Random template placement and prior information

In signal detection problems, one is usually faced with the task of searching a parameter space for peaks in the likelihood function which indicate the presence of a signal. Random searches have proven to be very efficient as well as easy to implement, compared e.g. to searches along regular grids in parameter space. Knowledge of the parameterised shape of the signal searched for adds structure to the parameter space, i.e., there are usually regions requiring to be densely searched while in other regions a coarser search is sufficient. On the other hand, prior information identifies the regions in which a search will actually be promising or may likely be in vain. Defining specific figures of merit allows one to combine both template metric and prior distribution and devise optimal sampling schemes over the parameter space. We show an example related to the gravitational wave signal from a binary inspiral event. Here the template metric and prior information are particularly contradictory, since signals from low-mass systems tolerate the least mismatch in parameter space while high-mass systems are far more likely, as they imply a greater signal-to-noise ratio (SNR) and hence are detectable to greater distances. The derived sampling strategy is implemented in a Markov chain Monte Carlo (MCMC) algorithm where it improves convergence.Comment: Proceedings of the 8th Edoardo Amaldi Conference on Gravitational Waves. 7 pages, 4 figure

A change-point problem and inference for segment signals

We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that indicates whether that point belongs to an unknown segment and this label is contaminated with noise. The endpoints of the unknown segment are the change-points. We study the minimal size of the segment which allows statistical detection in different scenarios, including when the endpoints are separated from the boundary of the domain of the design, or when they are separated from one another. We compare this minimal size with the minimax rates of convergence for estimation of the segment under the same scenarios. The aim of this extensive study of a simple yet fundamental version of the change-point problem is twofold: Understanding the impact of the location and the separation of the change points on detection and estimation and bringing insights about the estimation and detection of convex bodies in higher dimensions.Comment: arXiv admin note: substantial text overlap with arXiv:1404.622

Convex set detection

We address the problem of one dimensional segment detection and estimation, in a regression setup. At each point of a fixed or random design, one observes whether that point belongs to the unknown segment or not, up to some additional noise. We try to understand what the minimal size of the segment is so it can be accurately seen by some statistical procedure, and how this minimal size depends on some a priori knowledge about the location of the unknown segment

Matched Filtering of Numerical Relativity Templates of Spinning Binary Black Holes

Tremendous progress has been made towards the solution of the binary-black-hole problem in numerical relativity. The waveforms produced by numerical relativity will play a role in gravitational wave detection as either test-beds for analytic template banks or as template banks themselves. As the parameter space explored by numerical relativity expands, the importance of quantifying the effect that each parameter has on first the detection of gravitational waves and then the parameter estimation of their sources increases. In light of this, we present a study of equal-mass, spinning binary-black-hole evolutions through matched filtering techniques commonly used in data analysis. We study how the match between two numerical waveforms varies with numerical resolution, initial angular momentum of the black holes and the inclination angle between the source and the detector. This study is limited by the fact that the spinning black-hole-binaries are oriented axially and the waveforms only contain approximately two and a half orbits before merger. We find that for detection purposes, spinning black holes require the inclusion of the higher harmonics in addition to the dominant mode, a condition that becomes more important as the black-hole-spins increase. In addition, we conduct a preliminary investigation of how well a template of fixed spin and inclination angle can detect target templates of arbitrary spin and inclination for the axial case considered here

Minimax rank estimation for subspace tracking

Rank estimation is a classical model order selection problem that arises in a variety of important statistical signal and array processing systems, yet is addressed relatively infrequently in the extant literature. Here we present sample covariance asymptotics stemming from random matrix theory, and bring them to bear on the problem of optimal rank estimation in the context of the standard array observation model with additive white Gaussian noise. The most significant of these results demonstrates the existence of a phase transition threshold, below which eigenvalues and associated eigenvectors of the sample covariance fail to provide any information on population eigenvalues. We then develop a decision-theoretic rank estimation framework that leads to a simple ordered selection rule based on thresholding; in contrast to competing approaches, however, it admits asymptotic minimax optimality and is free of tuning parameters. We analyze the asymptotic performance of our rank selection procedure and conclude with a brief simulation study demonstrating its practical efficacy in the context of subspace tracking.Comment: 10 pages, 4 figures; final versio