51 resultados para markov chain model
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We report a transit timing study of the transiting exoplanetary system HD 189733. In total, we observed 10 transits in 2006 and 2008 with the 2.6-m Nordic Optical Telescope, and two transits in 2007 with the 4.2-m William Herschel Telescope. We used Markov Chain Monte Carlo simulations to derive the system parameters and their uncertainties, and our results are in a good agreement with previously published values. We performed two independent analyses of transit timing residuals to place upper mass limits on putative perturbing planets. The results show no evidence for the presence of planets down to 1 Earth mass near the 1:2 and 2:1 resonance orbits, and planets down to 2.2 Earth masses near the 3:5 and 5:3 resonance orbits with HD 189733b. These are the strongest limits to date on the presence of other planets in this system. Based on observations made with the Nordic Optical Telescope, operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofísica de Canarias. Based on observations made with the William Herschel Telescope operated on the island of La Palma by the Isaac Newton Group in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofísica de Canarias. ‡
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We present an occultation of the newly discovered hot Jupiter system WASP-19, observed with the High Acuity Wide-field K-band Imager instrument on the VLT, in order to measure thermal emission from the planet's dayside at ~2µm. The light curve was analysed using a Markov Chain Monte Carlo method to find the eclipse depth and the central transit time. The transit depth was found to be 0.366 +/- 0.072 per cent, corresponding to a brightness temperature of 2540 +/- 180 K. This is significantly higher than the calculated (zero-albedo) equilibrium temperature and indicates that the planet shows poor redistribution of heat to the night side, consistent with models of highly irradiated planets. Further observations are needed to confirm the existence of a temperature inversion and possibly molecular emission lines. The central eclipse time was found to be consistent with a circular orbit.
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We have used four telescopes at different longitudes to obtain near-continuous light-curve coverage of the star HD80606 as it was transited by its ~4-MJup planet. The observations were performed during the predicted transit windows around 2008 October 25 and 2009 February 14. Our data set is unique in that it simultaneously constrains the duration of the transit and the planet's period. Our Markov Chain Monte Carlo analysis of the light curves, combined with constraints from radial-velocity data, yields system parameters consistent with previously reported values. We find a planet-to-star radius ratio marginally smaller than previously reported, corresponding to a planet radius of Rp = 0.921 +/- 0.036RJup.
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The finite state Markov-chain approximation methods developed by Tauchen (1986) and Tauchen and Hussey (1991) are widely used in economics, finance and econometrics to solve functional equations in which state variables follow autoregressive processes. For highly persistent processes, the methods require a large number of discrete values for the state variables to produce close approximations which leads to an undesirable reduction in computational speed, especially in a multivariate case. This paper proposes an alternative method of discretizing multivariate autoregressive processes. This method can be treated as an extension of Rouwenhorst's (1995) method which, according to our finding, outperforms the existing methods in the scalar case for highly persistent processes. The new method works well as an approximation that is much more robust to the number of discrete values for a wide range of the parameter space.
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We report the discovery of WASP-21b, a new transiting exoplanet discovered by the Wide Angle Search for Planets (WASP) Consortium and established and characterized with the FIES, SOPHIE, CORALIE and HARPS fiber-fed echelle spectrographs. A 4.3-d period, 1.1% transit depth and 3.4-h duration are derived for WASP-21b using SuperWASP-North and high precision photometric observations at the Liverpool Telescope. Simultaneous fitting to the photometric and radial velocity data with a Markov Chain Monte Carlo procedure leads to a planet in the mass regime of Saturn. With a radius of 1.07 RJup and mass of 0.30 MJup, WASP-21b has a density close to 0.24 ?Jup corresponding to the distribution peak at low density of transiting gaseous giant planets. With a host star metallicity [Fe/H] of -0.46, WASP-21b strengthens the correlation between planetary density and host star metallicity for the five known Saturn-like transiting planets. Furthermore there are clear indications that WASP-21b is the first transiting planet belonging to the thick disc.
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All extra-solar planet masses that have been derived spectroscopically are lower limits since the inclination of the orbit to our line-of-sight is unknown except for transiting systems. In theory, however, it is possible to determine the inclination angle, i, between the rotation axis of a star and an observer's line-of-sight from measurements of the projected equatorial velocity (v sin i), the stellar rotation period (P(rot)) and the stellar radius (R(*)). For stars which host planetary systems this allows the removal of the sin i dependency of extra-solar planet masses derived from spectroscopic observations under the assumption that the planetary orbits lie perpendicular to the stellar rotation axis.
