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Patricio Maturana-Russel

Publications and source records attributed to Patricio Maturana-Russel.

14 recordsLinked to original sources

Variational Bayesian Inference for the Spectral Structure of LISA Noise

Estimating spectral density matrices for future space-based gravitational-wave detectors such as LISA is challenging due to the long duration of the data and the correlated instrumental noise across multiple time-delay interferometry channels. In this work, we investigate a specialized mean-field stochastic gradient variational Bayes (SGVB) procedure for fast posterior approximation in long-duration multivariate spectral density estimation. Based on the existing eigenbasis representation of the blocked Whittle likelihood approach, the posterior model applies a Cholesky factorization to represent the inverse spectral density matrix and models the resulting frequency-dependent entries with cosine basis functions, with a discounted regularized horseshoe prior assigned to the basis coefficients. We test mean-field SGVB as a stand-alone posterior approximation by comparing it with Hamiltonian Monte Carlo (HMC) targeting the same posterior model. In simulation studies based on autoregressive and moving average processes, SGVB produces posterior median spectral estimates close to those obtained from HMC at substantially lower computational cost. We then apply the method to two one-year, fixed-delay, stationary, noise-only LISA simulations and show that the SGVB spectral density estimates are consistent with HMC and Welch estimates across the LISA analysis band, while requiring substantially less computation. These results demonstrate that SGVB provides a scalable Bayesian approach to spectral density estimation for long-duration multivariate LISA noise analysis.

astro-ph.IM↗

Bayesian P-spline recovery of stochastic gravitational-wave backgrounds in LISA

The detection of a stochastic gravitational-wave background (SGWB) is a primary science objective for the Laser Interferometer Space Antenna (LISA). However, extracting these signals is difficult because both the signal and the instrumental noise are stochastic and overlapping in the millihertz band. In this work, we present a Bayesian framework for the joint estimation of LISA noise and SGWB signals. Our approach models the LISA instrumental noise using flexible log-penalized splines, employing a roughness penalty to prevent overfitting while maintaining computational efficiency. For the SGWB, we compare a power-law model with a spline-based model and study how the choice of signal model and noise prior affects signal recovery and detection. Using simulated LISA data, we find that the power-law model gives tighter estimates when the signal follows the assumed shape. However, it fails to recover a localized spectral feature that is not described by a power law, causing the signal to be absorbed by the instrumental-noise spline. The fully spline-based model is less restrictive and successfully recovers such features. We also find that stronger prior information about the test-mass noise helps reduce the degeneracy between the noise and SGWB models at low frequencies, improving signal detection. These results reflect a single trade-off: added model flexibility reduces sensitivity when the assumed signal shape is correct, and prevents bias when it is not.

gr-qc↗

Insights into the Pulsar Timing Array hypothesis space

We present novel insights into the pulsar-noise model space in pulsar timing array (PTA) experiments. Through a comparative analysis of the same Parkes PTA second data release observations processed with the 2020 and 2023 pipelines, we show that data processing materially changes the distribution of posterior support across competing noise hypotheses and increases sensitivity to weak contributions such as the solar wind. A solar-wind component appears in the highest-posterior hypothesis for ten pulsars under the 2023 pipeline, against four under the 2020 pipeline, while the corresponding mean electron density estimates are consistent with PPTA DR3 results. Furthermore, hypothesis-space analysis exposes model competition and degeneracies that are hidden by single-model summaries. Approximately 75% of the pulsars retain substantial posterior support for alternative noise descriptions. Therefore, understanding the nature of the pulsar noise hypothesis space is crucial for robust inference and nanohertz gravitational-wave background searches.

astro-ph.HE↗

Bayesian nonparametric estimation of correlated gravitational wave detector network noise using matrix-gamma process priors

