@@ -18,54 +18,37 @@ ExoIris describes the observed flux at each wavelength channel as
1818 where :math: `\boldsymbol {\Phi }` is an :math: `n_t \times k` covariate (design) matrix and
1919:math: `\mathbf {c}(\lambda )` is a vector of per-wavelength baseline coefficients. The first column of
2020:math: `\boldsymbol {\Phi }` is always a column of ones that captures the out-of-transit flux level; the
21- remaining columns describe systematic trends.
22-
23- The covariates can be:
24-
25- - **Time polynomials ** --- the default when no custom covariates are supplied. ``TSData `` automatically
26- builds a design matrix with columns :math: `1 , \hat {t}, \hat {t}^2 , \ldots `, where :math: `\hat {t}` is
27- centred and normalised time, up to the order set by ``n_baseline ``.
28- - **Measured auxiliary variables ** such as detector temperature, pointing drift, airmass, or
29- PSF width, recorded simultaneously with the spectroscopic time series.
30- - **Common-mode systematics ** extracted from the observations (e.g., wavelength-independent trends
31- derived from the white light curve residuals).
32- - **Any user-supplied matrix ** passed via the ``covs `` parameter of :class: `~exoiris.tsdata.TSData `.
33- When ``covs `` is provided it replaces the default polynomial construction entirely, so it should
34- include a constant (ones) column if an additive offset is desired.
21+ remaining columns describe systematic trends. The covariates can be time polynomials (the default),
22+ measured auxiliary variables such as detector temperature or pointing drift, common-mode systematics
23+ extracted from the white light curve residuals, or any user-supplied matrix that replaces the default
24+ polynomial construction entirely.
3525
3626Profiled Baseline
3727-----------------
3828
39- When the noise model is set to ``white_profiled `` (the default), ExoIris estimates the baseline
40- coefficients :math: `\mathbf {c}(\lambda )` by ordinary linear least squares at every likelihood
41- evaluation. Concretely, given the current transit model :math: `F_\mathrm {transit}`, the residual
42- :math: `F_\mathrm {obs} / F_\mathrm {transit}` is regressed against :math: `\boldsymbol {\Phi }` to obtain
43- the best-fit coefficients, which are then multiplied back into the transit model. Because the
44- coefficients are determined analytically at each step, they are *profiled out * of the likelihood and
45- add no extra parameters to the MCMC sampler. This keeps the parameter space compact and speeds up
46- convergence.
29+ In the default profiled mode, ExoIris estimates the baseline coefficients by ordinary linear least
30+ squares at every likelihood evaluation. The residual between the data and the current transit model is
31+ regressed against the design matrix, and the resulting best-fit coefficients are folded back into the
32+ model. Because the coefficients are determined analytically at each step, they are *profiled out * of the
33+ likelihood and add no extra parameters to the sampler. This keeps the parameter space compact and speeds
34+ up convergence.
4735
4836Analytically Marginalized Baseline
4937-----------------------------------
5038
51- Setting the noise model to ``white_marginalized `` activates Bayesian analytic marginalisation of the
52- baseline coefficients. Instead of plugging in point estimates, ExoIris integrates the coefficients out
53- under a broad isotropic Gaussian prior :math: `\mathbf {c} \sim \mathcal {N}(\mathbf {0 },\,\tau ^2 \mathbf {I})`
54- with :math: `\tau = 10 ^6 `. The marginal likelihood is
39+ As an alternative, ExoIris can analytically marginalise the baseline coefficients under a broad Gaussian
40+ prior instead of plugging in point estimates. The marginal likelihood integrates the coefficients out in
41+ closed form,
5542
5643.. math ::
5744
5845 \mathcal {L}(\theta ) = \int p\!\left (F_\mathrm {obs} \mid \theta , \mathbf {c}\right )\, p(\mathbf {c})\, \mathrm {d}\mathbf {c}
5946
60- which can be evaluated in closed form because the model is linear in :math: `\mathbf {c}`. Defining
61- :math: `\boldsymbol {\Phi }_m = \mathrm {diag}(F_\mathrm {transit}) \, \boldsymbol {\Phi }`, the marginal
62- covariance of the data is :math: `C = \Sigma + \tau ^2 \boldsymbol {\Phi }_m \boldsymbol {\Phi }_m^\top `,
63- where :math: `\Sigma = \mathrm {diag}(\sigma ^2 )`. ExoIris evaluates :math: `C^{-1 }` and
64- :math: `\lvert C \rvert ` efficiently using the Woodbury matrix identity and the matrix determinant
65- lemma, working with :math: `k \times k` matrices rather than :math: `n_t \times n_t` matrices.
47+ because the model is linear in :math: `\mathbf {c}`. The resulting covariance is evaluated efficiently via
48+ the Woodbury matrix identity and the matrix determinant lemma, keeping the cost proportional to the
49+ number of covariates rather than the number of time points.
6650
6751Compared to the profiled approach, marginalisation properly propagates baseline uncertainty into the
68- posterior distributions of all transit parameters. The transit model is evaluated *without * a baseline
69- factor; the likelihood accounts for the baseline analytically. This can yield more conservative---and
70- more accurate---uncertainty estimates, particularly when the covariate model is flexible or the
71- out-of-transit coverage is limited.
52+ posterior distributions of all transit parameters. This can yield more conservative---and more
53+ accurate---uncertainty estimates, particularly when the covariate model is flexible or the out-of-transit
54+ coverage is limited.
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