Comments on: Change Point Problem

By: vlk

vlk — Fri, 17 Aug 2007 22:09:06 +0000

The Connors & van Dyk SCMA4 paper (with color figures) is now accessible online as a pdf document at the CHASC website.

By: vlk

vlk — Tue, 14 Aug 2007 17:11:32 +0000

Finding the peak is indeed a huge problem. That is what is keeping us from a completely general algorithm for line and source detection (in spectra and images respectively). By its very nature, it is a multiscale problem, because it is not sufficient to just find the largest excursions in histograms of the data, but it needs to be done robustly. That is, a single large fluctuation in one bin should NOT overwhelm a nearby lower plateau where a number of adjacent bins are all showing similar deviations. This leads to the same issues encountered when trying to determine whether an extended feature in an image is real or not (see van Dyk & Connors, 2007, on Poisson Goodness-of-fit, SCMA IV)

By: hlee

hlee — Tue, 14 Aug 2007 14:37:35 +0000

I received another type of changing point problem, defining a peak precisely, from a x-ray school student, who tried bayesian block but said it didn’t work. Defining peaks sounds like point estimation from functional data analysis. Eyes could tell the peak most easily and accurately but when it comes to automatization, I wonder what approaches were taken in astronomy. By the way, the student was interested in gamma ray burst light curves.

By: vlk

vlk — Thu, 09 Aug 2007 05:03:28 +0000

Yaming and Xiao-li have proposed just such an ARCH-like model (I do not know enough about ARCH to tell who I am insulting by comparing the two) to characterize astronomical light curves. See Poster 16.31, AAS-HEAD 2004. I believe that their method is actually more general than ARCH, and even works in the Poisson regime. Unfortunately, it needs to be validated, coded, and written up in an astronomer friendly way. Yaming started to do the validation using sunspot number data, but that exercise morphed into something completely different.