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Archive for the ‘Uncertainty’ Category.
From arxiv/math.st: 0708.0499v1
Inference for mixtures of symmetric distributions by Hunter, Wang, and Hettmansperger, Annals of Statistics, 2007, Vol.35(1), pp.224-251.
Continue reading ‘[ArXiv] Identifiability and mixtures of distributions, Aug. 3, 2007’ »
From arxiv/math.st:0708.0169v1
Data-Driven Goodness-of-Fit Tests by L. Mikhail
Goodness-of-Fit tests have been essential in astronomy to validate the chosen physical model to observed data whereas the limits of these tests have not been taken into consideration carefully when observed data were put into the model for estimating the model parameters. Therefore, I thought this paper would be helpful to have a thought on the different point of views between the astronomers’ practice of goodness-of-fit tests and the statisticians’ constructing tests. (Warning: the paper is abstract and theoretical.)
Continue reading ‘[ArXiv] Data-Driven Goodness-of-Fit Tests, Aug. 1, 2007’ »
I’ve been heard so much, without knowing fundamental reasons (most likely physics), about coverage problems from astrostat/phystat groups. This paper might be an interest for those: Interval Estimation in Exponential Families by Brown, Cai,and DasGupta ; Statistica Sinica (2003), 13, pp. 19-49
Abstract summary:
The authors investigated issues in interval estimation of the mean in the exponential family, such as binomial, Poisson, negative binomial, normal, gamma, and a sixth distribution. The poor performance of the Wald interval has been known not only for discrete cases but for nonnormal continuous cases with significant negative bias. Their computation suggested that the equal tailed Jeffreys interval and the likelihood ratio interval are the best alternatives to the Wald interval. Continue reading ‘Coverage issues in exponential families’ »
From arxiv/astro-ph:0708.1510v1
Connecting GRBs and galaxies: the probability of chance coincidence by Cobb and Bailyn
Without an optical afterglow, a galaxy within the 2 arc second error region of a GRB x-ray afterglow is identified as a host galaxy; however confusion can rise due to the facts that 1. the edge of a galaxy is diffused, 2. multiple sources could exist within 2 arc second error region, 3.the distance between the galaxy and the x-ray afterglow is measured by projection, and 4. lensing causes increase of brightness and position shifts. In this paper, the authors “investigated the fields of 72 GRBs in order to examine the general issue of associations between GRBs and host galaxies.”
Continue reading ‘[ArXiv] GRB host galaxies, Aug. 10, 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.
Continue reading ‘[ArXiv] Matching Sources, July 11, 2007’ »
From arXiv:physics.data-an/0706.3622v1:
Comments on the unified approach to the construction of classical confidence intervals
This paper comments on classical confidence intervals and upper limits, as the so-called a flip-flopping problem, both of which are related asymptotically (when n is large enough) by the definition but cannot be converted from one to the another by preserving the same coverage due to the poisson nature of the data.
Continue reading ‘[ArXiv] Classical confidence intervals, June 25, 2007’ »
John Rice is visiting IIC. The meeting and his talk is scheduled on Friday, June 8, at 11:30am (room 403 at 60 Oxford St.).
Title: Event Weighted Tests for Periodicity in a Sequence of Photon Arrival Times:
Detecting Gamma-ray Pulsars.
[Added] Another meeting is scheduled at the stat dept. located in Science Center, 4-6pm, Wednesday (June 6th).
Despite some recent significant advances in Statistics and its applications to Astronomy (Cash 1976, Cash 1979, Gehrels 1984, Schmitt 1985, Isobe et al. 1986, van Dyk et al. 2001, Protassov et al. 2002, etc.), there still exist numerous problems and limitations in the standard statistical methodologies that are routinely applied to astrophysical data. For instance, the basic algorithms used in non-linear curve-fitting in spectra and images have remained unchanged since the 1960′s: the downhill simplex method of Nelder & Mead (1965) modified by Powell, and methods of steepest descent exemplified by Levenberg-Marquardt (Marquardt 1963). All non-linear curve-fitting programs currently in general use (Sherpa, XSPEC, MPFIT, PINTofALE, etc.) with the exception of Monte Carlo and MCMC methods are implementations based on these algorithms and thus share their limitations.
Continue reading ‘On the unreliability of fitting’ »
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.
Continue reading ‘Is 3sigma the same as 3*1sigma?’ »