Imperial College London
Portrait Picture

Professor David van Dyk

Faculty of Natural Sciences, Department of Mathematics

Chair in Statistics
 
 
 
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Contact

 

+44 (0)20 7594 8574d.van-dyk Website

 
 
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Assistant

 

Mr David Whittaker +44 (0)20 7594 8481

 
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Location

 

539Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Wong:2016:10.1214/16-AOAS933,
author = {Wong, RKW and Kashyap, VL and Lee, TCM and van, Dyk D},
doi = {10.1214/16-AOAS933},
journal = {Annals of Applied Statistics},
pages = {1107--1134},
title = {Detecting abrupt changes in the spectra of high-energy astrophysical sources},
url = {http://dx.doi.org/10.1214/16-AOAS933},
volume = {10},
year = {2016}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - Variable-intensity astronomical sources are the result of complex and often extreme physical processes. Abrupt changes in source intensity are typically accompanied by equally sudden spectral shifts, that is, sudden changes in the wavelength distribution of the emission. This article develops a method for modeling photon counts collected from observation of such sources. We embed change points into a marked Poisson process, where photon wavelengths are regarded as marks and both the Poisson intensity parameter and the distribution of the marks are allowed to change. To the best of our knowledge, this is the first effort to embed change points into a marked Poisson process. Between the change points, the spectrum is modeled nonparametrically using a mixture of a smooth radial basis expansion and a number of local deviations from the smooth term representing spectral emission lines. Because the model is over-parameterized, we employ an 11 penalty. The tuning parameter in the penalty and the number of change points are determined via the minimum description length principle. Our method is validated via a series of simulation studies and its practical utility is illustrated in the analysis of the ultra-fast rotating yellow giant star known as FK Com.
AU  - Wong,RKW
AU  - Kashyap,VL
AU  - Lee,TCM
AU  - van,Dyk D
DO  - 10.1214/16-AOAS933
EP  - 1134
PY  - 2016///
SN  - 1941-7330
SP  - 1107
TI  - Detecting abrupt changes in the spectra of high-energy astrophysical sources
T2  - Annals of Applied Statistics
UR  - http://dx.doi.org/10.1214/16-AOAS933
UR  - http://hdl.handle.net/10044/1/31925
VL  - 10
ER  -
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