Archive for the ‘MCMC’ Category.

Sep 11th, 2009| 03:40 pm | Posted by hlee

A number of practical Bayesian data analysis books are available these days. Here, I’d like to introduce two that were relatively recently published. I like the fact that they are rather technical than theoretical. They have practical examples close to be related with astronomical data. They have R codes so that one can try algorithms on the fly instead of jamming probability theories. Continue reading ‘[Books] Bayesian Computations’ »

Tags:

book,

BUGS,

CMB,

examples,

HMM,

identifiability,

image processing,

LLN,

mixture,

MRF,

R Category:

Bayesian,

Fitting,

Languages,

MC,

MCMC,

Methods,

Stat |

1 Comment
May 18th, 2009| 12:18 pm | Posted by hlee

My understandings of **“robustness”** from the education in statistics and from communicating with astronomers are hard to find a mutual interest. Can anyone help me to build a robust bridge to get over this abyss? Continue reading ‘Robust Statistics’ »

Tags:

break point,

Huber,

nonparametric,

robust,

Rousseeuw,

Tukey Category:

Bayesian,

Frequentist,

Jargon,

MCMC,

Methods,

Quotes,

Stat,

Uncertainty |

Comment
Sep 17th, 2008| 02:11 pm | Posted by hlee

I’ve been joking about the astronomers’ fashion in writing **Markov chain Monte Carlo (MCMC)**. Frequently, **MCMC** was represented by **Monte Carlo Markov Chain** in astronomical journals. I was curious about the history of this new creation. Overall, I thought it would be worth to learn more about the history of MCMC and this paper was up in arxiv: Continue reading ‘A History of Markov Chain Monte Carlo’ »

Tags:

BUGS,

data augmentation,

EM,

Gibbs sampling,

Hasting,

history,

Metropolis,

reversible jump,

simulated annealing Category:

Algorithms,

arXiv,

Bad AstroStat,

Bayesian,

Cross-Cultural,

Data Processing,

Imaging,

MC,

MCMC,

Methods,

Quotes,

Stat |

2 Comments
Sep 16th, 2008| 04:34 pm | Posted by hlee

Astronomers tend to think in Bayesian way, but their Bayesian implementation is very limited. OpenBUGS, WinBUGS, GeoBUGS (BUGS for geostatistics; for example, modeling spatial distribution), R2WinBUGS (R BUGS wrapper) or PyBUGS (Python BUGS wrapper) could boost their Bayesian eagerness. Oh, by the way, **BUGS** stands for **Bayesian inference Using Gibbs Sampling.** Continue reading ‘BUGS’ »

Tags:

openBUGS,

PyBUGS,

Python,

R,

toolbox,

winBUGS Category:

Algorithms,

Bayesian,

Data Processing,

Languages,

MCMC,

Methods,

News |

Comment
Jun 21st, 2008| 11:10 pm | Posted by hlee

Jun 16th, 2008| 10:47 am | Posted by hlee

As Prof. Speed said, PCA is prevalent in astronomy, particularly this week. Furthermore, a paper explicitly discusses R, a popular statistics package. Continue reading ‘[ArXiv] 2nd week, June 2008’ »

Tags:

Bayesian evidence,

Binning,

broken power law,

cosmology,

K-S test,

LF,

lhs,

likelihood,

PCA,

power spectrum,

R,

SFH,

Sun,

Tully-Fisher Category:

arXiv,

MCMC |

Comment
May 31st, 2008| 11:59 pm | Posted by hlee

Eight astro-ph papers and two statistics paper are listed this week. One statistics paper discusses detecting filaments and the other talks about maximum likelihood estimation of satellite images (clouds). Continue reading ‘[ArXiv] 4th week, May 2008’ »

Tags:

AGN,

Bayes factor,

bootstrap,

confidence set,

cosmological constanct,

dark energy,

Exofit,

exoplanet,

filament,

jackknife,

KDE,

Model Selection,

time series,

Type Ia SNe,

unbiased,

wavelet Category:

arXiv,

Bayesian,

MCMC,

Stat |

Comment
May 26th, 2008| 02:59 pm | Posted by hlee

Tags:

clustering,

high dimension,

LF,

maximum likelihood,

multivariate,

Poisson,

Schechter,

zero count Category:

arXiv,

Bayesian,

Fitting,

MCMC,

Methods,

Stat |

Comment
May 11th, 2008| 10:42 pm | Posted by hlee

I think I have to review spatial statistics in astronomy, focusing on tessellation (void structure), point process (expanding 2 (3) point correlation function), and marked point process (spatial distribution of hardness ratios of X-ray distant sources, different types of galaxies -not only morphological differences but other marks such as absolute magnitudes and existence of particular features). When? Someday…

