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likelihood.py
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from abc import ABC, abstractmethod
from jaxtyping import Array, Float
from jimgw.waveform import Waveform
from jimgw.detector import Detector
import jax.numpy as jnp
from astropy.time import Time
import numpy as np
from scipy.interpolate import interp1d
import jax
from flowMC.utils.EvolutionaryOptimizer import EvolutionaryOptimizer
from jimgw.prior import Prior
class LikelihoodBase(ABC):
"""
Base class for likelihoods.
Note that this likelihood class should work for a some what general class of problems.
In light of that, this class would be some what abstract, but the idea behind it is this
handles two main components of a likelihood: the data and the model.
It should be able to take the data and model and evaluate the likelihood for a given set of parameters.
"""
@property
def model(self):
"""
The model for the likelihood.
"""
return self._model
@property
def data(self):
"""
The data for the likelihood.
"""
return self._data
@abstractmethod
def evaluate(self, params) -> float:
"""
Evaluate the likelihood for a given set of parameters.
"""
raise NotImplementedError
class TransientLikelihoodFD(LikelihoodBase):
detectors: list[Detector]
waveform: Waveform
def __init__(
self,
detectors: list[Detector],
waveform: Waveform,
trigger_time: float = 0,
duration: float = 4,
post_trigger_duration: float = 2,
) -> None:
self.detectors = detectors
self.waveform = waveform
self.trigger_time = trigger_time
self.gmst = (
Time(trigger_time, format="gps").sidereal_time("apparent", "greenwich").rad
)
self.trigger_time = trigger_time
self.duration = duration
self.post_trigger_duration = post_trigger_duration
@property
def epoch(self):
"""
The epoch of the data.
"""
return self.duration - self.post_trigger_duration
@property
def ifos(self):
"""
The interferometers for the likelihood.
"""
return [detector.name for detector in self.detectors]
def evaluate(
self, params: Array, data: dict
) -> float: # TODO: Test whether we need to pass data in or with class changes is fine.
"""
Evaluate the likelihood for a given set of parameters.
"""
log_likelihood = 0
frequencies = self.detectors[0].frequencies
df = frequencies[1] - frequencies[0]
params["gmst"] = self.gmst
waveform_sky = self.waveform(frequencies, params)
align_time = jnp.exp(
-1j * 2 * jnp.pi * frequencies * (self.epoch + params["t_c"])
)
for detector in self.detectors:
waveform_dec = (
detector.fd_response(frequencies, waveform_sky, params) * align_time
)
match_filter_SNR = (
4
* jnp.sum(
(jnp.conj(waveform_dec) * detector.data) / detector.psd * df
).real
)
optimal_SNR = (
4
* jnp.sum(
jnp.conj(waveform_dec) * waveform_dec / detector.psd * df
).real
)
log_likelihood += match_filter_SNR - optimal_SNR / 2
return log_likelihood
class HeterodynedTransientLikelihoodFD(TransientLikelihoodFD):
n_bins: int # Number of bins to use for the likelihood
ref_params: dict # Reference parameters for the likelihood
freq_grid_low: Array # Heterodyned frequency grid
freq_grid_center: Array # Heterodyned frequency grid at the center of the bin
waveform_low_ref: dict[
Array
] # Reference waveform at the low edge of the frequency bin, keyed by detector name
waveform_center_ref: dict[
Array
] # Reference waveform at the center of the frequency bin, keyed by detector name
A0_array: dict[Array] # A0 array for the likelihood, keyed by detector name
A1_array: dict[Array] # A1 array for the likelihood, keyed by detector name
B0_array: dict[Array] # B0 array for the likelihood, keyed by detector name
B1_array: dict[Array] # B1 array for the likelihood, keyed by detector name
def __init__(
self,
detectors: list[Detector],
waveform: Waveform,
prior: Prior,
bounds: tuple[Array, Array],
n_bins: int = 101,
trigger_time: float = 0,
duration: float = 4,
post_trigger_duration: float = 2,
popsize: int = 100,
n_loops: int = 2000,
