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 L1 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