Gravitational-Wave Data Analysis. Formalism and Sample Applications: The Gaussian Case

The article reviews the statistical theory of signal detection in application to analysis of deterministic gravitational-wave signals in the noise of a detector. Statistical foundations for the theory of signal detection and parameter estimation are presented. Several tools needed for both theoretical evaluation of the optimal data analysis methods and for their practical implementation are introduced. They include optimal signal-to-noise ratio, Fisher matrix, false alarm and detection probabilities, \F-statistic, template placement, and fitting factor. These tools apply to the case of signals buried in a stationary and Gaussian noise. Algorithms to efficiently implement the optimal data analysis techniques are discussed. Formulas are given for a general gravitational-wave signal that includes as special cases most of the deterministic signals of interest.Comment: Revised version of 2006-07-26; published version available at http://www.livingreviews.org/lrr-2005-

A constructive and unifying framework for zero-bit watermarking

In the watermark detection scenario, also known as zero-bit watermarking, a watermark, carrying no hidden message, is inserted in content. The watermark detector checks for the presence of this particular weak signal in content. The article looks at this problem from a classical detection theory point of view, but with side information enabled at the embedding side. This means that the watermark signal is a function of the host content. Our study is twofold. The first step is to design the best embedding function for a given detection function, and the best detection function for a given embedding function. This yields two conditions, which are mixed into one `fundamental' partial differential equation. It appears that many famous watermarking schemes are indeed solution to this `fundamental' equation. This study thus gives birth to a constructive framework unifying solutions, so far perceived as very different.Comment: submitted to IEEE Trans. on Information Forensics and Securit

Detecting Baryon Acoustic Oscillations

Baryon Acoustic Oscillations are a feature imprinted in the galaxy distribution by acoustic waves traveling in the plasma of the early universe. Their detection at the expected scale in large-scale structures strongly supports current cosmological models with a nearly linear evolution from redshift approximately 1000, and the existence of dark energy. Besides, BAOs provide a standard ruler for studying cosmic expansion. In this paper we focus on methods for BAO detection using the correlation function measurement. For each method, we want to understand the tested hypothesis (the hypothesis H0 to be rejected) and the underlying assumptions. We first present wavelet methods which are mildly model-dependent and mostly sensitive to the BAO feature. Then we turn to fully model-dependent methods. We present the most often used method based on the chi^2 statistic, but we find it has limitations. In general the assumptions of the chi^2 method are not verified, and it only gives a rough estimate of the significance. The estimate can become very wrong when considering more realistic hypotheses, where the covariance matrix of the measurement depends on cosmological parameters. Instead we propose to use a new method based on two modifications: we modify the procedure for computing the significance and make it rigorous, and we modify the statistic to obtain better results in the case of varying covariance matrix. We verify with simulations that correct significances are different from the ones obtained using the classical chi^2 procedure. We also test a simple example of varying covariance matrix. In this case we find that our modified statistic outperforms the classical chi^2 statistic when both significances are correctly computed. Finally we find that taking into account variations of the covariance matrix can change both BAO detection levels and cosmological parameter constraints

A time-frequency based method for the detection and tracking of multiple non-linearly modulated components with births and deaths

International audienceThe estimation of the components which contain the characteristics of a signal attracts great attention in many real world applications. In this paper, we address the problem of the tracking of multiple signal components over discrete time series. We propose an algorithm to first detect the components from a given time-frequency distribution and then to track them automatically. In the first place, the peaks corresponding to the signal components are detected using the statistical properties of the spectral estimator. Then, an original classifier is proposed to automatically track the detected peaks in order to build components over time. This classifier is based on a total divergence matrix computed from a peak-component divergence matrix that takes account of both amplitude and frequency information. The peak-component pairs are matched automatically from this divergence matrix. We propose a stochastic discrimination rule to decide upon the acceptance of the peak-component pairs. In this way, the algorithm can estimate the number, the amplitude and frequency modulation functions, and the births and the deaths of the components without any limitation on the number of components. The performance of the proposed method, a post-processing of a time-frequency distribution is validated on simulated signals under different parameter sets. The method is also applied to 4 real-world signals as a proof of its applicability. Index Terms—Time-frequency domain, multicomponent, peak detection, component tracking, amplitude and frequency modulation , nonlinear, nonstationary, births and death