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Implement the DRW AGN model #168

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hombit opened this issue Oct 15, 2024 · 0 comments
Open
2 of 3 tasks

Implement the DRW AGN model #168

hombit opened this issue Oct 15, 2024 · 0 comments
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enhancement New feature or request

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@hombit
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hombit commented Oct 15, 2024

Feature request

@qifengcheng and I created a damped random walk model for AGN variability based on the wavelength and parameter distributions we found in the literature. The up-to-date implementation is in the SNANA repo, here. It also includes a simple changing-state (changing-look) AGN behavior, which we can skip in the initial implementation.

The damped random walk is a simple continuous-time process, an astronomical name for the Ornstein-Uhlenbeck process with no drift, also equivalent to the continuous autoregressive process of the first order, CAR(1). The great thing is that it is the only continuous stochastic process (Doob42) that is 1) Gaussian (every observation over time is Gaussian distributed), 2) Markov (so you only need to know the previous observation to get a distribution for the next one), and 3) temporally homogeneous (properties do not change when shifted by an arbitrary time interval). And it also has a simple analytical solution, so it is pretty simple and fast to simulate.

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@hombit hombit added the enhancement New feature or request label Oct 15, 2024
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