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Interpolation, realization, and reconstruction of noisy, irregularly sampled data
Abstract
Various statistical procedures related to linear prediction and optimal filtering are developed for general, irregularly sampled, data sets. The data set may be a function of time, a spatial sample, or an unordered set. In the case of time series, the underlying process may be low-frequency divergent (weakly nonstationary). Explicit formulas are given for (i) maximum likelihood reconstruction (interpolation) with estimation of uncertainties, (ii) reconstruction by unbiased estimators (Gauss-Markov), (iii) unconstrained Monte Carlo realization of the underlying process, (iv) Monte Carlo realizations constrained by measured data, and (v) simultaneous reconstruction and determination of unknown linear parameters.
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Cited by
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Riess, A. G., Filippenko, A. V., Challis, P., Clocchiatti, A., Diercks, A., Garnavich, P. M., Gilliland, R. L., Hogan, C. J., Jha, S., Kirshner, R. P., et al. (1998) · The Astronomical Journal · doi:10.1086/300499 · Cited by 19,704
Sloan Digital Sky Survey: Early Data Release
Stoughton, C., Lupton, R. H., Bernardi, M., Blanton, M. R., Burles, S., Castander, F. J., Connolly, A. J., Eisenstein, D. J., Frieman, J. A., Hennessy, G. S., et al. (2002) · The Astronomical Journal · doi:10.1086/324741 · Cited by 2,390
MODELING THE TIME VARIABILITY OF SDSS STRIPE 82 QUASARS AS A DAMPED RANDOM WALK
MacLeod, C. L., Ivezić, Ž., Kochanek, C. S., Kozłowski, S., Kelly, B., Bullock, E., Kimball, A., Sesar, B., Westman, D., Brooks, K., et al. (2010) · The Astrophysical Journal · doi:10.1088/0004-637x/721/2/1014 · Cited by 700
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Metadata
- Authors
- Rybicki, G. B., & Press, W. H.
- Venue
- The Astrophysical Journal
- Publisher
- American Astronomical Society
- Published
- 1992-10
- Volume
- 398
- Pages
- 169
- ISSN
- 0004-637X (ISSN-L)
- 1538-4357
- OpenAlex
- W1994576009
- Cited by
- 237
- References
- 0
- FWCI
- 1.87
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Interpolation, realization, and reconstruction of noisy, irregularly sampled data. https://app.cochat.ai/papers/10.1086/171845
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- Rybicki, G. B., & Press, W. H. (1992). Interpolation, realization, and reconstruction of noisy, irregularly sampled data. The Astrophysical Journal. https://doi.org/10.1086/171845
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
