Archive for the ‘Bayesian’ Category.

When you observed zero counts, you didn’t not observe any counts

Dong-Woo, who has been playing with BEHR, noticed that the confidence bounds quoted on the source intensities seem to be unchanged when the source counts are zero, regardless of what the background counts are set to. That is, p(s|NS,NB) is invariant when NS=0, for any value of NB. This seems a bit odd, because [naively] one expects that as NB increases, it should/ought to get more and more likely that s gets closer to 0. Continue reading ‘When you observed zero counts, you didn’t not observe any counts’ »

[ArXiv] Recent bayesian studies from astro-ph

In the past month, I’ve noticed relatively frequent paper appearance in arxiv/astro-ph whose title includes Bayesian or Markov Chain Monte Carlo (MCMC). Those papers are:

  • [astro-ph:0709.1058v1] Joint Bayesian Component Separation and CMB Power Spectrum Estimation by H.K.Eriksen et. al.
  • [astro-ph:0709.1104v1] Monolithic or hierarchical star formation? A new statistical analysis by M. Kampakoglou, R. Trotta, and J. Silk
  • [astro-ph:0411573v2] A Bayesian analysis of the primordial power spectrum by M.Bridges, A.N.Lasenby, M.P.Hobson
  • [astro-ph:0709.0596v1] Bayesian inversion of Stokes profiles by A. A. Ramos, M.J.M. Gonzales, and J.A. Rubino-Martin
  • [astro-ph:0709.0711v1] Bayesian posterior classification of planetary nebulae according to the Peimbert types by C. Quireza, H.J.Rocha-Pinto, and W.J. Maciel
  • [astro-ph:0708.2340v1] Bayesian Galaxy Shape Measurement for Weak Lensing Surveys -I. Methodology and a Fast Fitting Algorithm by L. Miller et. al.
  • [astro-ph:0708.1871v1] Dark energy and cosmic curvature: Monte-Carlo Markov Chain approach by Y. Gong et. al.

Continue reading ‘[ArXiv] Recent bayesian studies from astro-ph’ »

Wrong Priors?

arXiv:0709.1067v1 : Wrong Priors (Carlos C. Rodriguez)

This came through today on astro-ph, suggesting that we could be choosing priors better than we do, and in fact that we generally do a very bad job of it. I have been brought up to believe that, like points in Whose Line Is It Anyway, priors don’t matter (unless you have very little data), so I am somewhat confused. What is going on here?

Change Point Problem

X-ray summer school is on going. Numerous interesting topics were presented but not much about statistics (Only advice so far, “use implemented statistics in x-ray data reduction/analysis tools” and “it’s just a tool”). Nevertheless, I happened to talk two students extensively on their research topics, finding features from light curves. One was very empirical from comparing gamma ray burst trigger time to 24kHz observations and the other was statistical and algorithmic by using Bayesian Block. Sadly, I could not give them answers but the latter one dragged my attention.
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Quote of the Week, July 26, 2007

Peter Bickel:

“Bayesian” methods have, I think, rightly gained favor in astronomy
as they have in other fields of statistical application. I put “Bayesian” in quotation marks because I do not believe this marks a revival in the sciences in the belief in personal probability. To me it rather means that all information on hand should be used
in model construction, coupled with the view of Box[1979 etc], who considers himself a Bayesian:

Models, of course, are never true but fortunately it is only necessary that they be useful.

The Bayesian paradigm permits one to construct models and hence statistical methods which reflect such information in an, at least in principle, marvellously simple way. A frequentist such as myself feels as at home with these uses of Bayes principle
as any Bayesian.

From Bickel, P. J. “An Overview of SCMA II”, in Statistical Challenges in Modern Astronomy II, editors G. Jogesh Babu and Eric D. Feigelson, 1997, Springer-Verlag, New York,p 360.

[Box 1979] Box, G. E. P. , 1979, “Some Problems of statistics and everyday life”. J. Amer. Statst. Assoc., 74, 1-4.

Peter Bickle had so many interesting perspectives in his comments at these SCMA conferences that it was hard to choose just one set.

Quote of the Week, July 19, 2007

Ten years ago, Astrophysicist John Nousek had this answer to Hyunsook Lee’s question “What is so special about chi square in astronomy?”:

The astronomer must also confront the problem that results need to be published and defended. If a statistical technique has not been widely applied in astronomy before, then there are additional burdens of convincing the journal referees and the community at large that the statistical methods are valid.

Certain techniques which are widespread in astronomy and seem to be accepted without any special justification are: linear and non-linear regression (Chi-Square analysis in general), Kolmogorov-Smirnov tests, and bootstraps. It also appears that if you find it in Numerical Recipes (Press etal. 1992) that it will be more likely to be accepted without comment.

…Note an insidious effect of this bias, astronomers will often choose to utilize a widely accepted statistical tool, even into regimes where the tool is known to be invalid, just to avoid the problem of developping or researching appropriate tools.

From pg 205, in “Discussion by John Nousek” (of Edward J. Wegman et. al., “Statistical Software, Siftware, and Astronomy”), in Statistical Challenges in Modern Astronomy II”, editors G. Jogesh Babu and Eric D. Feigelson, 1997, Springer-verlag, New York.

