Aug 12th, 2009| 06:03 pm | Posted by hlee

Statistical Resampling Methods are rather unfamiliar among astronomers. Bootstrapping can be an exception but I felt like it’s still unrepresented. Seeing an recent review paper on **cross validation** from [arXiv] which describes basic notions in theoretical statistics, I couldn’t resist mentioning it here. **Cross validation** has been used in various statistical fields such as classification, density estimation, model selection, regression, to name a few. Continue reading ‘[ArXiv] Cross Validation’ »

Tags:

ADS,

cross-validation,

machine learning,

Model Selection,

n-fold Category:

arXiv,

Astro,

Bayesian,

Cross-Cultural,

Data Processing,

Frequentist,

Jargon,

Methods,

Quotes,

Stat |

Comment
Jun 2nd, 2009| 03:03 am | Posted by hlee

Even though I traced the astronomers’ casual usage of the **null hypothesis probability** in a fashion of reporting outputs from data analysis packages of their choice, there were still some curious cases of the **null hypothesis probability** that I couldn’t solve. They are quite mysterious to me. Sometimes too much creativity harms the original intention. Here are some examples. Continue reading ‘Curious Cases of the Null Hypothesis Probability’ »

Tags:

cases,

chi-sq,

curious,

degree of freedom,

dof,

F-test,

goodness-of-fit test,

Model Selection,

null hypothesis probability,

p-value,

reduced chi-sq Category:

arXiv,

Astro,

Cross-Cultural,

Fitting,

Methods,

Uncertainty |

3 Comments
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
Mar 14th, 2008| 03:44 pm | Posted by hlee

Warning! The list is long this week but diverse. Some are of CHASC’s obvious interest. Continue reading ‘[ArXiv] 2nd week, Mar. 2008’ »

Tags:

ANN,

autocorrelation,

Classification,

cross-correlation,

Estimation,

Fisher information,

lensing,

LF,

Model Selection,

Pareto,

signal processing,

tessellation Category:

arXiv,

MCMC |

Comment
Feb 24th, 2008| 09:56 pm | Posted by hlee

It seems like I omit papers deserving attentions from time to time. If you find one, please leave a message. Even better if a summary can be left for a separate posting. Continue reading ‘[ArXiv] 3rd week, Feb. 2008’ »

Feb 18th, 2008| 04:09 pm | Posted by hlee

From page 103 of **Bayesian Model Selection and Model Averaging** by L. Wasserman (2000) Journal of Mathematical Psychology, 44, pp.92-107 Continue reading ‘[Quote] When all the models are wrong’ »

Feb 10th, 2008| 11:56 am | Posted by hlee

Review papers on Bayesian hierarchical modeling and LAR (least angle regression) appeared in this week’s stat arXiv and in addition to interesting astro-ph papers.

A review paper on LASSO and LAR: [stat.ME:0801.0964] T. Hesterberg et.al.

** Least Angle and L**_{1} Regression: A Review

Model checking for Bayesian hierarchical modeling: [stat.ME:0802.0743] M. J. Bayarri, M. E. Castellanos

** Bayesian Checking of the Second Levels of Hierarchical Models **

Continue reading ‘[ArXiv] 1st week, Feb. 2008’ »

Tags:

CMB,

compressed sensing,

cosmic void,

experimental design,

hierarchical model,

ICA,

Kd-tree,

LAR,

LASSO,

Model Selection,

solar flare,

SVM Category:

arXiv |

Comment
Jan 18th, 2008| 02:24 pm | Posted by hlee

Seven preprints were chosen this week and two mentioned model selection. Continue reading ‘[ArXiv] 3rd week, Jan. 2008’ »

Tags:

AIC,

Bayesian,

BIC,

CLT,

correlation,

F-test,

FoF,

hypothesis testing,

Kolmogorov-Smirnoff test,

LRT,

Model Selection,

modeling,

sunspots Category:

arXiv |

Comment
Jan 11th, 2008| 03:44 pm | Posted by hlee

It is notable that there’s an astronomy paper contains **AIC, BIC**, and **Bayesian evidence** in the title. The topic of the paper, unexceptionally, is cosmology like other astronomy papers discussed these (statistical) information criteria (I only found a couple of papers on model selection applied to astronomical data analysis without articulating CMB stuffs. Note that I exclude Bayes factor for the model selection purpose).

To find the paper or other interesting ones, click Continue reading ‘[ArXiv] 2nd week, Jan. 2007’ »

Tags:

AIC,

Bayesian evidence,

BIC,

catalog,

Classification,

CMB,

confidence interval,

consistency,

correlation,

GRB,

information criterion,

Model Selection,

SDSS,

test,

WMAP Category:

arXiv |

Comment
Nov 7th, 2007| 11:57 am | Posted by hlee

Today’s arxiv-stat email included papers by Poetscher and Leeb, who have been working on post model selection inference. Sometimes model selection is misled as a part of statistical inference. Simply, model selection can be considered as a step prior to inference. How you know your data are from chi-square distribution, or gamma distribution? (this is a model selection problem with nested models.) Should I estimate the degree of freedom, k from Chi-sq or α and β from gamma to know mean and error? Will the errors of the mean be same from both distributions? Continue reading ‘[ArXiv] Post Model Selection, Nov. 7, 2007’ »

Oct 12th, 2007| 04:00 pm | Posted by hlee

Frankly, there was no astrostatistically interesting paper from astro-ph this week but profitable papers from the statistics side were posted. For the list, click Continue reading ‘[ArXiv] 2nd week, Oct. 2007’ »

Aug 19th, 2007| 11:35 pm | Posted by hlee

One of the most frequently cited papers in model selection would be An Asymptotic Equivalence of Choice of Model by Cross-Validation and Akaike’s Criterion by M. Stone, Journal of the Royal Statistical Society. Series B (Methodological), Vol. 39, No. 1 (1977), pp. 44-47.

(Akaike’s 1974 paper, introducing Akaike Information Criterion (AIC), is the most often cited paper in the subject of model selection).

Continue reading ‘Cross-validation for model selection’ »

Tags:

AIC,

Cash statistics,

cross-validation,

exponential family,

Fisher information,

maximum likelihood,

Model Selection,

resampling,

score,

TIC Category:

Algorithms,

arXiv,

Frequentist,

Methods,

Stat |

5 Comments