational Bayes, etc.), shrinkage priors (e.g. the Horseshoe prior and the Spike-and-Slab LASSO) or empirical Bayesian methods. However, by introducing algorithmic ideas from online sequential prediction, we show that exact calculations are feasible for much larger sample sizes: for general model selection priors we reach n=25000, and for certain spike-and-slab priors we can easily reach n=100000. We further prove a de Finetti-like result for finite sample sizes that characterizes exactly which model selection priors can be expressed as spike-and-slab priors. The computational speed and numerical accuracy of the proposed methods are demonstrated in experiments on simulated data, on a differential gene expression data set, and to compare the effect of multiple hyper-parameter settings in the beta-binomial prior. In our experimental evaluation we compute guaranteed bounds on the numerical accuracy of all new algorithms, which shows that the proposed methods are numerically reliable whereas an alternative based on long division is not

Bayesian Lattice Filters for Time-Varying Autoregression and Time-Frequency Analysis

Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a wide range of processes is a subject of ongoing interest. We propose a novel approach to model-based time-frequency estimation using time-varying autoregressive models. In this context, we take a fully Bayesian approach and allow both the autoregressive coefficients and innovation variance to vary over time. Importantly, our estimation method uses the lattice filter and is cast within the partial autocorrelation domain. The marginal posterior distributions are of standard form and, as a convenient by-product of our estimation method, our approach avoids undesirable matrix inversions. As such, estimation is extremely computationally efficient and stable. To illustrate the effectiveness of our approach, we conduct a comprehensive simulation study that compares our method with other competing methods and find that, in most cases, our approach performs superior in terms of average squared error between the estimated and true time-varying spectral density. Lastly, we demonstrate our methodology through three modeling applications; namely, insect communication signals, environmental data (wind components), and macroeconomic data (US gross domestic product (GDP) and consumption).Comment: 49 pages, 16 figure