[ArXiv] Bayesian Star Formation Study, July 13, 2007

From arxiv/astro-ph:0707.2064v1
Star Formation via the Little Guy: A Bayesian Study of Ultracool Dwarf Imaging Surveys for Companions by P. R. Allen.

I rather skip all technical details on ultracool dwarfs and binary stars, reviews on star formation studies, like initial mass function (IMF), astronomical survey studies, which Allen gave a fair explanation in arxiv/astro-ph:0707.2064v1 but want to emphasize that based on simple Bayes’ rule and careful set-ups for likelihoods and priors according to data (ultracool dwarfs), quite informative conclusions were drawn:
Continue reading ‘[ArXiv] Bayesian Star Formation Study, July 13, 2007’ »

[ArXiv] Matching Sources, July 11, 2007

From arxiv/astro-ph: 0707.1611 Probabilistic Cross-Identification of Astronomical Sources by Budavari and Szalay

As multi-wave length studies become more popular, various source matching methodologies have been discussed. One of such methods particularly focused on Bayesian idea was introduced by Budavari and Szalay with a demand for symmetric algorithms in a unified framework.
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[ArXiv] Spectroscopic Survey, June 29, 2007

From arXiv/astro-ph:0706.4484

Spectroscopic Surveys: Present by Yip. C. overviews recent spectroscopic sky surveys and spectral analysis techniques toward Virtual Observatories (VO). In addition that spectroscopic redshift measures increase like Moore’s law, the surveys tend to go deeper and aim completeness. Mainly elliptical galaxy formation has been studied due to more abundance compared to spirals and the galactic bimodality in color-color or color-magnitude diagrams is the result of the gas-rich mergers by blue mergers forming the red sequence. Principal component analysis has incorporated ratios of emission line-strengths for classifying Type-II AGN and star forming galaxies. Lyα identifies high z quasars and other spectral patterns over z reveal the history of the early universe and the characteristics of quasars. Also, the recent discovery of 10 satellites to the Milky Way is mentioned.
Continue reading ‘[ArXiv] Spectroscopic Survey, June 29, 2007’ »

Quote of the Week, June 27, 2007

I want to use this short quote by Andrew Gelman to highlight many interesting topics at the recent Third Workshop on Monte Carlo Methods. This is part of Andrew Gelman’s empahsis on the fundamental importance of thinking through priors. He argues that “non-informative” priors (explicit, as in Bayes, or implicit, as in some other methods) can in fact be highly constraining, and that weakly informative priors are more honest. At his talk on Monday, May 14, 2007 Andrew Gelman explained:

You want to supply enough structure to let the data speak,
but that’s a tricky thing.

Quote of the Week, June 12, 2007

This is the second a series of quotes by
Xiao Li Meng
, from an introduction to Markov Chain Monte Carlo (MCMC), given to a room full of astronomers, as part of the April 25, 2006 joint meeting of Harvard’s “Stat 310″ and the California-Harvard Astrostatistics Collaboration. This one has a long summary as the lead-in, but hang in there!

Summary first (from earlier in Xiao Li Meng’s presentation):

Let us tackle a harder problem, with the Metropolis Hastings Algorithm.
An example: a tougher distribution, not Normal in [at least one of the dimensions], and multi-modal… FIRST I propose a draw, from an approximate distribution. THEN I compare it to true distribution, using the ratio of proposal to target distribution. The next draw: tells whether to accept the new draw or stay with the old draw.

Our intuition:
1/ For original Metropolis algorithm, it looks “geometric” (In the example, we are sampling “x,z”; if the point falls under our xz curve, accept it.)

2/ The speed of algorithm depends on how close you are with the approximation. There is a trade-off with “stickiness”.

Practical questions:
How large should say, N be? This is NOT AN EASY PROBLEM! The KEY difficulty: multiple modes in unknown area. We want to know all (major) modes first, as well as estimates of the surrounding areas… [To handle this,] don’t run a single chain; run multiple chains.
Look at between-chain variance; and within-chain variance. BUT there is no “foolproof” here… The starting point should be as broad as possible. Go somewhere crazy. Then combine, either simply as these are independent; or [in a more complicated way as in Meng and Gellman].

And here’s the Actual Quote of the Week:

[Astrophysicist] Aneta Siemiginowska: How do you make these proposals?

[Statistician] Xiao Li Meng: Call a professional statistician like me.
But seriously – it can be hard. But really you don’t need something perfect. You just need something decent.

Is 3sigma the same as 3*1sigma?

Sometime early this year, Jeremy Drake asked this innocuous sounding question in the context of determining the bounds on the amplitude of an absorption line: Is the 3sigma error bar the same length as 3 times the 1sigma error bar?

In other words, if he measured the 99.7% confidence range for his model parameter, would it always be thrice as large as the nominal 1sigma confidence range? The answer is complicated, and depends on who you ask: Frequentists will say “yes, of course!”, Likelihoodists will say “Maybe, yeah, er, depends”, and Bayesians will say “sigma? what’s that?” So I think it would be useful to expound a bit more on this to astronomers, whose mental processes are generally Bayesian but whose computational tools are mostly Frequentist.
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