- Open Access
Calculation of -values for quadratic statistics in pulsar timing arrays
Phys. Rev. D 112, 103009 – Published 6 November, 2025
DOI: https://doi.org/10.1103/b3y4-yfr1
Abstract
Pulsar Timing Array (PTA) projects have reported various lines of evidence suggesting the presence of a stochastic gravitational wave (GW) background in their data. One key line of evidence involves a detection statistic sensitive to interpulsar correlations, such as those induced by GWs. A -value is then calculated to assess how unlikely it is for the observed signal to arise under the null hypothesis , purely by chance. However, PTAs cannot empirically draw samples from . As a workaround, various techniques are used in the literature to approximate -values under . One such technique, which has been characterized as a model-independent method, is the use of “scrambling” transformations that modify the data to cancel out pulsar correlations, thereby simulating realizations from . In this work, scrambling methods and the detection statistic are investigated from first principles. The -value methodology that is discussed is general, but the discussions regarding a specific detection statistic apply to the detection of a stochastic background of gravitational waves with PTAs. All methods in the literature to calculate -values for such a detection statistic are rigorously analyzed, and analytical expressions are derived for the distribution of the detection statistic and the corresponding -values. All this leads to the conclusion that scrambling methods are not model independent and thus not completely empirical. With a single realization of data our results are necessarily always model dependent, which any analysis will need to accept. Instead of scrambling approaches, rigorous Bayesian and Frequentist -value calculation methods are advocated, the evaluation of which depend on the generalized distribution. This view is consistent with the posterior predictive -value approach that is already in the literature. Efficient expressions are derived to evaluate the generalized distribution of the detection statistic on real data. It is highlighted that no Frequentist -values have been calculated correctly in the PTA literature to date.
Physics Subject Headings (PhySH)
Article Text
References (61)
- G. Agazie et al. (The NANOGrav Collaboration), The NANOGrav 15 Yr data set: Evidence for a gravitational-wave background, Astrophys. J. Lett. 951, L8 (2023).
- D. J. Reardon et al., Search for an isotropic gravitational-wave background with the Parkes Pulsar Timing Array, Astrophys. J. Lett. 951, L6 (2023).
- J. Antoniadis et al., The second data release from the European Pulsar Timing Array II. Customised pulsar noise models for spatially correlated gravitational waves, Astron. Astrophys. 678, A49 (2023).
- H. Xu et al., Searching for the Nano-Hertz stochastic gravitational wave background with the Chinese Pulsar Timing Array data release I, Res. Astron. Astrophys. 23, 075024 (2023).
- G. Agazie et al. (The NANOGrav Collaboration), The NANOGrav 15 Yr data set: Bayesian limits on gravitational waves from individual supermassive black hole binaries, Astrophys. J. Lett. 951, L50 (2023).
- J. Antoniadis et al., The second data release from the European Pulsar Timing Array—IV. Implications for massive black holes, dark matter, and the Early Universe, Astron. Astrophys. 685, A94 (2024).
- J. Antoniadis et al., The second data release from the European Pulsar Timing Array V. Search for continuous gravitational wave signals, Astron. Astrophys. 690, A118 (2024).
- A. Afzal et al., The NANOGrav Collaboration, The NANOGrav 15 Yr data set: Search for signals from new physics, Astrophys. J. Lett. 951, L11 (2023).
- B. Allen, S. Dhurandhar, Y. Gupta, M. McLaughlin, P. Natarajan, R. M. Shannon, E. Thrane, and A. Vecchio, The International Pulsar Timing Array checklist for the detection of nanohertz gravitational waves, arXiv:2304.04767.
- J. S. Hazboun, P. M. Meyers, J. D. Romano, X. Siemens, and A. M. Archibald, Analytic distribution of the optimal cross-correlation statistic for stochastic gravitational-wave-background searches using Pulsar Timing Arrays, Phys. Rev. D 108, 104050 (2023).
- M. Vallisneri, P. M. Meyers, K. Chatziioannou, and A. J. K. Chua, Posterior predictive checking for gravitational-wave detection with Pulsar Timing Arrays. I. The optimal statistic, Phys. Rev. D 108, 123007 (2023).
- R. van Haasteren, Pulsar Timing Arrays require hierarchical models, Astrophys. J. Suppl. Ser. 273, 23 (2024).
