Towards low-latency real-time detection of gravitational waves from compact binary coalescences in the era of advanced detectors

Electromagnetic (EM) follow-up observations of gravitational wave (GW) events will help shed light on the nature of the sources, and more can be learned if the EM follow-ups can start as soon as the GW event becomes observable. In this paper, we propose a computationally efficient time-domain algorithm capable of detecting gravitational waves (GWs) from coalescing binaries of compact objects with nearly zero time delay. In case when the signal is strong enough, our algorithm also has the flexibility to trigger EM observation before the merger. The key to the efficiency of our algorithm arises from the use of chains of so-called Infinite Impulse Response (IIR) filters, which filter time-series data recursively. Computational cost is further reduced by a template interpolation technique that requires filtering to be done only for a much coarser template bank than otherwise required to sufficiently recover optimal signal-to-noise ratio. Towards future detectors with sensitivity extending to lower frequencies, our algorithm's computational cost is shown to increase rather insignificantly compared to the conventional time-domain correlation method. Moreover, at latencies of less than hundreds to thousands of seconds, this method is expected to be computationally more efficient than the straightforward frequency-domain method.Comment: 19 pages, 6 figures, for PR

HMM based scenario generation for an investment optimisation problem

This is the post-print version of the article. The official published version can be accessed from the link below - Copyright @ 2012 Springer-Verlag.The Geometric Brownian motion (GBM) is a standard method for modelling financial time series. An important criticism of this method is that the parameters of the GBM are assumed to be constants; due to this fact, important features of the time series, like extreme behaviour or volatility clustering cannot be captured. We propose an approach by which the parameters of the GBM are able to switch between regimes, more precisely they are governed by a hidden Markov chain. Thus, we model the financial time series via a hidden Markov model (HMM) with a GBM in each state. Using this approach, we generate scenarios for a financial portfolio optimisation problem in which the portfolio CVaR is minimised. Numerical results are presented.This study was funded by NET ACE at OptiRisk Systems

Summed Parallel Infinite Impulse Response (SPIIR) Filters For Low-Latency Gravitational Wave Detection

With the upgrade of current gravitational wave detectors, the first detection of gravitational wave signals is expected to occur in the next decade. Low-latency gravitational wave triggers will be necessary to make fast follow-up electromagnetic observations of events related to their source, e.g., prompt optical emission associated with short gamma-ray bursts. In this paper we present a new time-domain low-latency algorithm for identifying the presence of gravitational waves produced by compact binary coalescence events in noisy detector data. Our method calculates the signal to noise ratio from the summation of a bank of parallel infinite impulse response (IIR) filters. We show that our summed parallel infinite impulse response (SPIIR) method can retrieve the signal to noise ratio to greater than 99% of that produced from the optimal matched filter. We emphasise the benefits of the SPIIR method for advanced detectors, which will require larger template banks.Comment: 9 pages, 6 figures, for PR

Generalized iterated wreath products of cyclic groups and rooted trees correspondence

Consider the generalized iterated wreath product $\mathbb{Z}_{r_1}\wr \mathbb{Z}_{r_2}\wr \ldots \wr \mathbb{Z}_{r_k}$ where $r_i \in \mathbb{N}$. We prove that the irreducible representations for this class of groups are indexed by a certain type of rooted trees. This provides a Bratteli diagram for the generalized iterated wreath product, a simple recursion formula for the number of irreducible representations, and a strategy to calculate the dimension of each irreducible representation. We calculate explicitly fast Fourier transforms (FFT) for this class of groups, giving literature's fastest FFT upper bound estimate.Comment: 15 pages, to appear in Advances in the Mathematical Science

Design techniques for two-dimensional digital filters

Abstract-The theory for designing finite-duration impulse response (FIR) digital filters can readily be extended to two or more dimensions. Using linear programming techniques, both frequency sampling and optimal ( i n the sense of Chebyshev approximation over closed compact sets) two-dimensional filters have been successfully designed. Computational considerations have limited the filter impulse response durations (in samples) to 25 by 25 in the frequency sampling case, and to 9 by 9 in the optimal design case. However, within these restrictions, a large number of filters have been investigated. Several of the issues involved in designing two-dimensional digital filters are discussed

