Implementation of the power spectrum inference with GPs

[mlefkir]

This is the Python-JAX implementation of a method to infer the power spectral density of irregular time series using Gaussian process regression. The method is described in a forthcoming paper and in the Julia package Pioran.jl, it relies on approximating a bending power-law model in a sum of scalable kernels implemented in tinygp.

Relevant Issue(s)/PR(s)

Provide an overview of the implemented solution or the fix and elaborate on the modifications.

Is there a new dependency introduced by your contribution? If so, please specify.

Any other comments?

[pep8speaks]

Hello @mlefkir! Thanks for updating this PR. We checked the lines you've touched for PEP 8 issues, and found:

• In the file stingray/modeling/gpmodeling.py:

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Comment last updated at 2024-10-03 11:36:06 UTC

[matteobachetti]

@mlefkir thanks for your contribution to Stingray, and sorry for my late reply!
I'm not an expert in this kind of methods (@Gaurav17Joshi implemented the current GP model and might have some comments). Would you mind showing the usage of this method through an example?

From the point of view of the requirements for PRs to Stingray:

1. most formatting issues can be solved by running black on the new files. See https://docs.stingray.science/en/stable/contributing.html#coding-style-and-conventions. Don't worry about PEP8 still complaining after black has run ;)
2. A changelog entry is highly appreciated, it helps keeping track of the evolution of Stingray. https://docs.stingray.science/en/stable/contributing.html#updating-and-maintaining-the-changelog

[Gaurav17Joshi]

Yes, @mlefkir, do you have any use case example for this method (Something like a .ipynb notebook). Also @dhuppenkothen, can you also have a look into the usefulness of this method for Stingray, and whether it should go into the same file as the gpmodeling part?

[mlefkir]

@Gaurav17Joshi @matteobachetti I made two examples available here Examples, one uses nested sampling with the jaxns sampler already called in Stingray and the other one uses NUTS with NumPyro.
I will update the changelog at some point.

[matteobachetti]

@mlefkir I'm playing with your PR. Really sorry for the slow progress, but my knowledge of these methods is pretty poor and it takes me a lot of time to just understand how it works, and... my agenda is pretty full 😅 .
Just to guide me in the review: does your model also work with the spectral shapes that @Gaurav17Joshi set up? Is it just working with unevenly sampled data with error bars? What is the difference between your implementation and the existing one?
Also, feel free to advertise your paper when it is ready!