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dc.contributor.authorLong, James P.
Chi, Eric C.
Baraniuk, Richard G.
dc.date.accessioned 2017-05-09T20:16:07Z
dc.date.available 2017-05-09T20:16:07Z
dc.date.issued 2016
dc.identifier.citation Long, James P., Chi, Eric C. and Baraniuk, Richard G.. "Estimating a common period for a set of irregularly sampled functions with applications to periodic variable star data." The Annals of Applied Statistics, 10, no. 1 (2016) 165-197. https://doi.org/10.1214/15-AOAS885.
dc.identifier.urihttps://hdl.handle.net/1911/94215
dc.description.abstract We consider the problem of estimating a common period for a set of functions sampled at irregular intervals. The motivating problem arises in astronomy, where the functions represent a star’s observed brightness over time through different photometric filters. While current methods perform well when the brightness is sampled densely enough in at least one filter, they break down when no brightness function is densely sampled. In this paper we introduce two new methods for period estimation in this important latter case. The first, multiband generalized Lomb–Scargle (MGLS), extends the frequently used Lomb–Scargle method to naïvely combine information across filters. The second, penalized generalized Lomb–Scargle (PGLS), builds on MGLS by more intelligently borrowing strength across filters. Specifically, we incorporate constraints on the phases and amplitudes across the different functions using a nonconvex penalized likelihood function. We develop a fast algorithm to optimize the penalized likelihood that combines block coordinate descent with the majorization–minimization (MM) principle. We test and validate our methods on synthetic and real astronomy data. Both PGLS and MGLS improve period estimation accuracy over current methods based on using a single function; moreover, PGLS outperforms MGLS and other leading methods when the functions are sparsely sampled.
dc.language.iso eng
dc.rights Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
dc.title Estimating a common period for a set of irregularly sampled functions with applications to periodic variable star data
dc.type Journal article
dc.citation.journalTitle The Annals of Applied Statistics
dc.subject.keywordastrostatistics
penalized likelihood
period estimation
functional data
MM algorithm
block coordinate descent
dc.citation.volumeNumber 10
dc.citation.issueNumber 1
dc.contributor.publisher Project Euclid
dc.type.dcmi Text
dc.identifier.doihttps://doi.org/10.1214/15-AOAS885
dc.type.publication publisher version
dc.citation.firstpage 165
dc.citation.lastpage 197


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