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bayesian nonparametrics 1gravitational wave detectors 1matrix-gamma process 1noise spectral density 1time-delay interferometry 1

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stat.ME2026

Multivariate Bayesian P-spline estimation of spectral density matrices, with application to LISA TDI noise

Avi Vajpeyi, Renate Meyer, Patricio Maturana-Russel +1

We present a Bayesian P-spline method for estimating the frequency-dependent cross-spectral density matrix of stationary multivariate time series. The inverse spectral matrix is pa…