2022
DOI: 10.48550/arxiv.2209.08940
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Gaussian Process regression for astronomical time-series

Abstract: The last two decades have seen a major expansion in the availability, size, and precision of time-domain datasets in astronomy. Owing to their unique combination of flexibility, mathematical simplicity and comparative robustness, Gaussian Processes (GPs) have emerged recently as the solution of choice to model stochastic signals in such datasets. In this review we provide a brief introduction to the emergence of GPs in astronomy, present the underlying mathematical theory, and give practical advice considering… Show more

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Cited by 8 publications
(7 citation statements)
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“…This has led previous studies to characterise SLF variability instead in the Fourier domain (Blomme et al 2011;Bowman et al 2019aBowman et al ,b, 2020Dorn-Wallenstein et al 2019, 2020Nazé et al 2021;Elliott et al 2022). However, there are various statistical tools and methodologies, such as GP regression (Rasmussen & Williams 2006;Aigrain & Foreman-Mackey 2022), low-order linear stochastic differential equations (Koen 2005), and continuous-time autoregressive moving average models (Kelly et al 2014), that yield a model for stochastic signals in the time domain based on the statistical properties of time-series data.…”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…This has led previous studies to characterise SLF variability instead in the Fourier domain (Blomme et al 2011;Bowman et al 2019aBowman et al ,b, 2020Dorn-Wallenstein et al 2019, 2020Nazé et al 2021;Elliott et al 2022). However, there are various statistical tools and methodologies, such as GP regression (Rasmussen & Williams 2006;Aigrain & Foreman-Mackey 2022), low-order linear stochastic differential equations (Koen 2005), and continuous-time autoregressive moving average models (Kelly et al 2014), that yield a model for stochastic signals in the time domain based on the statistical properties of time-series data.…”
Section: Methodsmentioning
confidence: 99%
“…A GP regression model is a non-parametric model that describes correlated stochastic variability in a time series by fitting hyperparameters to define a covariance matrix. Each data point in a time series is described as a correlated random variable with a mean and a variance, for which any finite collection of variables has a multi-variate Gaussian distribution (Rasmussen & Williams 2006;Aigrain & Foreman-Mackey 2022). In GP regression, a function is not directly fitted to a data set, but rather hyperparameters are fit to define a covariance matrix.…”
Section: Defining a Gp Kernelmentioning
confidence: 99%
“…For those interested in the stochastic behavior of astronomical variability, GP provides a flexible method to model the LC with stochastic processes. The application of GPs for astronomical time series is discussed in a recent review ( see Aigrain & Foreman-Mackey 2022). Considering a data set of y n at coordinates x n , the GP model consists of a mean function μ θ (x) parameterized by θ and a kernel function (covariance function) k α (x n , x m ) parameterized by parameters α (Foreman- Mackey et al 2017).…”
Section: Gp Methodsmentioning
confidence: 99%
“…For example, JAX may offer speedups attributable to Just In Time (JIT) compilation, at the expense of a more rigid functional programming style. Access to scalable GP implementations may be another deciding factor (Aigrain & Foreman-Mackey 2022).…”
Section: Pytorch and The Autodiff Ecosystemmentioning
confidence: 99%