- G. Agazie et al. (The NANOGrav Collaboration), The NANOGrav 15 Yr data set: Observations and timing of 68 millisecond pulsars, Astrophys. J. Lett. 951, L9 (2023).
- C. Pernet, Null hypothesis significance testing: A short tutorial, F1000Res. 4, 621 (2015).
- R. Nuzzo, Scientific method: Statistical errors, Nature (London) 506, 150 (2014).
- R. L. Wasserstein and N. A. Lazar, The ASA statement on P-values: Contextprocess, and purpose, Am. Stat. 70, 129 (2016).
- D. J. Benjamin et al., Redefine statistical significance, Nat. Hum. Behav. 2, 6 (2018).
- R. L. Wasserstein, Allen L. Schirm, and N. A. Lazar, Moving to a world beyond “”, Am. Stat. 73, 1 (2019).
- F. A. Jenet, G. B. Hobbs, K. J. Lee, and R. N. Manchester, Detecting the stochastic gravitational wave background using pulsar timing, Astrophys. J. 625, L123 (2005).
- M. Anholm, S. Ballmer, J. D. E. Creighton, L. R. Price, and X. Siemens, Optimal strategies for gravitational wave stochastic background searches in pulsar timing data, Phys. Rev. D 79, 084030 (2009).
- S. J. Chamberlin, J. D. E. Creighton, X. Siemens, P. Demorest, J. Ellis, L. R. Price, and J. D. Romano, Time-domain implementation of the optimal cross-correlation statistic for stochastic gravitational-wave background searches in pulsar timing data, Phys. Rev. D 91, 044048 (2015).
- B. Allen and J. D. Romano, Hellings and downs correlation of an arbitrary set of pulsars, Phys. Rev. D 108, 043026 (2023).
- K. A. Gersbach, S. R. Taylor, P. M. Meyers, and J. D. Romano, Spatial and spectral characterization of the gravitational-wave background with the PTA optimal statistic, Phys. Rev. D 111, 023027 (2025).
- M. Tegmark, How to measure CMB power spectra without losing information, Phys. Rev. D 55, 5895 (1997).
- M. Tegmark, A. N. Taylor, and A. F. Heavens, Karhunen-Loève eigenvalue problems in cosmology: How should we tackle large data sets?, Astrophys. J. 480, 22 (1997).
- S. C. Sardesai, S. J. Vigeland, K. A. Gersbach, and S. R. Taylor, Generalized optimal statistic for characterizing multiple correlated signals in pulsar timing arrays, Phys. Rev. D 108, 124081 (2023).
- S. J. Vigeland, K. Islo, S. R. Taylor, and J. A. Ellis, Noise-marginalized optimal statistic: A robust hybrid Frequentist-Bayesian statistic for the stochastic gravitational-wave background in pulsar timing arrays, Phys. Rev. D 98, 044003 (2018).
- J. Neyman, E. S. Pearson, and K. Pearson, IX. On the problem of the most efficient tests of statistical hypotheses, Phil. Trans. R. Soc. A 231, 289 (1997).
- P. A. Rosado, A. Sesana, and J. Gair, Expected properties of the first gravitational wave signal detected with pulsar timing arrays, Mon. Not. R. Astron. Soc. 451, 2417 (2015).
- R. van Haasteren, B. Allen, and J. D. Romano, Optimal robust detection statistics for pulsar timing arrays, arXiv:2509.06489.
- J. P. Imhof, Computing the distribution of quadratic forms in normal variables, Biometrika 48, 419 (1961).
- A. Das and W. S. Geisler, A method to integrate and classify normal distributions, J. Vis. 21, 1 (2021).
- N. J. Cornish and L. Sampson, Towards robust gravitational wave detection with pulsar timing arrays, Phys. Rev. D 93, 104047 (2016).
- S. R. Taylor, L. Lentati, S. Babak, P. Brem, J. R. Gair, A. Sesana, and A. Vecchio, All correlations must die: Assessing the significance of a stochastic gravitational-wave background in pulsar timing arrays, Phys. Rev. D 95, 042002 (2017).
- V. Di Marco, A. Zic, M. T. Miles, D. J. Reardon, E. Thrane, and R. M. Shannon, Toward robust detections of nanohertz gravitational waves, Astrophys. J. 956, 14 (2023).
