Joint segmentation of multivariate astronomical time series : bayesian sampling with a hierarchical model

Astronomy and other sciences often face the problem of detecting and characterizing structure in two or more related time series. This paper approaches such problems using Bayesian priors to represent relationships between signals with various degrees of certainty, and not just rigid constraints. The segmentation is conducted by using a hierarchical Bayesian approach to a piecewise constant Poisson rate model. A Gibbs sampling strategy allows joint estimation of the unknown parameters and hyperparameters. Results obtained with synthetic and real photon counting data illustrate the performance of the proposed algorithm

Search for astro-gravity correlations

A new approach in the gravitational wave experiment is considered. In addition to the old method of searching for coincident reactions of two separated gravitational antennae it was proposed to seek perturbations of the gravitational detector noise background correlated with astrophysical events such as neutrino and gamma ray bursts which can be relaibly registered by correspondent sensors. A general algorithm for this approach is developed. Its efficiency is demonstrated in reanalysis of the old data concerning the phenomenon of neutrino-gravity correlation registered during of SN1987A explosion.Comment: 29 pages (LaTeX), 4 figures (EPS

Asymptotic Properties of Bayes Risk of a General Class of Shrinkage Priors in Multiple Hypothesis Testing Under Sparsity

Consider the problem of simultaneous testing for the means of independent normal observations. In this paper, we study some asymptotic optimality properties of certain multiple testing rules induced by a general class of one-group shrinkage priors in a Bayesian decision theoretic framework, where the overall loss is taken as the number of misclassified hypotheses. We assume a two-groups normal mixture model for the data and consider the asymptotic framework adopted in Bogdan et al. (2011) who introduced the notion of asymptotic Bayes optimality under sparsity in the context of multiple testing. The general class of one-group priors under study is rich enough to include, among others, the families of three parameter beta, generalized double Pareto priors, and in particular the horseshoe, the normal-exponential-gamma and the Strawderman-Berger priors. We establish that within our chosen asymptotic framework, the multiple testing rules under study asymptotically attain the risk of the Bayes Oracle up to a multiplicative factor, with the constant in the risk close to the constant in the Oracle risk. This is similar to a result obtained in Datta and Ghosh (2013) for the multiple testing rule based on the horseshoe estimator introduced in Carvalho et al. (2009, 2010). We further show that under very mild assumption on the underlying sparsity parameter, the induced decision rules based on an empirical Bayes estimate of the corresponding global shrinkage parameter proposed by van der Pas et al. (2014), attain the optimal Bayes risk up to the same multiplicative factor asymptotically. We provide a unifying argument applicable for the general class of priors under study. In the process, we settle a conjecture regarding optimality property of the generalized double Pareto priors made in Datta and Ghosh (2013). Our work also shows that the result in Datta and Ghosh (2013) can be improved further

Probabilistic expert systems for handling artifacts in complex DNA mixtures

This paper presents a coherent probabilistic framework for taking account of allelic dropout, stutter bands and silent alleles when interpreting STR DNA profiles from a mixture sample using peak size information arising from a PCR analysis. This information can be exploited for evaluating the evidential strength for a hypothesis that DNA from a particular person is present in the mixture. It extends an earlier Bayesian network approach that ignored such artifacts. We illustrate the use of the extended network on a published casework example