[ArXiv] 4th week, Jan. 2008
Only three papers this week. There were a few more with chi-square fitting and its error bars but excluded. Continue reading ‘[ArXiv] 4th week, Jan. 2008’ »
Posts tagged ‘MCMC’
Dance of the Errors
One of the big problems that has come up in recent years is in how to represent the uncertainty in certain estimates. Astronomers usually present errors as +-stddev on the quantities of interest, but that presupposes that the errors are uncorrelated. But suppose you are estimating a multi-dimensional set of parameters that may have large correlations amongst themselves? One such case is that of Differential Emission Measures (DEM), where the “quantity of emission” from a plasma (loosely, how much stuff there is available to emit — it is the product of the volume and the densities of electrons and H) is estimated for different temperatures. See the plots at the PoA DEM tutorial for examples of how we are currently trying to visualize the error bars. Another example is the correlated systematic uncertainties in effective areas (Drake et al., 2005, Chandra Cal Workshop). This is not dissimilar to the problem of determining the significance of a “feature” in an image (Connors, A. & van Dyk, D.A., 2007, SCMA IV). Continue reading ‘Dance of the Errors’ »
[Quote] Bootstrap and MCMC
The Bootstrap and Modern Statistics Brad Efron (2000), JASA Vol. 95 (452), p. 1293-1296.
If the bootstrap is an automatic processor for frequentist inference, then MCMC is its Bayesian counterpart.
[ArXiv] 3rd week, Oct. 2007
Quite interesting papers were up at arXiv, including a theoretical statistics paper that no astronomer manages to miss. To find the paper and others, please click
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An alternative to MCMC?
I think of Markov-Chain Monte Carlo (MCMC) as a kind of directed staggering about, a random walk with a goal. (Sort of like driving in Boston.) It is conceptually simple to grasp as a way to explore the posterior probability distribution of the parameters of interest by sampling only where it is worth sampling from. Thus, a major savings from brute force Monte Carlo, and far more robust than downhill fitting programs. It also gives you the error bar on the parameter for free. What could be better? Continue reading ‘An alternative to MCMC?’ »
On the unreliability of fitting
Despite some recent significant advances in Statistics and its applications to Astronomy (Cash 1976, Cash 1979, Gehrels 1984, Schmitt 1985, Isobe et al. 1986, van Dyk et al. 2001, Protassov et al. 2002, etc.), there still exist numerous problems and limitations in the standard statistical methodologies that are routinely applied to astrophysical data. For instance, the basic algorithms used in non-linear curve-fitting in spectra and images have remained unchanged since the 1960′s: the downhill simplex method of Nelder & Mead (1965) modified by Powell, and methods of steepest descent exemplified by Levenberg-Marquardt (Marquardt 1963). All non-linear curve-fitting programs currently in general use (Sherpa, XSPEC, MPFIT, PINTofALE, etc.) with the exception of Monte Carlo and MCMC methods are implementations based on these algorithms and thus share their limitations.
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