The GstLAL Search Analysis Methods for Compact Binary Mergers in Advanced LIGO's Second and Advanced Virgo's First Observing Runs

After their successful first observing run (September 12, 2015 - January 12, 2016), the Advanced LIGO detectors were upgraded to increase their sensitivity for the second observing run (November 30, 2016 - August 26, 2017). The Advanced Virgo detector joined the second observing run on August 1, 2017. We discuss the updates that happened during this period in the GstLAL-based inspiral pipeline, which is used to detect gravitational waves from the coalescence of compact binaries both in low latency and an offline configuration. These updates include deployment of a zero-latency whitening filter to reduce the over-all latency of the pipeline by up to 32 seconds, incorporation of the Virgo data stream in the analysis, introduction of a single-detector search to analyze data from the periods when only one of the detectors is running, addition of new parameters to the likelihood ratio ranking statistic, increase in the parameter space of the search, and introduction of a template mass-dependent glitch-excision thresholding method.Comment: 12 pages, 7 figures, to be submitted to Phys. Rev. D, comments welcom

Optimizing gravitational-wave searches for a population of coalescing binaries: Intrinsic parameters

We revisit the problem of searching for gravitational waves from inspiralling compact binaries in Gaussian coloured noise. For binaries with quasicircular orbits and non-precessing component spins, considering dominant mode emission only, if the intrinsic parameters of the binary are known then the optimal statistic for a single detector is the well-known two-phase matched filter. However, the matched filter signal-to-noise ratio is /not/ in general an optimal statistic for an astrophysical population of signals, since their distribution over the intrinsic parameters will almost certainly not mirror that of noise events, which is determined by the (Fisher) information metric. Instead, the optimal statistic for a given astrophysical distribution will be the Bayes factor, which we approximate using the output of a standard template matched filter search. We then quantify the possible improvement in number of signals detected for various populations of non-spinning binaries: for a distribution of signals uniformly distributed in volume and with component masses distributed uniformly over the range $1\leq m_{1,2}/M_\odot\leq 24$, $(m_1+m_2) /M_\odot\leq 25$ at fixed expected SNR, we find $\gtrsim 20\%$ more signals at a false alarm threshold of $10^{-6}\,$Hz in a single detector. The method may easily be generalized to binaries with non-precessing spins.Comment: Version accepted by Phys. Rev.

A burst search for gravitational waves from binary black holes

Compact binary coalescence (CBC) is one of the most promising sources of gravitational waves. These sources are usually searched for with matched filters which require accurate calculation of the GW waveforms and generation of large template banks. We present a complementary search technique based on algorithms used in un-modeled searches. Initially designed for detection of un-modeled bursts, which can span a very large set of waveform morphologies, the search algorithm presented here is constrained for targeted detection of the smaller subset of CBC signals. The constraint is based on the assumption of elliptical polarisation for signals received at the detector. We expect that the algorithm is sensitive to CBC signals in a wide range of masses, mass ratios, and spin parameters. In preparation for the analysis of data from the fifth LIGO-Virgo science run (S5), we performed preliminary studies of the algorithm on test data. We present the sensitivity of the search to different types of simulated CBC waveforms. Also, we discuss how to extend the results of the test run into a search over all of the current LIGO-Virgo data set.Comment: 12 pages, 4 figures, 2 tables, submitted for publication in CQG in the special issue for the conference proceedings of GWDAW13; corrected some typos, addressed some minor reviewer comments one section restructured and references updated and correcte

Toward Early-Warning Detection of Gravitational Waves from Compact Binary Coalescence

Rapid detection of compact binary coalescence (CBC) with a network of advanced gravitational-wave detectors will offer a unique opportunity for multi-messenger astronomy. Prompt detection alerts for the astronomical community might make it possible to observe the onset of electromagnetic emission from (CBC). We demonstrate a computationally practical filtering strategy that could produce early-warning triggers before gravitational radiation from the final merger has arrived at the detectors.Comment: 16 pages, 7 figures, published in ApJ. Reformatted preprint with emulateap

