Category Archives: Infinite-Dimensional Inference

Thinking about path integrals …

Been busy this past week running “micro-simulation” models for my day job; “micro-simulation” = build a computer code to simulate a whole population of people, send a swarm of simulated infectious mosquitos after them, and then simulate the process of … Continue reading

Posted in Astrostatistics, Gaussian Processes, Infinite-Dimensional Inference, Measure Theory, Statistics | Leave a comment

Fisher matrices, functional regression, and stan …

Last week’s astro-ph mail out saw an interesting contribution by Heavens et al., who present a formula for computing the Fisher information of an experiment to estimate what appears to be the slope and coefficient of a linear regression model with … Continue reading

Posted in Astrostatistics, Infinite-Dimensional Inference | 12 Comments

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

(2) the SPDE approach to large-scale random fields. Cosmologists have long been familiar with the statistics of random fields, owing in part to the prominent role of the Gaussian and log-Gaussian in models of the initial density perturbations (Bardeen et … Continue reading

Posted in Astrostatistics, Gaussian Processes, Infinite-Dimensional Inference, INLA, Statistics | 3 Comments

Testing for stationarity of time series …

As I’m presently stuck in Canberra (waiting on a visa to start work in the UK) I was able to drop in yesterday on a talk at the ANU MSI by Suojin Wang describing his (with a couple of collaborators) … Continue reading

Posted in Infinite-Dimensional Inference, Non-Parametric | 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

Fractional Poisson process … is there an astronomical application?

We had an interesting talk at QUT last week from N. Leonenko (Cardiff) on the fractional Poisson process (FPP), a generalization of the familiar Poisson process (PP) with long-range dependence (cf. Laskin 2003).  The name suggests an intended analogy to the fractional … Continue reading

Posted in Infinite-Dimensional Inference, Statistics | 4 Comments

Diagnostics for insufficiencies of posterior calculations …

I noticed the revised version of a paper on astro-ph today by Dorn et al. ( http://arxiv.org/pdf/1307.3889.pdf ) concerning a diagnostic for errors in one’s code for approximate posterior reconstruction.  In the usual case the approximation is simply the point mass … Continue reading

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