Geometric Approach to Analytic Marginalisation of the Likelihood Ratio for Continuous Gravitational Wave Searches

The likelihood ratio for a continuous gravitational wave signal is viewed geometrically as a function of the orientation of two vectors; one representing the optimal signal-to-noise ratio, and the other representing the maximised likelihood ratio or <inline-formula><math xmlns="http://...

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Main Author: Karl Wette
Format: Article
Language:English
Published: MDPI AG 2021-06-01
Series:Universe
Subjects:
Online Access:https://www.mdpi.com/2218-1997/7/6/174
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author Karl Wette
author_facet Karl Wette
author_sort Karl Wette
collection DOAJ
description The likelihood ratio for a continuous gravitational wave signal is viewed geometrically as a function of the orientation of two vectors; one representing the optimal signal-to-noise ratio, and the other representing the maximised likelihood ratio or <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="script">F</mi></semantics></math></inline-formula>-statistic. Analytic marginalisation over the angle between the vectors yields a marginalised likelihood ratio, which is a function of the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="script">F</mi></semantics></math></inline-formula>-statistic. Further analytic marginalisation over the optimal signal-to-noise ratio is explored using different choices of prior. Monte-Carlo simulations show that the marginalised likelihood ratios had identical detection power to the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="script">F</mi></semantics></math></inline-formula>-statistic. This approach demonstrates a route to viewing the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="script">F</mi></semantics></math></inline-formula>-statistic in a Bayesian context, while retaining the advantages of its efficient computation.
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spelling doaj.art-2d266ec826794904bb4dd61c21e4ea812023-11-21T22:23:20ZengMDPI AGUniverse2218-19972021-06-017617410.3390/universe7060174Geometric Approach to Analytic Marginalisation of the Likelihood Ratio for Continuous Gravitational Wave SearchesKarl Wette0ARC Centre of Excellence for Gravitational Wave Discovery (OzGrav) and Centre for Gravitational Astrophysics, Australian National University, Canberra, ACT 2601, AustraliaThe likelihood ratio for a continuous gravitational wave signal is viewed geometrically as a function of the orientation of two vectors; one representing the optimal signal-to-noise ratio, and the other representing the maximised likelihood ratio or <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="script">F</mi></semantics></math></inline-formula>-statistic. Analytic marginalisation over the angle between the vectors yields a marginalised likelihood ratio, which is a function of the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="script">F</mi></semantics></math></inline-formula>-statistic. Further analytic marginalisation over the optimal signal-to-noise ratio is explored using different choices of prior. Monte-Carlo simulations show that the marginalised likelihood ratios had identical detection power to the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="script">F</mi></semantics></math></inline-formula>-statistic. This approach demonstrates a route to viewing the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="script">F</mi></semantics></math></inline-formula>-statistic in a Bayesian context, while retaining the advantages of its efficient computation.https://www.mdpi.com/2218-1997/7/6/174continuous gravitational wavesdata analysismatched filterBayesian inferencemarginal likelihoodanalytic marginalization
spellingShingle Karl Wette
Geometric Approach to Analytic Marginalisation of the Likelihood Ratio for Continuous Gravitational Wave Searches
Universe
continuous gravitational waves
data analysis
matched filter
Bayesian inference
marginal likelihood
analytic marginalization
title Geometric Approach to Analytic Marginalisation of the Likelihood Ratio for Continuous Gravitational Wave Searches
title_full Geometric Approach to Analytic Marginalisation of the Likelihood Ratio for Continuous Gravitational Wave Searches
title_fullStr Geometric Approach to Analytic Marginalisation of the Likelihood Ratio for Continuous Gravitational Wave Searches
title_full_unstemmed Geometric Approach to Analytic Marginalisation of the Likelihood Ratio for Continuous Gravitational Wave Searches
title_short Geometric Approach to Analytic Marginalisation of the Likelihood Ratio for Continuous Gravitational Wave Searches
title_sort geometric approach to analytic marginalisation of the likelihood ratio for continuous gravitational wave searches
topic continuous gravitational waves
data analysis
matched filter
Bayesian inference
marginal likelihood
analytic marginalization
url https://www.mdpi.com/2218-1997/7/6/174
work_keys_str_mv AT karlwette geometricapproachtoanalyticmarginalisationofthelikelihoodratioforcontinuousgravitationalwavesearches