The AstroStat Slog

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’ »

When I begin to subscribe arXiv/astro-ph and arXiv/stat, although only for a year I listed astro-ph papers featuring relatively advanced statistics, I also kept more papers relevant to astrostatistics beyond astro-ph or introducing hot topics in statistics and computer science for astronomical data applications. While creating my own arXiv as follows, I had a hope to write up short introductions of statistics that are unlikely known to most of astronomers (like my MADS) and matching subjects/targets in astronomy. I thought such effort could spawn new collaborations or could expand understanding of statistics among astronomers (see Magic Crystal). Well, I couldn’t catch up the growth rate and it’s about time to terminate the hope. However, I thought some papers can be useful to some slog subscribers. I hope they do. Continue reading ‘arxiv list’ »

by T. Cover and J. Thomas website: http://www.elementsofinformationtheory.com/

Once, perhaps more, I mentioned this book in my post with the most celebrated paper by Shannon (see the posting). Some additional recommendation of the book has been made to answer offline inquiries. And this book always has been in my favorite book list that I like to use for teaching. So, I’m not shy with recommending this book to astronomers with modern objective perspectives and practicality. Before advancing for more praises, I must say that those admiring words do not imply that I understand every line and problem of the book. Like many fields, Information theory has grown fast since the monumental debut paper by Shannon (1948) like the speed of astronomers observation techniques. Without the contents of this book, most of which came after Shannon (1948), internet, wireless communication, compression, etc could not have been conceived. Since the notion of “entropy“, the core of information theory, is familiar to astronomers (physicists), the book would be received better among them than statisticians. This book should be read easier to astronomers than statisticians. Continue reading ‘[Book] Elements of Information Theory’ »