Progress in non-parametric change point detection of gravitational wave bursts: the MULTIKSCD algorithm

Abstract

Combining non-parametric tests and change point detection leads to signal detectors that do not require knowledge of the noise distribution, or estimated models of the same, when fixing a threshold corresponding to a specified false alarm rate. This can lead to a simple and robust detection strategy in non-stationary and non-Gaussian noise. However, the price paid is in reduced sensitivity when dealing with ideal stationary, Gaussian noise, though the best sensitivity achievable by this class of detectors is an open issue. A non-parametric change point detector for gravitational wave burst signals has been introduced by Mohanty (2000 Phys. Rev. D 61 122002). Here, we report on modifications that lead to a significant jump in the sensitivity of this detector. This result suggests that there may still be a lot of room for improvement in the sensitivity of non-parametric change point detectors.