Jul 1st, 2008| 10:10 pm | Posted by hlee
If getting the first derivative (score function) and the second derivative (empirical Fisher information) of a (pseudo) likelihood function is feasible and checking regularity conditions is viable, a test for global maximum (Li and Jiang, JASA, 1999, Vol. 94, pp. 847-854) seems to be a useful reference for verifying the best fit solution. Continue reading ‘A test for global maximum’ »
May 11th, 2008| 10:42 pm | Posted by hlee
I think I have to review spatial statistics in astronomy, focusing on tessellation (void structure), point process (expanding 2 (3) point correlation function), and marked point process (spatial distribution of hardness ratios of X-ray distant sources, different types of galaxies -not only morphological differences but other marks such as absolute magnitudes and existence of particular features). When? Someday…
In addition to Bayesian methodologies, like this week’s astro-ph, studies on characterizing empirical spatial distributions of voids and galaxies frequently appear, which I believe can be enriched further with the ideas from stochastic geometry and spatial statistics. Click for what was appeared in arXiv this week. Continue reading ‘[ArXiv] 1st week, May 2008’ »
Tags:
Classification,
covariance,
FARIMA,
Fisher information,
GL,
GRB,
Levy,
light curve,
limb darkening,
ML,
Pareto distribution,
quasars,
solar flare,
standard candle,
tessellation,
time series,
VO,
void Category:
arXiv,
MCMC,
Uncertainty |
1 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
Nov 2nd, 2007| 05:59 pm | Posted by hlee
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’ »
Tags:
bootstrap,
EGRET,
Fisher information,
Laplace transform,
maximum likelihood,
PCA,
PDF,
Poisson,
Ratio,
Uncertainty,
variance Category:
arXiv |
1 Comment
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