Using Markov Models and Statistics to Learn, Extract, Fuse, and Detect Patterns in Raw Data

Many systems are partially stochastic in nature. We have derived data driven approaches for extracting stochastic state machines (Markov models) directly from observed data. This chapter provides an overview of our approach with numerous practical applications. We have used this approach for inferring shipping patterns, exploiting computer system side-channel information, and detecting botnet activities. For contrast, we include a related data-driven statistical inferencing approach that detects and localizes radiation sources.Comment: Accepted by 2017 International Symposium on Sensor Networks, Systems and Securit

Cleaning sky survey databases using Hough Transform and Renewal String approaches

Large astronomical databases obtained from sky surveys such as the SuperCOSMOS Sky Survey (SSS) invariably suffer from spurious records coming from artefactual effects of the telescope, satellites and junk objects in orbit around earth and physical defects on the photographic plate or CCD. Though relatively small in number these spurious records present a significant problem in many situations where they can become a large proportion of the records potentially of interest to a given astronomer. Accurate and robust techniques are needed for locating and flagging such spurious objects, and we are undertaking a programme investigating the use of machine learning techniques in this context. In this paper we focus on the four most common causes of unwanted records in the SSS: satellite or aeroplane tracks, scratches, fibres and other linear phenomena introduced to the plate, circular halos around bright stars due to internal reflections within the telescope and diffraction spikes near to bright stars. Appropriate techniques are developed for the detection of each of these. The methods are applied to the SSS data to develop a dataset of spurious object detections, along with confidence measures, which can allow these unwanted data to be removed from consideration. These methods are general and can be adapted to other astronomical survey data.Comment: Accepted for MNRAS. 17 pages, latex2e, uses mn2e.bst, mn2e.cls, md706.bbl, shortbold.sty (all included). All figures included here as low resolution jpegs. A version of this paper including the figures can be downloaded from http://www.anc.ed.ac.uk/~amos/publications.html and more details on this project can be found at http://www.anc.ed.ac.uk/~amos/sattrackres.htm

Automated user modeling for personalized digital libraries

Digital libraries (DL) have become one of the most typical ways of accessing any kind of digitalized information. Due to this key role, users welcome any improvements on the services they receive from digital libraries. One trend used to improve digital services is through personalization. Up to now, the most common approach for personalization in digital libraries has been user-driven. Nevertheless, the design of efficient personalized services has to be done, at least in part, in an automatic way. In this context, machine learning techniques automate the process of constructing user models. This paper proposes a new approach to construct digital libraries that satisfy user’s necessity for information: Adaptive Digital Libraries, libraries that automatically learn user preferences and goals and personalize their interaction using this information

Robust ASR using Support Vector Machines

The improved theoretical properties of Support Vector Machines with respect to other machine learning alternatives due to their max-margin training paradigm have led us to suggest them as a good technique for robust speech recognition. However, important shortcomings have had to be circumvented, the most important being the normalisation of the time duration of different realisations of the acoustic speech units. In this paper, we have compared two approaches in noisy environments: first, a hybrid HMM–SVM solution where a fixed number of frames is selected by means of an HMM segmentation and second, a normalisation kernel called Dynamic Time Alignment Kernel (DTAK) first introduced in Shimodaira et al. [Shimodaira, H., Noma, K., Nakai, M., Sagayama, S., 2001. Support vector machine with dynamic time-alignment kernel for speech recognition. In: Proc. Eurospeech, Aalborg, Denmark, pp. 1841–1844] and based on DTW (Dynamic Time Warping). Special attention has been paid to the adaptation of both alternatives to noisy environments, comparing two types of parameterisations and performing suitable feature normalisation operations. The results show that the DTA Kernel provides important advantages over the baseline HMM system in medium to bad noise conditions, also outperforming the results of the hybrid system.Publicad