Estimating a common period for a set of irregularly sampled functions with applications to periodic variable star data

DOI10.1214/15-AOAS885zbMATH Open1454.62534arXiv1412.6520OpenAlexW3105777000WikidataQ57432832 ScholiaQ57432832MaRDI QIDQ288570FDOQ288570

Richard G. Baraniuk, James P. Long, Eric C. Chi

Publication date: 27 May 2016

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Abstract: We consider the estimation of a common period for a set of functions sampled at irregular intervals. The problem arises in astronomy, where the functions represent a star's brightness observed over time through different photometric filters. While current methods can estimate periods accurately provided that the brightness is well--sampled in at least one filter, there are no existing methods that can provide accurate estimates when no brightness function is well--sampled. In this paper we introduce two new methods for period estimation when brightnesses are poorly--sampled in all filters. The first, multiband generalized Lomb-Scargle (MGLS), extends the frequently used Lomb-Scargle method in a way that na"{i}vely combines information across filters. The second, penalized generalized Lomb-Scargle (PGLS), builds on the first by more intelligently borrowing strength across filters. Specifically, we incorporate constraints on the phases and amplitudes across the different functions using a non--convex penalized likelihood function. We develop a fast algorithm to optimize the penalized likelihood by combining block coordinate descent with the majorization-minimization (MM) principle. We illustrate our methods on synthetic and real astronomy data. Both advance the state-of-the-art in period estimation; however, PGLS significantly outperforms MGLS when all functions are extremely poorly--sampled.

Full work available at URL: https://arxiv.org/abs/1412.6520

zbMATH Keywords

functional datapenalized likelihoodMM algorithmastrostatisticsblock coordinate descentperiod estimation

Mathematics Subject Classification ID

Applications of statistics to physics (62P35) Functional data analysis (62R10) Statistical astronomy (85A35)

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Cited In (4)

• Analysis of Long Period Variable Stars With Nonparametric Tests for Trend Detection
• MaxEnt power spectrum estimation using the Fourier transform for irregularly sampled data applied to a record of stellar luminosity
• Estimating a common period for a set of irregularly sampled functions with applications to periodic variable star data
• Simultaneous inference of periods and period-luminosity relations for Mira variable stars

Uses Software

• ElemStatLearn
• SpatioTemporal

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