Archive for the ‘Methods’ Category.

[AAS-HEAD 2011] Time Series in High Energy Astrophysics

We organized a Special Session on Time Series in High Energy Astrophysics: Techniques Applicable to Multi-Dimensional Analysis on Sep 7, 2011, at the AAS-HEAD conference at Newport, RI. The talks presented at the session are archived at

A tremendous amount of information is contained within the temporal variations of various measurable quantities, such as the energy distributions of the incident photons, the overall intensity of the source, and the spatial coherence of the variations. While the detection and interpretation of periodic variations is well studied, the same cannot be said for non-periodic behavior in a multi-dimensional domain. Methods to deal with such problems are still primitive, and any attempts at sophisticated analyses are carried out on a case-by-case basis. Some of the issues we seek to focus on are methods to deal with are:
* Stochastic variability
* Chaotic Quasi-periodic variability
* Irregular data gaps/unevenly sampled data
* Multi-dimensional analysis
* Transient classification

Our goal is to present some basic questions that require sophisticated temporal analysis in order for progress to be made. We plan to bring together astronomers and statisticians who are working in many different subfields so that an exchange of ideas can occur to motivate the development of sophisticated and generally applicable algorithms to astronomical time series data. We will review the problems and issues with current methodology from an algorithmic and statistical perspective and then look for improvements or for new methods and techniques.

[Book] The Elements of Statistical Learning, 2nd Ed.

This was written more than a year ago, and I forgot to post it.
Continue reading ‘[Book] The Elements of Statistical Learning, 2nd Ed.’ »

mini-Workshop on Computational AstroStatistics [announcement]

mini-Workshop on Computational Astro-statistics: Challenges and Methods for Massive Astronomical Data
Aug 24-25, 2010
Phillips Auditorium, CfA,
60 Garden St., Cambridge, MA 02138

Continue reading ‘mini-Workshop on Computational AstroStatistics [announcement]’ »

A short note on Probability for astronomers

I often feel irksome whenever I see a function being normalized over a feasible parameter space and it being used as a probability density function (pdf) for further statistical inference. In order to be a suitable pdf, normalization has to be done over a measurable space not over a feasible space. Such practice often yields biased best fits (biased estimators) and improper error bars. On the other hand, validating a measurable space under physics seems complicated. To be precise, we often lost in translation. Continue reading ‘A short note on Probability for astronomers’ »

From Terence’s stuff: You want proof?

Please, IMS Bulletin, v.38 (10) check p.11 of this pdf file for the whole article. Continue reading ‘From Terence’s stuff: You want proof?’ »

From Quantile Probability and Statistical Data Modeling

by Emanuel Parzen in Statistical Science 2004, Vol 19(4), pp.652-662 JSTOR

I teach that statistics (done the quantile way) can be simultaneously frequentist and Bayesian, confidence intervals and credible intervals, parametric and nonparametric, continuous and discrete data. My first step in data modeling is identification of parametric models; if they do not fit, we provide nonparametric models for fitting and simulating the data. The practice of statistics, and the modeling (mining) of data, can be elegant and provide intellectual and sensual pleasure. Fitting distributions to data is an important industry in which statisticians are not yet vendors. We believe that unifications of statistical methods can enable us to advertise, “What is your question? Statisticians have answers!”

I couldn’t help liking this paragraph because of its bitter-sweetness. I hope you appreciate it as much as I did.

some python modules

I was told to stay away from python and I’ve obeyed the order sincerely. However, I collected the following stuffs several months back at the instance of hearing about import inference and I hate to see them getting obsolete. At that time, collecting these modules and getting through them could help me complete the first step toward the quest Learning Python (the first posting of this slog). Continue reading ‘some python modules’ »