- M. T. Miles et al., The MeerKAT pulsar timing array: The first search for gravitational waves with the MeerKAT radio telescope, Mon. Not. R. Astron. Soc. 536, 1489 (2024).
- F. Mezzadri, How to generate random matrices from the classical compact groups, arXiv:math-ph/0609050.
- J. Antoniadis, S. Babak, A.-S. B. Nielsen, C. G. Bassa, and A. Berthereau, The second data release from the European Pulsar Timing Array. I. The dataset and timing analysis, Astron. Astrophys. 678, A48 (2023).
- A. Zic et al., The Parkes Pulsar Timing Array third data release, Pub. Astron. Soc. Aust. 40, e049 (2023).
- L. Isserlis, On a formula for the product-moment coefficient of any order of a normal frequency distribution in any number of variables, Biometrika 12, 134 (1918).
- J. Antoniadis et al., The second data release from the European Pulsar Timing Array—III. Search for gravitational wave signals, Astron. Astrophys. 678, A50 (2023).
- R. van Haasteren, Use model averaging instead of model selection in pulsar timing, Mon. Not. R. Astron. Soc.: Lett. 537, L1 (2025).
- B. P. Abbott et al. (LIGO Scientific Collaboration and Virgo Collaboration), Observation of gravitational waves from a binary black hole merger, Phys. Rev. Lett. 116, 061102 (2016).
- M. T. Miles et al., The MeerKAT pulsar timing array: The 4.5-year data release and the noise and stochastic signals of the millisecond pulsar population, Mon. Not. R. Astron. Soc. 536, 1467 (2024).
- G. E. P. Box, Sampling and Bayes’ inference in scientific modelling and robustness, J. R. Stat. Soc. A 143, 383 (1980).
- G. Agazie et al., The NANOGrav 15 Yr data set: Posterior predictive checks for gravitational-wave detection with pulsar timing arrays, Phys. Rev. D 111, 042011 (2025).
- R. van Haasteren and M. Vallisneri, New advances in the Gaussian-process approach to pulsar-timing data analysis, Phys. Rev. D 90, 104012 (2014).
- R. van Haasteren and M. Vallisneri, Low-rank approximations for large stationary covariance matrices, as used in the Bayesian and generalized-least-squares analysis of pulsar-timing data, Mon. Not. R. Astron. Soc. 446, 1170 (2015).
- J. Sherman and W. J. Morrison, Adjustment of an inverse matrix corresponding to a change in one element of a given matrix, Ann. Math. Stat. 21, 124 (1950).
- M. Woodbury, Inverting Modified Matrices, Memorandum Report/Statistical Research Group, Princeton (Department of Statistics, Princeton University, 1950).
- J. A. Ellis, M. Vallisneri, S. R. Taylor, and P. T. Baker, enterprise: Enhanced Numerical Toolbox Enabling a Robust PulsaR Inference SuitE, Zenodo, 10.5281/zenodo.4059815 (2020).
- Z. Arzoumanian et al., The NANOGrav nine-year data set: Observations, Aarrival time measurements, and analysis of 37 millisecond pulsars, Astrophys. J. 813, 65 (2015).
- M. Seeger, Low Rank Updates for the Cholesky Decomposition, Tech. Rep. (University of California at Berkeley, Berkeley, 2004).
- R. van Haasteren, fastshermanmorrison: Fast Sherman-Morrison updates for pulsar timing analysis, Zenodo, 10.5281/zenodo.17439723 (2025).
- Z. Arzoumanian et al., The NANOGrav nine-year data set: Limits on the isotropic stochastic gravitational wave background, Astrophys. J. 821, 13 (2016).
- A. D. Johnson et al., The NANOGrav 15-year gravitational-wave background analysis pipeline, Phys. Rev. D 109, 103012 (2024).
- https://github.com/vhaasteren/p-values-figures.
- A. Haar, Der massbegriff in der theorie der kontinuierlichen gruppen, Ann. Math. 34, 147 (1933).
- B. Collins and P. Śniady, Integration with respect to the haar measure on unitary, orthogonal and symplectic group, Commun. Math. Phys. 264, 773 (2006).
- P. Virtanen et al., scipy 1.0: Fundamental algorithms for scientific computing in python, Nat. Methods 17, 261 (2020).
- C. R. Harris et al., Array programming with numpy, Nature (London) 585, 357 (2020).