Detection Strategies for Extreme Mass Ratio Inspirals

The capture of compact stellar remnants by galactic black holes provides a unique laboratory for exploring the near horizon geometry of the Kerr spacetime, or possible departures from general relativity if the central cores prove not to be black holes. The gravitational radiation produced by these Extreme Mass Ratio Inspirals (EMRIs) encodes a detailed map of the black hole geometry, and the detection and characterization of these signals is a major scientific goal for the LISA mission. The waveforms produced are very complex, and the signals need to be coherently tracked for hundreds to thousands of cycles to produce a detection, making EMRI signals one of the most challenging data analysis problems in all of gravitational wave astronomy. Estimates for the number of templates required to perform an exhaustive grid-based matched-filter search for these signals are astronomically large, and far out of reach of current computational resources. Here I describe an alternative approach that employs a hybrid between Genetic Algorithms and Markov Chain Monte Carlo techniques, along with several time saving techniques for computing the likelihood function. This approach has proven effective at the blind extraction of relatively weak EMRI signals from simulated LISA data sets.Comment: 10 pages, 4 figures, Updated for LISA 8 Symposium Proceeding

Scalable Approach to Uncertainty Quantification and Robust Design of Interconnected Dynamical Systems

Development of robust dynamical systems and networks such as autonomous aircraft systems capable of accomplishing complex missions faces challenges due to the dynamically evolving uncertainties coming from model uncertainties, necessity to operate in a hostile cluttered urban environment, and the distributed and dynamic nature of the communication and computation resources. Model-based robust design is difficult because of the complexity of the hybrid dynamic models including continuous vehicle dynamics, the discrete models of computations and communications, and the size of the problem. We will overview recent advances in methodology and tools to model, analyze, and design robust autonomous aerospace systems operating in uncertain environment, with stress on efficient uncertainty quantification and robust design using the case studies of the mission including model-based target tracking and search, and trajectory planning in uncertain urban environment. To show that the methodology is generally applicable to uncertain dynamical systems, we will also show examples of application of the new methods to efficient uncertainty quantification of energy usage in buildings, and stability assessment of interconnected power networks

Adaptive Multiple Importance Sampling for Gaussian Processes

In applications of Gaussian processes where quantification of uncertainty is a strict requirement, it is necessary to accurately characterize the posterior distribution over Gaussian process covariance parameters. Normally, this is done by means of standard Markov chain Monte Carlo (MCMC) algorithms. Motivated by the issues related to the complexity of calculating the marginal likelihood that can make MCMC algorithms inefficient, this paper develops an alternative inference framework based on Adaptive Multiple Importance Sampling (AMIS). This paper studies the application of AMIS in the case of a Gaussian likelihood, and proposes the Pseudo-Marginal AMIS for non-Gaussian likelihoods, where the marginal likelihood is unbiasedly estimated. The results suggest that the proposed framework outperforms MCMC-based inference of covariance parameters in a wide range of scenarios and remains competitive for moderately large dimensional parameter spaces.Comment: 27 page

A Bayesian Approach to the Detection Problem in Gravitational Wave Astronomy

The analysis of data from gravitational wave detectors can be divided into three phases: search, characterization, and evaluation. The evaluation of the detection - determining whether a candidate event is astrophysical in origin or some artifact created by instrument noise - is a crucial step in the analysis. The on-going analyses of data from ground based detectors employ a frequentist approach to the detection problem. A detection statistic is chosen, for which background levels and detection efficiencies are estimated from Monte Carlo studies. This approach frames the detection problem in terms of an infinite collection of trials, with the actual measurement corresponding to some realization of this hypothetical set. Here we explore an alternative, Bayesian approach to the detection problem, that considers prior information and the actual data in hand. Our particular focus is on the computational techniques used to implement the Bayesian analysis. We find that the Parallel Tempered Markov Chain Monte Carlo (PTMCMC) algorithm is able to address all three phases of the anaylsis in a coherent framework. The signals are found by locating the posterior modes, the model parameters are characterized by mapping out the joint posterior distribution, and finally, the model evidence is computed by thermodynamic integration. As a demonstration, we consider the detection problem of selecting between models describing the data as instrument noise, or instrument noise plus the signal from a single compact galactic binary. The evidence ratios, or Bayes factors, computed by the PTMCMC algorithm are found to be in close agreement with those computed using a Reversible Jump Markov Chain Monte Carlo algorithm.Comment: 19 pages, 12 figures, revised to address referee's comment

Bayesian methods and optimal experimental design for gene mapping by radiation hybrids

Radiation hybrid mapping is a somatic cell technique for ordering human loci along a chromosome and estimating the physical distance between adjacent loci. The present paper considers a realistic model of fragment generation and retention. This model assumes that fragments are generated in the ancestral cell of a clone according to a Poisson breakage process along the chromosome. Once generated, fragments are independently retained in the clone with a common retention probability. Based on this and less restrictive models, statistical criteria such as minimum obligate breaks, maximum likelihood, and Bayesian posterior probabilities can be used to decide order. Distances can be estimated by either maximum likelihood or Bayesian posterior means. The model also permits rational design of radiation dose for optimal statistical precision. A brief examination of some real data illustrates our criteria and computational algorithms.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/65749/1/j.1469-1809.1992.tb01139.x.pd

Stability Analysis of Jump-Linear Systems Driven by Finite-State Machines with Markovian Inputs

A control system with a fault recovery mechanism in the feedback loop and with faults occurring in a non-deterministic manner can be modeled as a class of hybrid systems, i.e., a dynamical system switched by a finite-state machine or an automaton. When the plant and controller are linear, such a system can be modeled as a jump-linear system driven by a finite-state machine with a random input process. Such fault recovery mechanisms are found in flight control systems and distributed control systems with communication networks. In these critical applications, closed-loop stability of the system in the presence of fault recoveries becomes an important issue. Finite-state machines as mathematical constructs are widely used by computer scientists to model and analyze algorithms. In particular, fault recovery mechanisms that are implemented in hardware with logic based circuits and finite memory can be modeled appropriately with finite-state machines. In this thesis, mathematical tools are developed to determine the mean-square stability of a closed-loop system, modeled as a jump-linear system in series with a finite-state machine driven by a random process. The random input process is in general assumed to be any r-th order Markov process, where r ≥ 0. While stability tests for a jump-linear system with a Markovian switching rule are well known, the main contribution of the present work arises from the fact that output of a finite-state machine driven by a Markov process is in general not Markovian. Therefore, new stability analysis tools are provided for this class of systems and demonstrated through Monte Carlo simulations