Sep 11th, 2009| 03:40 pm | Posted by hlee

A number of practical Bayesian data analysis books are available these days. Here, I’d like to introduce two that were relatively recently published. I like the fact that they are rather technical than theoretical. They have practical examples close to be related with astronomical data. They have R codes so that one can try algorithms on the fly instead of jamming probability theories. Continue reading ‘[Books] Bayesian Computations’ »

Tags:

book,

BUGS,

CMB,

examples,

HMM,

identifiability,

image processing,

LLN,

mixture,

MRF,

R Category:

Bayesian,

Fitting,

Languages,

MC,

MCMC,

Methods,

Stat |

1 Comment
Apr 25th, 2008| 01:48 am | Posted by hlee

One of the speakers from the google talk series exemplified model based clustering and mentioned the likelihood ratio test (LRT) for defining the number of clusters. Since I’ve seen the examples of ill-mannerly practiced LRTs from astronomical journals, like testing two clusters vs three, or a higher number of components, I could not resist indicating that the LRT is improperly used from his illustration. As a reply, the citation regarding the LRT was different from his plot and the test was carried out to test one component vs. two, which closely observes the regularity conditions. I was relieved not to find another example of the ill-used LRT. Continue reading ‘The LRT is worthless for …’ »

Oct 30th, 2007| 03:37 am | Posted by hlee

From arxiv/astro-ph:0705.4199v1

**In search of an unbiased temperature estimator for statistically poor X-ray spectra**

A. Leccardi and S. Molendi

There was a delay of writing about this paper, which by accident was lying under the pile of papers irrelevant to astrostatistics. (It has been quite overwhelming to track papers with various statistical applications and papers with rooms left for statistical improvements from arxiv:astro-ph). Although there is a posting about this paper (see Vinay’s posting), I’d like to give a shot. I was very excited because I haven’t seen any astronomical papers discussing **unbiased estimators** solely.

Continue reading ‘[ArXiv] An unbiased estimator, May 29, 2007’ »

Tags:

chi-square,

maximum likelihood,

mixing distribution,

mixture,

nonparametric,

robust,

subsampling,

transformation,

unbiased,

Uncertainty Category:

arXiv,

Frequentist,

Stat |

Comment
Sep 7th, 2007| 02:02 am | Posted by hlee

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’ »