Archive for the ‘Fitting’ Category.

Oct 9th, 2008| 04:28 pm | Posted by hlee

Without signal processing courses, the following equation should be awfully familiar to astronomers of photometry and handling data:

$$c_k=\int_\Lambda l(\lambda) r(\lambda) f_k(\lambda) \alpha(\lambda) d\lambda +n_k$$

Terms are in order, camera response (c_k), light source (l), spectral radiance by l (r), filter (f), sensitivity (α), and noise (n_k), where Λ indicates the range of the spectrum in which the camera is sensitive.

Or simplified to $$c_k=\int_\Lambda \phi_k (\lambda) r(\lambda) d\lambda +n_k$$

where φ denotes the combined illuminant and the spectral sensitivity of the k-th channel, which goes by augmented spectral sensitivity. Well, we can skip spectral radiance r, though. Unfortunately, the sensitivity α has multiple layers, not a simple closed function of λ in astronomical photometry.

Or $$c_k=\Theta r +n$$

Inverting Θ and finding a reconstruction operator such that r=inv(Θ)c_k leads spectral reconstruction although Θ is, in general, not a square matrix. Otherwise, approach from indirect reconstruction. Continue reading ‘[tutorial] multispectral imaging, a case study’ »

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2 Comments
Sep 29th, 2008| 02:15 am | Posted by vlk

Is there an objective method to combine measurements of the same quantity obtained with different instruments?

Suppose you have a set of *N*_{1} measurements obtained with one detector, and another set of *N*_{2} measurements obtained with a second detector. And let’s say you wanted something as simple as an estimate of the mean of the quantity (say the intensity) being measured. Let us further stipulate that the measurement errors of each of the points is similar in magnitude and neither instrument displays any odd behavior. How does one combine the two datasets without appealing to subjective biases about the reliability or otherwise of the two instruments? Continue reading ‘[Q] Objectivity and Frequentist Statistics’ »

Sep 10th, 2008| 10:46 pm | Posted by hlee

The following footnotes are from one of Prof. Babu’s slides but I do not recall which occasion he presented the content.

– In the XSPEC packages, the **parametric bootstrap** is command FAKEIT, which makes Monte Carlo simulation of specified spectral model.

– XSPEC does not provide a **nonparametric bootstrap** capability.

Continue reading ‘Parametric Bootstrap vs. Nonparametric Bootstrap’ »

Sep 10th, 2008| 10:15 am | Posted by hlee

Physicists believe that the Gaussian law has been proved in mathematics while mathematicians think that it was experimentally established in physics — **Henri Poincare**

Continue reading ‘Why Gaussianity?’ »

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Aug 27th, 2008| 02:35 pm | Posted by hlee

I didn’t realize this post was sitting for a month during which I almost neglected the slog. As if great books about probability and information theory for statisticians and engineers exist, I believe there are great statistical physics books for physicists. On the other hand, relatively less exist that introduce one subject to the other kind audience. In this regard, I thought the lecture note can be useful.

**[arxiv:physics.data-an:0808.0012]**

Lectures on Probability, Entropy, and Statistical Physics by Ariel Caticha

**Abstract:** Continue reading ‘A lecture note of great utility’ »

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Bayes Theorem,

Boltzmann,

Carnot,

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Gibbs paradox,

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laws of thermodynamics,

lecture note,

maximum likelihood,

probability,

Shannon,

statistical physics,

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thermodynamics Category:

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Jul 25th, 2008| 01:12 pm | Posted by chasc

Diab Jerius follows up on LOESS techniques with a very nice summary update and finds LOCFIT to be very useful, but there are still questions about how it deals with measurement errors and combining observations from different experiments:

Continue reading ‘loess and lowess and locfit, oh my’ »

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Diab Jerius,

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local regression,

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2 Comments
Jul 8th, 2008| 07:27 pm | Posted by hlee

Astronomers confront with various censored and truncated data. Often these types of data are called after famous scientists who generalized them, like Eddington bias. When these censored or truncated data become the subject of study in statistics, instead of naming them, statisticians try to model them so that the uncertainty can be quantified. This area is called **survival analysis**. If your library has *The American Statistician* subscription and you are an astronomer handles censored or truncated data sets, this primer would be useful for briefly conceptualizing statistics jargon in survival analysis and for characterizing uncertainties residing in your data. Continue reading ‘Survival Analysis: A Primer’ »

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4 Comments
Jul 1st, 2008| 10:10 pm | Posted by hlee