) -> None:
super().__init__(
detectors, waveform, trigger_time, duration, post_trigger_duration
)
frequency_original = self.detectors[0].frequencies
freq_grid, self.freq_grid_center = self.make_binning_scheme(
np.array(frequency_original), n_bins + 1
)
self.freq_grid_low = freq_grid[:-1]
self.ref_params = self.maximize_likelihood(
bounds=bounds, prior=prior, popsize=popsize, n_loops=n_loops
)
self.ref_params["gmst"] = self.gmst
self.waveform_low_ref = {}
self.waveform_center_ref = {}
self.A0_array = {}
self.A1_array = {}
self.B0_array = {}
self.B1_array = {}
h_sky = self.waveform(frequency_original, self.ref_params)
h_sky_low = self.waveform(self.freq_grid_low, self.ref_params)
h_sky_center = self.waveform(self.freq_grid_center, self.ref_params)
f_valid = frequency_original[jnp.where((jnp.abs(h_sky['p'])+jnp.abs(h_sky['c']))>0)[0]]
f_max = jnp.max(f_valid)
f_min = jnp.min(f_valid)
h_sky = h_sky[jnp.where((frequency_original>=f_min) & (frequency_original<=f_max))[0]]
h_sky_low = h_sky_low[jnp.where((self.freq_grid_low>=f_min) & (self.freq_grid_low<=f_max))[0]]
h_sky_center = h_sky_center[jnp.where((self.freq_grid_center>=f_min) & (self.freq_grid_center<=f_max))[0]]
frequency_original = frequency_original[jnp.where((frequency_original>=f_min) & (frequency_original<=f_max))[0]]
self.freq_grid_low = self.freq_grid_low[jnp.where((self.freq_grid_low>=f_min) & (self.freq_grid_low<=f_max))[0]]
self.freq_grid_center = self.freq_grid_center[jnp.where((self.freq_grid_center>=f_min) & (self.freq_grid_center<=f_max))[0]]
align_time = jnp.exp(
-1j
* 2
* jnp.pi
* frequency_original
* (self.epoch + self.ref_params["t_c"])
)
align_time_low = jnp.exp(
-1j
* 2
* jnp.pi
* self.freq_grid_low
* (self.epoch + self.ref_params["t_c"])
)
align_time_center = jnp.exp(
-1j
* 2
* jnp.pi
* self.freq_grid_center
* (self.epoch + self.ref_params["t_c"])
)
for detector in self.detectors:
waveform_ref = (
detector.fd_response(frequency_original, h_sky, self.ref_params)
* align_time
)
self.waveform_low_ref[detector.name] = (
detector.fd_response(self.freq_grid_low, h_sky_low, self.ref_params)
* align_time_low
)
self.waveform_center_ref[detector.name] = (
detector.fd_response(
self.freq_grid_center, h_sky_center, self.ref_params
)
* align_time_center
)
A0, A1, B0, B1 = self.compute_coefficients(
detector.data,
waveform_ref,
detector.psd,
frequency_original,
self.freq_grid_low,
self.freq_grid_center,
)
self.A0_array[detector.name] = A0
self.A1_array[detector.name] = A1
self.B0_array[detector.name] = B0
self.B1_array[detector.name] = B1
def evaluate(self, params: Array, data: dict) -> float:
log_likelihood = 0
frequencies_low = self.freq_grid_low
frequencies_center = self.freq_grid_center
params["gmst"] = self.gmst
waveform_sky_low = self.waveform(frequencies_low, params)
waveform_sky_center = self.waveform(frequencies_center, params)
align_time_low = jnp.exp(
-1j * 2 * jnp.pi * frequencies_low * (self.epoch + params["t_c"])
)
align_time_center = jnp.exp(
-1j * 2 * jnp.pi * frequencies_center * (self.epoch + params["t_c"])
)
for detector in self.detectors:
waveform_low = (
detector.fd_response(frequencies_low, waveform_sky_low, params)
* align_time_low
)
waveform_center = (
detector.fd_response(frequencies_center, waveform_sky_center, params)
* align_time_center
)
r0 = waveform_center / self.waveform_center_ref[detector.name]
r1 = (waveform_low / self.waveform_low_ref[detector.name] - r0) / (
frequencies_low - frequencies_center
)
match_filter_SNR = jnp.sum(
self.A0_array[detector.name] * r0.conj()
+ self.A1_array[detector.name] * r1.conj()
)
optimal_SNR = jnp.sum(
self.B0_array[detector.name] * jnp.abs(r0) ** 2
+ 2 * self.B1_array[detector.name] * (r0 * r1.conj()).real
)
log_likelihood += (match_filter_SNR - optimal_SNR / 2).real
return log_likelihood
def evaluate_original(
self, params: Array, data: dict
) -> float: # TODO: Test whether we need to pass data in or with class changes is fine.
