Posts tagged ‘maximum likelihood’

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?’ »

A lecture note of great utility

I didn’t realize this post was sitting for a month during which I almost neglected the slog. As if great books about probability and information theory for statisticians and engineers exist, I believe there are great statistical physics books for physicists. On the other hand, relatively less exist that introduce one subject to the other kind audience. In this regard, I thought the lecture note can be useful.

Lectures on Probability, Entropy, and Statistical Physics by Ariel Caticha
Abstract: Continue reading ‘A lecture note of great utility’ »

Kaplan-Meier Estimator (Equation of the Week)

The Kaplan-Meier (K-M) estimator is the non-parametric maximum likelihood estimator of the survival probability of items in a sample. “Survival” here is a historical holdover because this method was first developed to estimate patient survival chances in medicine, but in general it can be thought of as a form of cumulative probability. It is of great importance in astronomy because so much of our data are limited and this estimator provides an excellent way to estimate the fraction of objects that may be below (or above) certain flux levels. The application of K-M to astronomy was explored in depth in the mid-80′s by Jurgen Schmitt (1985, ApJ, 293, 178), Feigelson & Nelson (1985, ApJ 293, 192), and Isobe, Feigelson, & Nelson (1986, ApJ 306, 490). [See also Hyunsook's primer.] It has been coded up and is available for use as part of the ASURV package. Continue reading ‘Kaplan-Meier Estimator (Equation of the Week)’ »

[ArXiv] 1st week, June 2008

Despite no statistic related discussion, a paper comparing XSPEC and ISIS, spectral analysis open source applications might bring high energy astrophysicists’ interests this week. Continue reading ‘[ArXiv] 1st week, June 2008’ »

[ArXiv] 3rd week, May 2008

Not many this week, but there’s a great read. Continue reading ‘[ArXiv] 3rd week, May 2008’ »

[ArXiv] 2nd week, May 2008

There’s no particular opening remark this week. Only I have profound curiosity about jackknife tests in [astro-ph:0805.1994]. Including this paper, a few deserve separate discussions from a statistical point of view that shall be posted. Continue reading ‘[ArXiv] 2nd week, May 2008’ »

[ArXiv] 4th week, Apr. 2008

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’ »

[ArXiv] 3rd week, Apr. 2008

The dichotomy of outliers; detecting outliers to be discarded or to be investigated; statistics that is robust enough not to be influenced by outliers or sensitive enough to alert the anomaly in the data distribution. Although not related, one paper about outliers made me to dwell on what outliers are. This week topics are diverse. Continue reading ‘[ArXiv] 3rd week, Apr. 2008’ »

[ArXiv] 2nd week, Apr. 2008

Markov chain Monte Carlo became the most frequent and stable statistical application in astronomy. It will be useful collecting tutorials from both professions. Continue reading ‘[ArXiv] 2nd week, Apr. 2008’ »

Non-nested hypothesis tests

I was reading [1]. I must say that I do not know Bayesian methods to cope with model misspecification, tests with an unknown true model, or tests for non-nested hypotheses except Bayes factor (concerns a lot how to choose priors). Nonetheless, the zeal among economists to test non-nested models might assist astronomers to move forward beyond testing nested hypotheses with F statistic. Continue reading ‘Non-nested hypothesis tests’ »

[ArXiv] 1st week, Nov. 2007

To be exact, the title of this posting should contain 5th week, Oct, which seems to be the week of EGRET. In addition to astro-ph papers, although they are not directly related to astrostatistics, I include a few statistics papers which may be profitable for astronomical data analysis. Continue reading ‘[ArXiv] 1st week, Nov. 2007’ »

[ArXiv] An unbiased estimator, May 29, 2007

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’ »

Cross-validation for model selection

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’ »

[ArXiv] Poisson Mixture, Aug. 16, 2007

From arxiv/
Estimating the number of classes by Mao and Lindsay

This study could be linked to identifying the number of lines from Poisson nature x-ray count data, one of the key interests for astronomers. However, as pointed by the authors, estimating the numbers of classes is a difficult statistical problem. I.J.Good[1] said that

I don’t believe it is usually possible to estimate the number of species, but only an appropriate lower bound to that number. This is because there is nearly always a good chance that there are a very large number of extremely rare species.

Continue reading ‘[ArXiv] Poisson Mixture, Aug. 16, 2007’ »

  1. courtesy of the paper: Estimating the number of species: A review by Bunge and Fitzpatrick (1993), JASA, 88, 364-373.[]

[ArXiv] Solar Cycle, June 18, 2007

From arxiv/astro-ph, arXiv:0706.2590v1 Extreme Value Theory and the Solar Cycle by Ramos, A. This paper might drag a large attention from CHASC members.
Continue reading ‘[ArXiv] Solar Cycle, June 18, 2007’ »