Monthly Archives: August 2013

Transformations of the Prior through the Likelihood

A figure prepared for the revision of our paper on recursive marginal likelihood estimators. The likelihood function (if measurable, of course) induces a measure on the (positive) reals, as do other measurable transformations using the likelihood function, such as the … Continue reading

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Classic paper: Glynn & Iglehart (1989) …

The coincidence of a number of different projects has led me to an increasing interest in importance sampling for stochastic processes (in particular, DPs and GPs).  In this context it’s worth mentioning this classical paper by Glynn & Iglehart: http://www.stanford.edu/~glynn/papers/1989/GI89a.pdf .  If … Continue reading

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Comparison of techniques for Bayesian parameter estimation …

Since today is the EKKA holiday in Brisbane & I’m too old to get excited about showbags (but still too young to get excited about fruit cake baking competitions) I have a bit more free time than usual to browse … Continue reading

Posted in Astrostatistics | 3 Comments

No collaboration for you …

I was having a browse through the final report ( http://www.samsi.info/sites/default/files/Kepler2013_final.pdf ) for the SAMSI Working Group on Kepler Data Analysis today since I’d noticed a couple of months ago that they were looking into astronomical applications of ABC & I … Continue reading

Posted in Astrostatistics, Rants | 2 Comments

Part 2: Forced identifiability for exoplanets

After my previous post on forced identifiability for exoplanet modelling it was brought to my attention that this idea had previously been explored and rejected in earlier papers by Phil Gregory.  So, I decided to take a look at these … Continue reading

Posted in Astrostatistics, Marginal Likelihood Estimation | Leave a comment

Limb darkening lolz …

Today on astro-ph we were treated to a full article on uniform sampling within triangular boundary constraints where perhaps a paragraph, or a very short appendix, would have sufficed: http://arxiv.org/pdf/1308.0009.pdf .  The context was for sampling from an uninformative prior on … Continue reading

Posted in Astrostatistics, Rants | 2 Comments