We have carried out an extensive literature search and present a catalogue of v sin i, P(rot) and R(*) estimates for stars hosting extra-solar planets. In addition, we have used Hipparcos parallaxes and the Barnes-Evans relationship to further supplement the R(*) estimates obtained from the literature. Using this catalogue, we have obtained sin i estimates using a Markov-chain Monte Carlo analysis. This technique allows proper 1 Sigma two-tailed confidence limits to be placed on the derived sin i's along with the transit probability for each planet to be determined.
While we find that a small proportion of systems yield sin i's significantly greater than 1, most likely due to poor P(rot) estimations, the large majority are acceptable. We are further encouraged by the cases where we have data on transiting systems, as the technique indicates inclinations of similar to 90 degrees and high transit probabilities. In total, we are able to estimate the true masses of 133 extra-solar planets. Of these 133 extra-solar planets, only six have revised masses that place them above the 13M(J) deuterium burning limit; four of those six extra-solar planet candidates were already suspected to lie above the deuterium burning limit before correcting their masses for the sin i dependency. Our work reveals a population of high-mass extra-solar planets with low eccentricities, and we speculate that these extra-solar planets may represent the signature of different planetary formation mechanisms at work. Finally, we discuss future observations that should improve the robustness of this technique.
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We provide an extensive discussion on a scheme for Hamiltonian tomography of a spin-chain model that does not require state initialization [Phys. Rev. Lett. 102 ( 2009) 187203]. The method has spurred the attention of the physics community interested in indirect acquisition of information on the dynamics of quantum many-body systems and represents a genuine instance of a control-limited quantum protocol.
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WASP-13b is a sub-Jupiter mass exoplanet orbiting a G1V type star with a period of 4.35 d.The current uncertainty in its impact parameter (0 < b < 0.46) results in poorly definedstellar and planetary radii. To better constrain the impact parameter, we have obtained highprecisiontransit observations with the rapid imager to search for exoplanets (RISE) instrumentmounted on 2.0-m Liverpool Telescope. We present four new transits which are fitted witha Markov chain Monte Carlo routine to derive accurate system parameters. We found anorbital inclination of 85. ◦ 2 ± 0. ◦ 3 resulting in stellar and planetary radii of 1.56 ± 0.04 Rand 1.39 ± 0.05RJup, respectively. This suggests that the host star has evolved off the mainsequence and is in the hydrogen-shell-burning phase.We also discuss how the limb darkeningaffects the derived system parameters.With a density of 0.17ρJ,WASP-13b joins the group oflow-density planets whose radii are too large to be explained by standard irradiation models.We derive a new ephemeris for the system, T0 = 245 5575.5136 ± 0.0016 (HJD) and P =4.353 011 ± 0.000 013 d. The planet equilibrium temperature (Tequ = 1500 K) and the brighthost star (V = 10.4mag) make it a good candidate for follow-up atmospheric studies.
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In this paper, we consider the problem of tracking similar objects. We show how a mean field approach can be used to deal with interacting targets and we compare it with Markov Chain Monte Carlo (MCMC). Two mean field implementations are presented. The first one is more general and uses particle filtering. We discuss some simplifications of the base algorithm that reduce the computation time. The second one is based on suitable Gaussian approximations of probability densities that lead to a set of self-consistent equations for the means and covariances. These equations give the Kalman solution if there is no interaction. Experiments have been performed on two kinds of sequences. The first kind is composed of a single long sequence of twenty roaming ants and was previously analysed using MCMC. In this case, our mean field algorithms obtain substantially better results. The second kind corresponds to selected sequences of a football match in which the interaction avoids tracker coalescence in situations where independent trackers fail.
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We analyze the role played by system-environment correlations in the emergence of non-Markovian dynamics. By working within the framework developed in Breuer et al. [Phys. Rev. Lett. 103, 210401 (2009)], we unveil a fundamental connection between non-Markovian behavior and dynamics of system-environment correlations. We derive an upper bound to the rate of change of the distinguishability between different states of the system that explicitly depends on the establishment of correlations between system and environment. We illustrate our results using a fully solvable spin-chain model, which allows us to gain insight into the mechanisms triggering non-Markovian evolution. © 2012 American Physical Society.
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The presence of genetic substructure has the potential to diminish the chances of detecting a linkage signal. Using a Markov chain Monte Carlo procedure developed by Pritchard and colleagues and implemented in the program STRUCTURE, we evaluated the evidence for genetic substructure using genotypes from 37 microsatellite markers in affected individuals selected at random from 263 multiplex families in the Irish Study of High-Density Schizophrenia Families. We found no evidence for the presence of genetic substructure in this sample.