[ArXiv] Voronoi Tessellations

As a part of exploring spatial distribution of particles/objects, not to approximate via Poisson process or Gaussian process (parametric), nor to impose hypotheses such as homogenous, isotropic, or uniform, various nonparametric methods somewhat dragged my attention for data exploration and preliminary analysis. Among various nonparametric methods, the one that I fell in love with is tessellation (state space approaches are excluded here). Computational speed wise, I believe tessellation is faster than kernel density estimation to estimate level sets for multivariate data. Furthermore, conceptually constructing polygons from tessellation is intuitively simple. However, coding and improving algorithms is beyond statistical research (check books titled or key-worded partially by computational geometry). Good news is that for computation and getting results, there are some freely available softwares, packages, and modules in various forms. Continue reading ‘[ArXiv] Voronoi Tessellations’ »

[ArXiv] classifying spectra

Variable Selection and Updating In Model-Based Discriminant Analysis for High Dimensional Data with Food Authenticity Applications
by Murphy, Dean, and Raftery

Classifying or clustering (or semi supervised learning) spectra is a very challenging problem from collecting statistical-analysis-ready data to reducing the dimensionality without sacrificing complex information in each spectrum. Not only how to estimate spiky (not differentiable) curves via statistically well defined procedures of estimating equations but also how to transform data that match the regularity conditions in statistics is challenging.
Continue reading ‘[ArXiv] classifying spectra’ »

Scatter plots and ANCOVA

Astronomers rely on scatter plots to illustrate correlations and trends among many pairs of variables more than any scientists[1]. Pages of scatter plots with regression lines are often found from which the slope of regression line and errors bars are indicators of degrees of correlation. Sometimes, too many of such scatter plots makes me think that, overall, resources for drawing nice scatter plots and papers where those plots are printed are wasted. Why not just compute correlation coefficients and its error and publicize the processed data for computing correlations, not the full data, so that others can verify the computation results for the sake of validation? A couple of scatter plots are fine but when I see dozens of them, I lost my focus. This is another cultural difference. Continue reading ‘Scatter plots and ANCOVA’ »

  1. This is not an assuring absolute statement but a personal impression after reading articles of various fields in addition to astronomy. My readings of other fields tell that many rely on correlation statistics but less scatter plots by adding straight lines going through data sets for the purpose of imposing relationships within variable pairs[]


Goodness-of-fit tests

When it comes to applying statistics for measuring goodness-of-fit, the Pearson χ2 test is the dominant player in a race and the Kolmogorov-Smirnoff test statistic trails far behind. Although it seems almost invisible in this race, there are more various non-parametric statistics for testing goodness-of-fit and for comparing the sampling distribution to a reference distribution as legitimate race participants trained by many statisticians. Listing their names probably useful to some astronomers when they find the underlying assumptions for the χ2 test do not match the data. Perhaps, some astronomers want to try other nonparametric test statistics other than the K-S test. I’ve seen other test statistics in astronomical journals from time to time. Depending on data and statistical properties, one test statistic could work better than the other; therefore, it’s worthwhile to keep the variety in one’s mind that there are other tests beyond the χ2 test goodness-of-fit test statistic. Continue reading ‘Goodness-of-fit tests’ »

[Books] Bayesian Computations

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’ »


ARCH (autoregressive conditional heteroscedasticity) is a statistical model that considers the variance of the current error term to be a function of the variances of the previous time periods’ error terms. I heard that this model made Prof. Engle a Nobel prize recipient. Continue reading ‘[MADS] ARCH’ »

[ArXiv] Statistical Analysis of fMRI Data

[arxiv:0906.3662] The Statistical Analysis of fMRI Data by Martin A. Lindquist
Statistical Science, Vol. 23(4), pp. 439-464

This review paper offers some information and guidance of statistical image analysis for fMRI data that can be expanded to astronomical image data. I think that fMRI data contain similar challenges of astronomical images. As Lindquist said, collaboration helps to find shortcuts. I hope that introducing this paper helps further networking and collaboration between statisticians and astronomers.

List of similarities Continue reading ‘[ArXiv] Statistical Analysis of fMRI Data’ »