The AstroStat Slog » Bayesian Block http://hea-www.harvard.edu/AstroStat/slog Weaving together Astronomy+Statistics+Computer Science+Engineering+Intrumentation, far beyond the growing borders Fri, 09 Sep 2011 17:05:33 +0000 en-US hourly 1 http://wordpress.org/?v=3.4 Change Point Problem http://hea-www.harvard.edu/AstroStat/slog/2007/change-point-problem/ http://hea-www.harvard.edu/AstroStat/slog/2007/change-point-problem/#comments Wed, 08 Aug 2007 21:14:49 +0000 hlee http://hea-www.harvard.edu/AstroStat/slog/2007/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.

Recently I went to JSM 2007 and tried to attend talks about (bayesian) change point problems, which frequently appears in time series models, often found in economics. With ARCH (autoregressive conditional heteroskedecity) or GARCH (generalized ARCH) and by adding a parameter indicates a change point, I thought bayesian modeling could handle astronomical light curves.

Developing algorithms based on statistical theories, writing algorithms down in a heuristics way, making the code public, and finding/processing proper datum examples from huge astronomical data archives should come simultaneously, and this multiple steps make proposing new statistics to astronomical society difficult. I’m glad to know that there are individuals who are devoting themselves to make these steps happened. Unfortunately, they are loners.

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