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We characterize the planetary system Kepler-101 by performing a combined differential evolution Markov chain Monte Carlo analysisof Kepler data and forty radial velocities obtained with the HARPS-N spectrograph. This system was previously validated and iscomposed of a hot super-Neptune, Kepler-101b, and an Earth-sized planet, Kepler-101c. These two planets orbit the slightly evolvedand metal-rich G-type star in 3.49 and 6.03 days, respectively. With mass Mp = 51.1+5.1−4.7 M⊕, radius Rp = 5.77+0.85−0.79 R⊕, and density ρp = 1.45+0.83 −0.48 g cm−3, Kepler-101b is the first fully characterized super-Neptune, and its density suggests that heavy elements makeup a significant fraction of its interior; more than 60% of its total mass. Kepler-101c has a radius of 1.25+0.19−0.17 R⊕, which implies theabsence of any H/He envelope, but its mass could not be determined because of the relative faintness of the parent star for highly precise radial-velocity measurements (Kp = 13.8) and the limited number of radial velocities. The 1σ upper limit, Mp < 3.8 M⊕, excludes a pure iron composition with a probability of 68.3%. The architecture of the planetary system Kepler-101 − containing aclose-in giant planet and an outer Earth-sized planet with a period ratio slightly larger than the 3:2 resonance − is certainly of interest for scenarios of planet formation and evolution. This system does not follow the previously reported trend that the larger planet has the longer period in the majority of Kepler systems of planet pairs with at least one Neptune-sized or larger planet.
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In the last decade, mobile phones and mobile devices using mobile cellular telecommunication network connections have become ubiquitous. In several developed countries, the penetration of such devices has surpassed 100 percent. They facilitate communication and access to large quantities of data without the requirement of a fixed location or connection. Assuming mobile phones usually are in close proximity with the user, their cellular activities and locations are indicative of the user's activities and movements. As such, those cellular devices may be considered as a large scale distributed human activity sensing platform. This paper uses mobile operator telephony data to visualize the regional flows of people across the Republic of Ireland. In addition, the use of modified Markov chains for the ranking of significant regions of interest to mobile subscribers is investigated. Methodology is then presented which demonstrates how the ranking of significant regions of interest may be used to estimate national population, results of which are found to have strong correlation with census data.
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Differential emission measures (DEMs) during the impulsive phase of solar flares were constructed using observations from the EUV Variability Experiment (EVE) and the Markov-Chain Monte Carlo method. Emission lines from ions formed over the temperature range log Te = 5.8-7.2 allow the evolution of the DEM to be studied over a wide temperature range at 10 s cadence. The technique was applied to several M- and X-class flares, where impulsive phase EUV emission is observable in the disk-integrated EVE spectra from emission lines formed up to 3-4 MK and we use spatially unresolved EVE observations to infer the thermal structure of the emitting region. For the nine events studied, the DEMs exhibited a two-component distribution during the impulsive phase, a low-temperature component with peak temperature of 1-2 MK, and a broad high-temperature component from 7 to 30 MK. A bimodal high-temperature component is also found for several events, with peaks at 8 and 25 MK during the impulsive phase. The origin of the emission was verified using Atmospheric Imaging Assembly images to be the flare ribbons and footpoints, indicating that the constructed DEMs represent the spatially average thermal structure of the chromospheric flare emission during the impulsive phase.
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The hot-JupiterWASP-10bwas reported by Maciejewski et al. to showtransit timing variations (TTVs) with an amplitude of ~3.5 min. These authors proposed that the observed TTVs were caused by a 0.1MJup perturbing companion with an orbital period of ~5.23 d, and hence, close to the outer 5:3 mean-motion resonance with WASP-10b. To test this scenario, we present eight new transit light curves of WASP-10b obtained with the Faulkes Telescope North and the Liverpool Telescope. The new light curves, together with 22 previously published ones, were modelled with a Markov Chain Monte Carlo transit fitting code. Transit depth differences reported forWASP-10b are thought to be due to starspot-induced brightness modulation of the host star. Assuming the star is brighter at the activity minimum, we favour a small planetary radius. We find Rp = 1.039+0.043 -0.049RJup in agreement with Johnson et al. and Maciejewski et al. Recent studies find no evidence for a significant eccentricity in this system. We present consistent system parameters for a circular orbit and refine the orbital ephemeris ofWASP-10b. Our homogeneously derived transit times do not support the previous claimed TTV signal, which was strongly dependent on two previously published transits that have been incorrectly normalized. Nevertheless, a linear ephemeris is not a statistically good fit to the transit times of WASP-10b. We show that the observed transit time variations are due to spot occultation features or systematics. We discuss and exemplify the effects of occultation spot features in the measured transit times and show that despite spot occultation during egress and ingress being difficult to distinguish in the transit light curves, they have a significant effect in the measured transit times. We conclude that if we account for spot features, the transit times of WASP-10b are consistent with a linear ephemeris with the exception of one transit (epoch 143) which is a partial transit. Therefore, there is currently no evidence for the existence of a companion to WASP-10b. Our results support the lack of TTVs of hot-Jupiters reported for the Kepler sample.