Category Archives: Statistics

“Validation” of Bayesian posterior distributions …

Interesting paper by Harrison et al. on astro ph today under the title, “Validation of Bayesian posterior distributions using a multidimensional Kolmogorov-Smirnov test“.  The paper contains two proposed innovations: (1) use of the cumulative probability mass below a given likelihood … Continue reading

Posted in Astrostatistics, Order Statistics, Statistics | Leave a comment

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

The hyper-parameter method for unification of cosmological experiments …

I noticed a paper by Johnson et al. presenting cosmological constraints from the 6dF galaxy velocity survey on astro ph today.  What caught my eye here was their discussion of the “hyper-parameter method” for combined inference from a collection of … Continue reading

Posted in Astrostatistics, Statistics | Tagged | Leave a comment

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

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

Statistics citations: a conversion table for astronomers

While checking up on astro ph today (as distraction from my reading on efficient simulation from huge GP models) I noticed this embarrassingly awful contribution to astronomical model selection by some Italian faculty (at first I thought masters/PhD students): http://arxiv.org/pdf/1311.2736.pdf . … Continue reading

Posted in Astrostatistics, Rants, Statistics | Leave a comment

Arxived and rejected on the same day …

So I arXived my brief research note on a generalization of the Savage-Dickey Density Ratio (SDDR) to general probability spaces (including those not admitting a Lebesgue reference measure) yesterday (so it’ll be out in today’s mailing later).  But this morning … Continue reading

Posted in Marginal Likelihood Estimation, Measure Theory, Rants, Statistics | 2 Comments