This paper addresses the important problem of estimating the noise spectral density of next-generation gravitational-wave detectors, such as LISA and the Einstein Telescope (ET), where cross-channel correlations must be accounted for to avoid biased parameter estimation of gravitational-wave signals. Unlike approaches that estimate test-mass and optical-metrology-system noise separately at the single-link level and then map them to the Time-Delay Interferometry (TDI) channels through known transfer functions, we develop a Bayesian nonparametric method that directly estimates the spectral density matrix of the XYZ channels, thereby accommodating additional sources of uncertainty. Our approach combines a flexible matrix-gamma process prior on the matrix-valued coefficients of a Bernstein polynomial basis expansion with a blocked multivariate Whittle likelihood. The prior guarantees Hermitian positive definiteness of the spectral estimate at every frequency. To avoid reversible-jump methods, we use an adaptive Markov chain Monte Carlo (MCMC) algorithm for posterior sampling. The proposed framework can also be used to correct misspecified parametric noise models. Results from a simulation study and simulated correlated-noise data for both LISA and ET demonstrate the effectiveness of the proposed method.

gr-qc↗

Multivariate Bayesian P-spline estimation of spectral density matrices, with application to LISA TDI noise

We present a Bayesian P-spline method for estimating the frequency-dependent cross-spectral density matrix of stationary multivariate time series. The inverse spectral matrix is parametrised through its frequency-varying Cholesky decomposition, which guarantees Hermitian positive definiteness at every frequency. Each real log-diagonal entry and each real and imaginary off-diagonal entry is given an independent penalised B-spline prior that controls smoothness. Inference uses a blocked, coarse-grained Whittle likelihood with safe-Bayes $η$-tempering to stabilise posterior calibration, sampled by the No-U-Turn Sampler from a variational initialisation. On synthetic VAR(2) benchmarks with known ground truth, the method recovers both diagonal and cross-spectral structure, attains near-nominal credible-interval coverage, and achieves a relative integrated squared (Frobenius) error (RISE) that decreases with sample size. We then apply the method to publicly released simulated LISA time-delay interferometry (TDI) data in two noise configurations. In the idealised symmetric case, the full multivariate model and a reduced model that assumes a diagonal AET noise covariance agree to within $\sim10^{-3}$ in RISE. Under realistic noise that is asymmetric across the six Movable Optical Sub-Assemblies (MOSAs), the AET-diagonal assumption fails by more than an order of magnitude in RISE ($\sim\!3.3\!\times\!10^{-2}$ versus $\sim\!10^{-3}$), whereas the full multivariate model recovers the cross-spectral structure.

stat.ME↗

Bayesian power spectral density estimation for LISA noise based on penalized splines with a parametric boost

Flexible and accurate noise characterization is crucial for the precise estimation of gravitational-wave parameters. We introduce a Bayesian method for estimating the power spectral density (PSD) of long, stationary time series, explicitly tailored for LISA data analysis. Our approach models the PSD as the geometric mean of a parametric and a nonparametric component, combining the knowledge from parametric models with the flexibility to capture deviations from theoretical expectations. The nonparametric component is expressed by a mixture of penalized B-splines. Adaptive, data-driven knot placement, performed once at initialization, removes the need for reversible-jump Markov chain Monte Carlo, while hierarchical roughness-penalty priors prevent overfitting. Validation on simulated autoregressive AR(4) data demonstrates estimator consistency and shows that well-matched parametric components reduce the integrated absolute error compared to an uninformative baseline, requiring fewer spline knots to achieve comparable accuracy. Applied to one year of simulated LISA X-channel (univariate) noise, our method achieves relative integrated absolute errors of $\mathcal{O}(10^{-2})$, making it suitable for iterative analysis pipelines and multi-year mission data sets.

gr-qc↗

Enhancing evidence estimation through informed probability density approximation

We introduce the Morph approximation, a class of product approximations of probability densities that selects low-order disjoint parameter blocks by maximizing the sum of their total correlations. We use the posterior approximation via Morph as the importance distribution in optimal bridge sampling. We denote this procedure by MorphZ, which serves as a post-processing estimator of the marginal likelihood. The MorphZ estimator requires only posterior samples, and is fully agnostic regarding the choice of sampler. We evaluate MorphZ's performance across statistical benchmarks, pulsar timing array (PTA) models, compact binary coalescence (CBC) gravitational-wave (GW) simulations and the GW150914 event. Across these applications, spanning low to high dimensionalities, MorphZ yields accurate evidence estimates at substantially reduced computational cost relative to standard approaches. We have found that when these approaches fail to provide accurate estimates, MorphZ has proven to either resolve the estimation failure or significantly improve the results. Its bridge sampling relative error diagnostic provides conservative uncertainty estimates. Because MorphZ operates directly on posterior draws, it complements exploration-oriented samplers by enabling fast and reliable evidence estimation, while it can be seamlessly integrated into existing inference workflows.