The PyCBC search for gravitational waves from compact binary coalescence

We describe the PyCBC search for gravitational waves from compact-object binary coalescences in advanced gravitational-wave detector data. The search was used in the first Advanced LIGO observing run and unambiguously identified two black hole binary mergers, GW150914 and GW151226. At its core, the PyCBC search performs a matched-filter search for binary merger signals using a bank of gravitational-wave template waveforms. We provide a complete description of the search pipeline including the steps used to mitigate the effects of noise transients in the data, identify candidate events and measure their statistical significance. The analysis is able to measure false-alarm rates as low as one per million years, required for confident detection of signals. Using data from initial LIGO's sixth science run, we show that the new analysis reduces the background noise in the search, giving a 30% increase in sensitive volume for binary neutron star systems over previous searches.Comment: 29 pages, 7 figures, accepted by Classical and Quantum Gravit

On the lease rate, convenience yield and speculative effects in the gold futures market

By examining data on the gold forward offered rate (GOFO) and lease rates over the period 1996- 2009, we conclude that the convenience yield of gold is better approximated by the lease rate than the interest-adjusted spread of Fama & French (1983). Using the latter quantity, we study the relationship between gold leasing and the level of COMEX discretionary inventory and exhibit that lease rates are negatively related to inventories. We also show that Futures prices have increasingly exceeded forward prices over the period, and this effect increases with the speculative pressure and the maturity of the contracts

Detecting gravitational waves from inspiraling binaries with a network of detectors : coherent versus coincident strategies

We compare two strategies of multi-detector detection of compact binary inspiral signals, namely, the coincidence and the coherent. For simplicity we consider here two identical detectors having the same power spectral density of noise, that of initial LIGO, located in the same place and having the same orientation. We consider the cases of independent noise as well as that of correlated noise. The coincident strategy involves separately making two candidate event lists, one for each detector, and from these choosing those pairs of events from the two lists which lie within a suitable parameter window, which then are called as coincidence detections. The coherent strategy on the other hand involves combining the data phase coherently, so as to obtain a single network statistic which is then compared with a single threshold. Here we attempt to shed light on the question as to which strategy is better. We compare the performances of the two methods by plotting the Receiver Operating Characteristics (ROC) for the two strategies. Several of the results are obtained analytically in order to gain insight. Further we perform numerical simulations in order to determine certain parameters in the analytic formulae and thus obtain the final complete results. We consider here several cases from the relatively simple to the astrophysically more relevant in order to establish our results. The bottom line is that the coherent strategy although more computationally expensive in general than the coincidence strategy, is superior to the coincidence strategy - considerably less false dismissal probability for the same false alarm probability in the viable false alarm regime.Comment: 18 pages, 10 figures, typo correcte

Early Warning Models for Banking Supervision in Romania

In this paper we propose an early warning system for the Romanian banking sector, as an addition to the standardized CAAMPL rating system used by the National Bank of Romania for assessing the local credit institutions. We aim to find the determinants for downgrades as well as for a bank to have a weak overall position, to estimate the respective probabilities and to be able to perform rating predictions. Having this purpose, we build two models with binary dependent variables and one ordered logistic model that accounts for all possible future ratings. One result is that indicators for current position, market share, profitability and assets quality determine rating downgrades, whereas capital adequacy, liquidity and macroeconomic environment are not represented in the model. Banks that will have a weak overall position in one year can be predicted using also indicators for current position, market share, profitability and assets quality, as well as, in this case, capital adequacy and macroeconomic environment, the latter only for the binary dependent variable model, leaving liquidity indicators out again. Based on the ordered logistic model’s capacity for rating prediction, we estimated one year horizon scores and ratings for each bank and we aggregated these results for predicting a measure of assessing the local banking sector as a whole.early warning system, CAAMPL rating system