"""
Evaluate the likelihood for a given set of parameters.
"""
log_likelihood = 0
frequencies = self.detectors[0].frequencies
df = frequencies[1] - frequencies[0]
params["gmst"] = self.gmst
waveform_sky = self.waveform(frequencies, params)
align_time = jnp.exp(
-1j * 2 * jnp.pi * frequencies * (self.epoch + params["t_c"])
)
for detector in self.detectors:
waveform_dec = (
detector.fd_response(frequencies, waveform_sky, params) * align_time
)
match_filter_SNR = (
4
* jnp.sum(
(jnp.conj(waveform_dec) * detector.data) / detector.psd * df
).real
)
optimal_SNR = (
4
* jnp.sum(
jnp.conj(waveform_dec) * waveform_dec / detector.psd * df
).real
)
log_likelihood += match_filter_SNR - optimal_SNR / 2
return log_likelihood
@staticmethod
def max_phase_diff(f, f_low, f_high, chi=1):
gamma = np.arange(-5, 6, 1) / 3.0
f = np.repeat(f[:, None], len(gamma), axis=1)
f_star = np.repeat(f_low, len(gamma))
f_star[gamma >= 0] = f_high
return 2 * np.pi * chi * np.sum((f / f_star) ** gamma * np.sign(gamma), axis=1)
def make_binning_scheme(self, freqs, n_bins, chi=1):
phase_diff_array = self.max_phase_diff(freqs, freqs[0], freqs[-1], chi=1)
bin_f = interp1d(phase_diff_array, freqs)
f_bins = np.array([])
for i in np.linspace(phase_diff_array[0], phase_diff_array[-1], n_bins):
f_bins = np.append(f_bins, bin_f(i))
f_bins_center = (f_bins[:-1] + f_bins[1:]) / 2
return f_bins, f_bins_center
@staticmethod
def compute_coefficients(data, h_ref, psd, freqs, f_bins, f_bins_center):
A0_array = []
A1_array = []
B0_array = []
B1_array = []
df = freqs[1] - freqs[0]
data_prod = np.array(data * h_ref.conj())
self_prod = np.array(h_ref * h_ref.conj())
for i in range(len(f_bins) - 1):
f_index = np.where((freqs >= f_bins[i]) & (freqs < f_bins[i + 1]))[0]
A0_array.append(4 * np.sum(data_prod[f_index] / psd[f_index]) * df)
A1_array.append(
4
* np.sum(
data_prod[f_index]
/ psd[f_index]
* (freqs[f_index] - f_bins_center[i])
)
* df
)
B0_array.append(4 * np.sum(self_prod[f_index] / psd[f_index]) * df)
B1_array.append(
4
* np.sum(
self_prod[f_index]
/ psd[f_index]
* (freqs[f_index] - f_bins_center[i])
)
* df
)
A0_array = jnp.array(A0_array)
A1_array = jnp.array(A1_array)
B0_array = jnp.array(B0_array)
B1_array = jnp.array(B1_array)
return A0_array, A1_array, B0_array, B1_array
def maximize_likelihood(
self,
bounds: tuple[Array, Array],
prior: Prior,
popsize: int = 100,
n_loops: int = 2000,
):
bounds = jnp.array(bounds).T
popsize = popsize # TODO remove this?
y = lambda x: -self.evaluate_original(
prior.add_name(x, transform_name=True, transform_value=True), None
)
y = jax.jit(jax.vmap(y))
print("Starting the optimizer")
optimizer = EvolutionaryOptimizer(len(bounds), popsize=popsize, verbose=True)
state = optimizer.optimize(y, bounds, n_loops=n_loops)
best_fit = optimizer.get_result()[0]
return prior.add_name(best_fit, transform_name=True, transform_value=True)