astro-ph.IM↗

Generalized Steppingstone Sampling: Efficient marginal likelihood estimation in gravitational wave analysis of Pulsar Timing Array data

Globally, Pulsar Timing Array (PTA) experiments have revealed evidence supporting an existing gravitational wave background (GWB) signal in the PTA data set. Apart from acquiring more observations, the sensitivity of PTA experiments can be increased by improving the accuracy of the noise modeling. In PTA data analysis, noise modeling is conducted primarily using Bayesian statistics, relying on the marginal likelihood and the Bayes factor to assess the evidence. We introduce generalized steppingstone (GSS) as an efficient and accurate marginal likelihood estimation method for the PTA-Bayesian framework. This method enables low-cost estimates with high accuracy, especially when comparing expensive models such as the Hellings-Downs (HD) model or the overlap reduction function model (ORF). We demonstrate the efficiency and the accuracy of GSS for model selection and evidence calculation by reevaluating the evidence of previous analyses from the North American Nanohertz Observatory for Gravitational Waves (NANOGrav) 15 yr data set and the European PTA (EPTA) second data release. We find similar evidence for the GWB compared to the one reported by the NANOGrav 15-year data set. Compared to the evidence reported for the EPTA second data release, we find a substantial increase in evidence supporting GWB across all data sets.

astro-ph.IM↗

LIGO Core-Collapse Supernova Detection using Convolution Neural Networks

Core-Collapse Supernovae (CCSNe) remain a critical focus in the search for gravitational waves (GWs) in modern astronomy. Their detection and subsequent analysis will enhance our understanding of the explosion mechanisms in massive stars. This paper investigates a combination of time-frequency analysis tools with convolutional neural network (CNN) to enhance the detection of GWs originating from CCSNe. The CNN was trained on simulated CCSNe signals and Advanced LIGO (aLIGO) noise in two instances, using spectrograms computed from two time-frequency transformations: the short-time Fourier transform (STFT) and the Q-transform. The algorithm detects CCSNe signals based on their time-frequency spectrograms. Our CNN model achieves a near 100% true positive rate for CCSNe GW events with a signal-to-noise ratio (SNR) greater than 0.5 in our test set. We also found that the STFT outperforms the Q-transform for SNRs below 0.5.

astro-ph.IM↗

Variational inference for correlated gravitational wave detector network noise

Gravitational wave detectors like the Einstein Telescope and LISA generate long multivariate time series, which pose significant challenges in spectral density estimation due to a number of overlapping signals as well as the presence of correlated noise. Addressing both issues is crucial for accurately interpreting the signals detected by these instruments. This paper presents an application of a variational inference spectral density estimation method specifically tailored for dealing with correlated noise in the data. It is flexible in that it does not rely on any specific parametric form for the multivariate spectral density. The method employs a blocked Whittle likelihood approximation for stationary time series and utilizes the Cholesky decomposition of the inverse spectral density matrix to ensure a positive definite estimator. A discounted regularized horseshoe prior is applied to the spline coefficients of each Cholesky factor, and the posterior distribution is computed using a stochastic gradient variational Bayes approach. This method is particularly effective in addressing correlated noise, a significant challenge in the analysis of multivariate data from co-located detectors. The method is demonstrated by analyzing 2000 seconds of simulated Einstein Telescope noise, which shows its ability to produce accurate spectral density estimates and quantify coherence between time series components. This makes it a powerful tool for analyzing correlated noise in gravitational wave data.

gr-qc↗

Inference of proto-neutron star properties from gravitational-wave data in core-collapse supernovae