If getting the first derivative (score function) and the second derivative (empirical Fisher information) of a (pseudo) likelihood function is feasible and checking regularity conditions is viable, a test for global maximum (Li and Jiang, JASA, 1999, Vol. 94, pp. 847-854) seems to be a useful reference for verifying the best fit solution. Continue reading ‘A test for global maximum’ »

Jun 18th, 2008| 01:00 pm | Posted by vlk

From Protassov et al. (2002, ApJ, 571, 545), here is a formal expression for the Likelihood Ratio Test Statistic,

**T**_{LRT} = -2 ln R(D,Θ_{0},Θ)

**R(D,Θ**_{0},Θ) = [ sup_{θεΘ}_{0} p(D|Θ_{0}) ] / [ sup_{θεΘ} p(D|Θ) ]

where D are an independent data sample, Θ are model parameters {θ_{i}, i=1,..M,M+1,..N}, and Θ_{0} form a subset of the model where θ_{i} = θ_{i}^{0}, i=1..M are held fixed at their nominal values. That is, Θ represents the full model and Θ_{0} represents the simpler model, which is a subset of Θ. R(D,Θ_{0},Θ) is the ratio of the maximal (technically, supremal) likelihoods of the simpler model to that of the full model.

Continue reading ‘Likelihood Ratio Test Statistic [Equation of the Week]’ »

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Rostislav Protassov Category:

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2 Comments
Jun 3rd, 2008| 02:53 am | Posted by vlk

It is somewhat surprising that astronomers haven’t cottoned on to Lowess curves yet. That’s probably a good thing because I think people already indulge in smoothing far too much for their own good, and Lowess makes for a very powerful hammer. But the fact that it is semi-parametric and is based on polynomial least-squares fitting does make it rather attractive.

And, of course, sometimes it is unavoidable, or so I told Brad W. When one has too many points for a regular polynomial fit, and they are too scattered for a spline, and too few to try a wavelet “denoising”, and no real theoretical expectation of any particular model function, and all one wants is “a smooth curve, damnit”, then Lowess is just the ticket.

Well, almost.

There is one major problem — *how does one figure what the error bounds are on the “best-fit” Lowess curve?* Clearly, each fit at each point can produce an estimate of the error, but simply collecting the separate errors is not the right thing to do because they would all be correlated. I know how to propagate Gaussian errors in boxcar smoothing a histogram, but this is a whole new level of complexity. Does anyone know if there is software that can calculate reliable error bands on the smooth curve? We will take any kind of error model — Gaussian, Poisson, even the (local) variances in the data themselves.

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

Tags:

clustering,

high dimension,

LF,

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multivariate,

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arXiv,

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Apr 3rd, 2008| 04:55 pm | Posted by hlee

Astronomy is ruled by Gaussian distribution with a Poisson distribution duchy. From time to time, ranks are awarded to other distributions without their own territories to be governed independently. Among these distributions, Pareto deserves a high rank. There is a preprint of this week on the Pareto distribution: Continue reading ‘[ArXiv] Pareto Distribution’ »

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asteroid,

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nebula,

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4 Comments
Mar 12th, 2008| 03:32 pm | Posted by hlee

Astrometry.net, a cool website I heard from Harvard Astronomy Professor Doug Finkbeiner’s class (Principles of Astronomical Measurements), does a complex job of matching your images of unknown locations or coordinates to sources in catalogs. By providing your images in various formats, they provide astrometric calibration meta-data and lists of known objects falling inside the field of view. Continue reading ‘Astrometry.net’ »

Mar 7th, 2008| 06:01 pm | Posted by hlee

Irrelevant to astrostatistics but interesting for baseball lovers.

[stat.AP:0802.4317] Jensen, Shirley, & Wyner

**Bayesball: A Bayesian Hierarchical Model for Evaluating Fielding in Major League Baseball**

With the 5th year WMAP data release, there were many WMAP related papers and among them, most statistical papers are listed. Continue reading ‘[ArXiv] 1st week, Mar. 2008’ »

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baseball,

cosmology,

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Mar 5th, 2008| 04:46 pm | Posted by hlee

This is a quite long paper that I separated from [Arvix] 4th week, Feb. 2008:

[astro-ph:0802.3916] P. Carvalho, G. Rocha, & M.P.Hobso

**A fast Bayesian approach to discrete object detection in astronomical datasets – PowellSnakes I **

As the title suggests, it describes Bayesian source detection and provides me a chance to learn the foundation of source detection in astronomy. Continue reading ‘[ArXiv] A fast Bayesian object detection’ »

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coloured background,

CRLB,

decision theory,

filter,

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simulated annealing,

SNR,

source detection,

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Sunyaev-Zel'dovich effect,

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templates Category:

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