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Gaussian Process regression for astronomical time-series (2209.08940v2)

Published 19 Sep 2022 in astro-ph.IM

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 the key modelling choices involved in GP regression. We then review applications of GPs to time-domain datasets in the astrophysical literature so far, from exoplanets to active galactic nuclei, showcasing the power and flexibility of the method. We provide worked examples using simulated data, with links to the source code, discuss the problem of computational cost and scalability, and give a snapshot of the current ecosystem of open source GP software packages. Driven by further algorithmic and conceptual advances, we expect that GPs will continue to be an important tool for robust and interpretable time domain astronomy for many years to come.

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Summary

Gaussian Process Regression in Astronomical Time-Series Analysis

The paper by Suzanne Aigrain and Daniel Foreman-Mackey explores the practical applications and underlying theory of Gaussian Process Regression (GPR) in astronomical time-series analysis. Over the last two decades, the availability, size, and precision of time-domain datasets in astronomy have increased significantly. This expansion necessitated sophisticated analytical techniques capable of handling stochastic signals inherent in such datasets. Gaussian Processes (GPs), owing to their statistical rigor, Bayesian foundation, and mathematical simplicity, have become an invaluable choice for modeling these signals. The paper methodically explores the role GPs play in astronomy by articulating their theoretical basis, discussing key modeling choices, illustrating applications across diverse datasets, and addressing computational challenges inherent to their usage.

Theoretical Insights and Practical Advice

The authors provide a comprehensive introduction to Gaussian Process Regression, emphasizing its ability to define a probability distribution over random functions by modeling the covariance between sample pairs. Unlike standard regression methodologies that rely on explicit functional forms, GPR leverages domain-specific knowledge encoded through covariance matrices. This flexibility makes GPR particularly effective in scenarios where data uncertainty and noise exhibit complex patterns. Nonetheless, the computational cost associated with GPR, due to its cubic scaling with dataset size, remains an obstacle—a challenge that the paper asserts has been mitigated by advancements in algorithmic optimization.

Applications in Time-Domain Astronomy

Aigrain and Foreman-Mackey review the employment of GPs in diverse astronomical contexts such as exoplanet detection, stellar variability characterization, and the paper of active galactic nuclei (AGN). Exoplanet detection, wherein planets are identified via transits or radial velocity signals immersed in correlated stellar noise, benefits from GPR's capacity to model and marginalize over nuisance signals. Additionally, the paper discusses the model assessment techniques, such as cross-validation and Bayesian evidence, crucial in determining the appropriateness of GP models in capturing underlying astrophysical processes. Importantly, the paper highlights the burgeoning role of GPs in modeling AGN variability, where GPR facilitates the interpretation of stochastic emissions indicative of astrophysical phenomena near supermassive black holes.

Numerical Results and Computational Strategies

Integral to the paper is the presentation of scalable computational techniques that have enabled the broader application of GPR in astronomy. The authors describe both approximate methods and scalable exact methods tailor-made for structured datasets—particularly relevant for one-dimensional temporal data common in astronomical studies. For instance, scalable algorithms like celerite have fostered the use of GPR in datasets with hundreds to thousands of observations, thereby extending its utility beyond traditionally feasible limits. Such advancements underline GPR's prospective contributions to the analysis of forthcoming expansive surveys like those by the Vera Rubin Observatory.

Future Perspectives and Implications

While recognizing the substantial promise GPR holds for future astronomical surveys and detailed stellar characterizations, the paper addresses potential pitfalls such as overfitting and model misspecification. Aigrain and Foreman-Mackey propose strategies to manage these risks, emphasizing the importance of validating GP models against alternative methodologies and employing robust diagnostic tests. Furthermore, the paper hints at potential future developments including the use of GPR for observation planning and the exploration of non-Gaussian stochastic processes.

In summary, this paper positions GPR as a transformative tool in astronomical data analysis, unlocking new potentials in handling large, complex, and noisy datasets. As the demand for precise and reliable interpretation of time-domain data grows, the insights provided in this work lay a firm foundation for continued exploration and refinement of GP methodologies in astronomy.

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