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{Tak:2017:10.1214/17-AOAS1027,
author = {Tak, H and Mandel, K and Van, Dyk DA and Kashyap, V and Meng, XL and Siemiginowska, A},
doi = {10.1214/17-AOAS1027},
journal = {Annals of Applied Statistics},
pages = {1309--1348},
title = {Bayesian estimates of astronomical time delays between gravitationally lensed stochastic light curves},
url = {http://dx.doi.org/10.1214/17-AOAS1027},
volume = {11},
year = {2017}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - The gravitational field of a galaxy can act as a lens and deflectthe light emitted by a more distant object such as a quasar. Stronggravitational lensing causes multiple images of the same quasar to ap-pear in the sky. Since the light in each gravitationally lensed imagetraverses a different path length from the quasar to the Earth, fluc-tuations in the source brightness are observed in the several imagesat  different  times.  The  time  delay  between  these  fluctuations  canbe  used  to  constrain  cosmological  parameters  and  can  be  inferredfrom the time series of brightness data or light curves of each image.To estimate the time delay, we construct a model based on a state-space  representation  for  irregularly  observed  time  series  generatedby a latent continuous-time Ornstein-Uhlenbeck process. We accountfor microlensing, an additional source of independent long-term ex-trinsic variability, via a polynomial regression. Our Bayesian strategyadopts a Metropolis-Hastings within Gibbs sampler. We improve thesampler by using an ancillarity-sufficiency interweaving strategy andadaptive  Markov  chain  Monte  Carlo.  We  introduce  a  profile  likeli-hood of the time delay as an approximation of its marginal posteriordistribution. The Bayesian and profile likelihood approaches comple-ment  each  other,  producing  almost  identical  results;  the  Bayesianmethod  is  more  principled  but  the  profile  likelihood  is  simpler  toimplement. We demonstrate our estimation strategy using simulateddata  of  doubly-  and  quadruply-lensed  quasars,  and  observed  datafrom quasarsQ0957+561andJ1029+2623.
AU  - Tak,H
AU  - Mandel,K
AU  - Van,Dyk DA
AU  - Kashyap,V
AU  - Meng,XL
AU  - Siemiginowska,A
DO  - 10.1214/17-AOAS1027
EP  - 1348
PY  - 2017///
SN  - 1932-6157
SP  - 1309
TI  - Bayesian estimates of astronomical time delays between gravitationally lensed stochastic light curves
T2  - Annals of Applied Statistics
UR  - http://dx.doi.org/10.1214/17-AOAS1027
UR  - http://hdl.handle.net/10044/1/44294
VL  - 11
ER  -
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