Posts tagged ‘likelihood’

#### The chance that A has nukes is p%

I watched a movie in which one of the characters said, “country A has nukes with 80% chance” (perhaps, not 80% but it was a high percentage). One of the statements in that episode is that people will not eat lettuce only if the 1% chance of e coli is reported, even lower. Therefore, with such a high percentage of having nukes, it is right to send troops to A. This episode immediately brought me a thought about astronomers’ null hypothesis probability and their ways of concluding chi-square goodness of fit tests, likelihood ratio tests, or F-tests.

First of all, I’d like to ask how you would like to estimate the chance of having nukes in a country? What this 80% implies here? But, before getting to the question, I’d like to discuss computing the chance of e coli infection, first. Continue reading ‘The chance that A has nukes is p%’ »

#### systematic errors

Ah ha~ Once I questioned, “what is systematic error?” (see [Q] systematic error.) Thanks to L. Lyons’ work discussed in [ArXiv] Particle Physics, I found this paper, titled Systematic Errors describing the concept and statistical inference related to systematic errors in the field of particle physics. It, gladly, shares lots of similarity with high energy astrophysics. Continue reading ‘systematic errors’ »

#### A test for global maximum

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’ »

#### my first AAS. V. measurement error and EM

While discussing different view points on the term, clustering, one of the conversers led me to his colleague’s poster. This poster (I don’t remember its title and abstract) was my favorite from all posters in the meeting. Continue reading ‘my first AAS. V. measurement error and EM’ »

#### Likelihood Ratio Test Statistic [Equation of the Week]

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

TLRT = -2 ln R(D,Θ0,Θ)

R(D,Θ0,Θ) = [ supθεΘ0 p(D|Θ0) ] / [ supθεΘ p(D|Θ) ]

where D are an independent data sample, Θ are model parameters {θi, i=1,..M,M+1,..N}, and Θ0 form a subset of the model where θi = θi0, i=1..M are held fixed at their nominal values. That is, Θ represents the full model and Θ0 represents the simpler model, which is a subset of Θ. R(D,Θ0,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]’ »

#### [ArXiv] 2nd week, June 2008

As Prof. Speed said, PCA is prevalent in astronomy, particularly this week. Furthermore, a paper explicitly discusses R, a popular statistics package. Continue reading ‘[ArXiv] 2nd week, June 2008’ »

#### [ArXiv] 3rd week, Mar. 2007

Markov chain Monte Carlo (MCMC) never misses a week from recently astro-ph. A book titled MCMC in astronomy will be a best seller. There are, in addition, very interesting non MCMC preprints. Continue reading ‘[ArXiv] 3rd week, Mar. 2007’ »

#### [ArXiv] A fast Bayesian object detection

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’ »

#### [ArXiv] 4th week, Jan. 2008

Only three papers this week. There were a few more with chi-square fitting and its error bars but excluded. Continue reading ‘[ArXiv] 4th week, Jan. 2008’ »

#### [ArXiv] 1st week, Jan. 2008

It’s a rather short list, this week and I hope I can maintain this conciseness afterwards. Happy new year to everyone. Continue reading ‘[ArXiv] 1st week, Jan. 2008’ »

#### An alternative to MCMC?

I think of Markov-Chain Monte Carlo (MCMC) as a kind of directed staggering about, a random walk with a goal. (Sort of like driving in Boston.) It is conceptually simple to grasp as a way to explore the posterior probability distribution of the parameters of interest by sampling only where it is worth sampling from. Thus, a major savings from brute force Monte Carlo, and far more robust than downhill fitting programs. It also gives you the error bar on the parameter for free. What could be better? Continue reading ‘An alternative to MCMC?’ »

#### [ArXiv] Bayesian Star Formation Study, July 13, 2007

From arxiv/astro-ph:0707.2064v1
Star Formation via the Little Guy: A Bayesian Study of Ultracool Dwarf Imaging Surveys for Companions by P. R. Allen.

I rather skip all technical details on ultracool dwarfs and binary stars, reviews on star formation studies, like initial mass function (IMF), astronomical survey studies, which Allen gave a fair explanation in arxiv/astro-ph:0707.2064v1 but want to emphasize that based on simple Bayes’ rule and careful set-ups for likelihoods and priors according to data (ultracool dwarfs), quite informative conclusions were drawn:
Continue reading ‘[ArXiv] Bayesian Star Formation Study, July 13, 2007’ »