Dec 26th, 2010| 05:27 pm | Posted by vlk

Here’s a cool illustration of how to use Bayesian analysis in the limit of very little data, when inferences are necessarily dominated by the prior. The question, via Tom Moertel, is: suppose I tell you that a coin always comes up heads, and you proceed to toss it and it *does* come up heads — how much *more* do you believe me now?

He also has the answer worked out in detail.

(h/t Doug Burke)

Apr 27th, 2008| 11:29 am | Posted by hlee

The last paper in the list discusses MCMC for time series analysis, applied to sunspot data. There are six additional papers about statistics and data analysis from the week. Continue reading ‘[ArXiv] 4th week, Apr. 2008’ »

Tags:

clusters,

CMB,

GALEX,

gravitaional waves,

lensing,

LF,

LMC,

machine learning,

maximum likelihood,

priors,

probability,

SDSS,

stellar populations,

sunspot,

time series Category:

arXiv,

MCMC |

Comment
Oct 10th, 2007| 12:26 pm | Posted by vlk

Hyunsook drew attention to this paper (arXiv:0709.4531v1) by Brad Schaefer on the underdispersed measurements of the distances to LMC. He makes a compelling case that since 2002 published numbers in the literature have been hewing to an “acceptable number”, possibly in an unconscious effort to pass muster with their referees. Essentially, the distribution of the best-fit distances are much more closely clustered than you would expect from the quoted sizes of the error bars. Continue reading ‘“*you* are biased, *I* have an informative prior”’ »

Sep 10th, 2007| 12:15 pm | Posted by vlk

arXiv:0709.1067v1 : Wrong Priors (Carlos C. Rodriguez)

This came through today on astro-ph, suggesting that we could be choosing priors better than we do, and in fact that we generally do a very bad job of it. I have been brought up to believe that, like points in Whose Line Is It Anyway, priors don’t matter (unless you have very little data), so I am somewhat confused. What is going on here?