The eventual detection of gravitational waves from core-collapse supernovae (CCSN) will help improve our current understanding of the explosion mechanism of massive stars. The stochastic nature of the late post-bounce gravitational wave signal due to the non-linear dynamics of the matter involved and the large number of degrees of freedom of the phenomenon make the source parameter inference problem very challenging. In this paper we take a step towards that goal and present a parameter estimation approach which is based on the gravitational waves associated with oscillations of proto-neutron stars (PNS). Numerical simulations of CCSN have shown that buoyancy-driven g-modes are responsible for a significant fraction of the gravitational wave signal and their time-frequency evolution is linked to the physical properties of the compact remnant through universal relations, as demonstrated in [1]. We use a set of 1D CCSN simulations to build a model that relates the evolution of the PNS properties with the frequency of the dominant g-mode, which is extracted from the gravitational-wave data using a new algorithm we have developed for our study. The model is used to infer the time evolution of a combination of the mass and the radius of the PNS. The performance of the method is estimated employing simulations of 2D CCSN waveforms covering a progenitor mass range between 11 and 40 solar masses and different equations of state. Considering signals embedded in Gaussian gravitational wave detector noise, we show that it is possible to infer PNS properties for a galactic source using Advanced LIGO and Advanced Virgo data at design sensitivities. Third generation detectors such as Einstein Telescope and Cosmic Explorer will allow to test distances of ${\cal O}(100\, {\rm kpc})$.

gr-qc↗

Bayesian spectral density estimation using P-splines with quantile-based knot placement

This article proposes a Bayesian approach to estimating the spectral density of a stationary time series using a prior based on a mixture of P-spline distributions. Our proposal is motivated by the B-spline Dirichlet process prior of Edwards et al. (2019) in combination with Whittle's likelihood and aims at reducing the high computational complexity of its posterior computations. The strength of the B-spline Dirichlet process prior over the Bernstein-Dirichlet process prior of Choudhuri et al. (2004) lies in its ability to estimate spectral densities with sharp peaks and abrupt changes due to the flexibility of B-splines with variable number and location of knots. Here, we suggest to use P-splines of Eilers and Marx (1996) that combine a B-spline basis with a discrete penalty on the basis coefficients. In addition to equidistant knots, a novel strategy for a more expedient placement of knots is proposed that makes use of the information provided by the periodogram about the steepness of the spectral power distribution. We demonstrate in a simulation study and two real case studies that this approach retains the flexibility of the B-splines, achieves similar ability to accurately estimate peaks due to the new data-driven knot allocation scheme but significantly reduces the computational costs.

stat.ME↗

Computational Techniques for Parameter Estimation of Gravitational Wave Signals

Since the very first detection of gravitational waves from the coalescence of two black holes in 2015, Bayesian statistical methods have been routinely applied by LIGO and Virgo to extract the signal out of noisy interferometric measurements, obtain point estimates of the physical parameters responsible for producing the signal, and rigorously quantify their uncertainties. Different computational techniques have been devised depending on the source of the gravitational radiation and the gravitational waveform model used. Prominent sources of gravitational waves are binary black hole or neutron star mergers, the only objects that have been observed by detectors to date. But also gravitational waves from core collapse supernovae, rapidly rotating neutron stars, and the stochastic gravitational wave background are in the sensitivity band of the ground-based interferometers and expected to be observable in future observation runs. As nonlinearities of the complex waveforms and the high-dimensional parameter spaces preclude analytic evaluation of the posterior distribution, posterior inference for all these sources relies on computer-intensive simulation techniques such as Markov chain Monte Carlo methods. A review of state-of-the-art Bayesian statistical parameter estimation methods will be given for researchers in this cross-disciplinary area of gravitational wave data analysis.

gr-qc↗

Identifying and Addressing Nonstationary LISA Noise

We anticipate noise from the Laser Interferometer Space Antenna (LISA) will exhibit nonstationarities throughout the duration of its mission due to factors such as antenna repointing, cyclostationarities from spacecraft motion, and glitches as highlighted by LISA Pathfinder. In this paper, we use a surrogate data approach to test the stationarity of a time series which does not rely on the Gaussianity assumption. The main goal is to identify noise nonstationarities in the future LISA mission. This will be necessary for determining how often the LISA noise power spectral density (PSD) will need to be updated for parameter estimation routines. We conduct a thorough simulation study illustrating the power/size of various versions of the hypothesis tests, and then apply these approaches to differential acceleration measurements from LISA Pathfinder. We also develop a data analysis strategy for addressing nonstationarities in the LISA PSD, where we update the noise PSD over time, while simultaneously conducting parameter estimation, with a focus on planned data gaps.

gr-qc↗