In addition to Bayesian methodologies, like this week’s astro-ph, studies on characterizing empirical spatial distributions of voids and galaxies frequently appear, which I believe can be enriched further with the ideas from stochastic geometry and spatial statistics. Click for what was appeared in arXiv this week. Continue reading ‘[ArXiv] 1st week, May 2008’ »

Tags:

Classification,

covariance,

FARIMA,

Fisher information,

GL,

GRB,

Levy,

light curve,

limb darkening,

ML,

Pareto distribution,

quasars,

solar flare,

standard candle,

tessellation,

time series,

VO,

void Category:

arXiv,

MCMC,

Uncertainty |

1 Comment
May 5th, 2008| 03:08 am | Posted by hlee

Since I learned Hubble’s tuning fork^{[1]} for the first time, I wanted to do classification (semi-supervised learning seems more suitable) galaxies based on their features (colors and spectra), instead of labor intensive human eye classification. Ironically, at that time I didn’t know there is a field of computer science called machine learning nor statistics which do such studies. Upon switching to statistics with a hope of understanding statistical packages implemented in IRAF and IDL, and learning better the contents of Numerical Recipes and Bevington’s book, the ignorance was not the enemy, but the accessibility of data was. Continue reading ‘[ArXiv] 5th week, Apr. 2008’ »

Tags:

ANN,

automation,

Classification,

correlation function,

denoising,

FFT,

gravitational wave,

lensing,

LISA,

machine learning,

missing data,

mock data,

morphology,

PCA,

power spectrum,

robust,

SDSS,

spectrum,

sunspots,

wavelet,

zoo Category:

arXiv,

Galaxies,

Imaging,

MCMC,

Physics,

Spectral |

Comment
Apr 27th, 2008| 11:29 am | Posted by hlee

The last paper in the list discusses MCMC for time series analysis, applied to sunspot data. There are six additional papers about statistics and data analysis from the week. Continue reading ‘[ArXiv] 4th week, Apr. 2008’ »

Tags:

clusters,

CMB,

GALEX,

gravitaional waves,

lensing,

LF,

LMC,

machine learning,

maximum likelihood,

priors,

probability,

SDSS,

stellar populations,

sunspot,

time series Category:

arXiv,

MCMC |

Comment
Apr 20th, 2008| 09:05 pm | Posted by hlee

The dichotomy of outliers; detecting outliers to be discarded or to be investigated; statistics that is robust enough not to be influenced by outliers or sensitive enough to alert the anomaly in the data distribution. Although not related, one paper about outliers made me to dwell on what outliers are. This week topics are diverse. Continue reading ‘[ArXiv] 3rd week, Apr. 2008’ »

Tags:

background,

bootstrap,

calibration errors,

Cash statistics,

clusters,

CMB,

corona,

edge detection,

FFT,

gravitational lens,

maximum likelihood,

multiscale,

neural network,

outlier,

SDSS,

sunspot,

systematic errors,

topology,

WMAP,

XMM-Newton Category:

arXiv,

High-Energy,

MCMC |

Comment
Apr 11th, 2008| 02:21 am | Posted by hlee

Markov chain Monte Carlo became the most frequent and stable statistical application in astronomy. It will be useful collecting tutorials from both professions. Continue reading ‘[ArXiv] 2nd week, Apr. 2008’ »

Tags:

Classification,

GRB,

Hubble constant,

K-S test,

kurtosis,

mask,

maximum likelihood,

SDSS,

skewness,

Solar Oscillation,

Vicent Martinez Category:

arXiv,

Bayesian,

MCMC,

Methods,

Stat |

3 Comments
Apr 6th, 2008| 11:10 am | Posted by hlee

I’m very curious how astronomers began to use Monte Carlo Markov Chain instead of Markov chain Monte Carlo. The more it becomes popular, the more frequently Monte Carlo Markov Chain appears. Anyway, this week, I added non astrostatistical papers in the list: a tutorial, big bang, and biblical theology. Continue reading ‘[ArXiv] 1st week, Apr. 2008’ »

Tags:

Bible,

big bang,

FFT,

IMF,

microlensing,

misnomer,

model,

NGC 602,

power law,

Stellar association,

wavelet Category:

arXiv,

Jargon,

MCMC,

Misc |

Comment
Mar 21st, 2008| 06:20 pm | Posted by hlee

Markov chain Monte Carlo (MCMC) never misses a week from recently astro-ph. A book titled *MCMC in astronomy* will be a best seller. There are, in addition, very interesting non MCMC preprints. Continue reading ‘[ArXiv] 3rd week, Mar. 2007’ »

Tags:

chi-sq,

Fourier Analysis,

GREAT08,

lensing,

likelihood,

misnomer,

Poisson noisy image,

sparse Category:

arXiv,

Cross-Cultural,

Jargon,

MCMC |

Comment