Category Archives: Dirichlet Processes

Six key trends in contemporary statistics that really could revolutionise astronomical data analysis …

With all the schools (Canary Islands, Penn State), conferences (IAUS306; 2013: Astroinformatics), books (S,MD,&ML in Astronomy), and articles (e.g. Hilbe 2014) hyping the potential of contemporary statistical methodology for revolutionising the practice of astronomy and astronomical data analysis you’d be forgiven for … Continue reading

Posted in Astrostatistics, Dirichlet Processes, Statistics | 2 Comments

Recursive marginal likelihood estimators …

Just a quick note to advertise the once-revised draft of my recursive marginal likelihood estimators paper, now on astro/stat-ph: . The new version includes a greater emphasis on the applicability of these ideas (characterised by biased sampling) to the problem … Continue reading

Posted in Dirichlet Processes, Marginal Likelihood Estimation, Measure Theory, Statistics | Leave a comment

Importance sampling reweighting from an infinite mixture model to a finite mixture model …

I finally derived an expression for the Radon-Nikodym derivative of a k component finite Normal mixture model with respect to an equivalent infinite dimensional (Dirichlet process prior) mixture model; this was required for the revisions to my recursive marginal likelihood … Continue reading

Posted in Dirichlet Processes, Infinite-Dimensional Inference, Marginal Likelihood Estimation, Measure Theory, Statistics | 1 Comment

Bayes vs the virial theorem

Apologies for the long delay between posts here; I’ve been hunkered down in my office getting funky with DPs (Dirichlet Processes) and writing talks for my upcoming Giro d’Italia / UK (Sesto -> Venice -> Oxford -> Bologna).  Anyways, this … Continue reading

Posted in Astronomy, Dirichlet Processes | 1 Comment