Kernel-, mean- and noise-marginalised Gaussian processes for exoplanet transits and $H_0$ inference
Namu Kroupa, David Yallup, Will Handley, Michael Hobson

TL;DR
This paper extends Gaussian Process regression with Bayesian marginalisation over kernels, hyperparameters, and models, applying it to exoplanet transits and $H_0$ inference, demonstrating improved model comparison and robust cosmological parameter estimation.
Contribution
It introduces a transdimensional Bayesian approach for kernel and model selection in Gaussian Processes, applied to astrophysical data for exoplanet transits and cosmological parameter inference.
Findings
Kernel recovery on synthetic exoplanet data was successful.
Inferred $H_0$ values are consistent with previous measurements.
Cosmic chronometers dataset prefers a non-stationary linear kernel.
Abstract
Using a fully Bayesian approach, Gaussian Process regression is extended to include marginalisation over the kernel choice and kernel hyperparameters. In addition, Bayesian model comparison via the evidence enables direct kernel comparison. The calculation of the joint posterior was implemented with a transdimensional sampler which simultaneously samples over the discrete kernel choice and their hyperparameters by embedding these in a higher-dimensional space, from which samples are taken using nested sampling. Kernel recovery and mean function inference were explored on synthetic data from exoplanet transit light curve simulations. Subsequently, the method was extended to marginalisation over mean functions and noise models and applied to the inference of the present-day Hubble parameter, , from real measurements of the Hubble parameter as a function of redshift, derived from the…
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Taxonomy
TopicsStatistical and numerical algorithms · Advanced Statistical Methods and Models · Gaussian Processes and Bayesian Inference
MethodsGaussian Process
