Archive for astrostatistics

a book and two chapters on mixtures

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , on January 8, 2019 by xi'an

The Handbook of Mixture Analysis is now out! After a few years of planning, contacts, meetings, discussions about notations, interactions with authors, further interactions with late authors, repeating editing towards homogenisation, and a final professional edit last summer, this collection of nineteen chapters involved thirty-five contributors. I am grateful to all participants to this piece of work, especially to Sylvia Früwirth-Schnatter for being a driving force in the project and for achieving a much higher degree of homogeneity in the book than I expected. I would also like to thank Rob Calver and Lara Spieker of CRC Press for their boundless patience through the many missed deadlines and their overall support.

Two chapters which I co-authored are now available as arXived documents:

5. Gilles Celeux, Kaniav Kamary, Gertraud Malsiner-Walli, Jean-Michel Marin, and Christian P. Robert, Computational Solutions for Bayesian Inference in Mixture Models
7. Gilles Celeux, Sylvia Früwirth-Schnatter, and Christian P. Robert, Model Selection for Mixture Models – Perspectives and Strategies

along other chapters

1. Peter Green, Introduction to Finite Mixtures
8. Bettina Grün, Model-based Clustering
12. Isobel Claire Gormley and Sylvia Früwirth-Schnatter, Mixtures of Experts Models
13. Sylvia Kaufmann, Hidden Markov Models in Time Series, with Applications in Economics
14. Elisabeth Gassiat, Mixtures of Nonparametric Components and Hidden Markov Models
19. Michael A. Kuhn and Eric D. Feigelson, Applications in Astronomy

improperties on an astronomical scale

Posted in Books, pictures, Statistics with tags , , , , , , , on December 15, 2017 by xi'an

As pointed out by Peter Coles on his blog, In the Dark, Hyungsuk Tak, Sujit Ghosh, and Justin Ellis just arXived a review of the unsafe use of improper priors in astronomy papers, 24 out of 75 having failed to establish that the corresponding posteriors are well-defined. And they exhibit such an instance (of impropriety) in a MNRAS paper by Pihajoki (2017), which is a complexification of Gelfand et al. (1990), also used by Jim Hobert in his thesis. (Even though the formal argument used to show the impropriety of the posterior in Pihajoki’s paper does not sound right since it considers divergence at a single value of a parameter β.) Besides repeating this warning about an issue that was rather quickly identified in the infancy of MCMC, if not in the very first publications on the Gibbs sampler, the paper seems to argue against using improper priors due to this potential danger, stating that instead proper priors that include all likely values and beyond are to be preferred. Which reminds me of the BUGS feature of using a N(0,10⁹) prior instead of the flat prior, missing the fact that “very large” variances do impact the resulting inference (if only for the issue of model comparison, remember Lindley-Jeffreys!). And are informative in that sense. However, it is obviously a good idea to advise checking for propriety (!) and using such alternatives may come as a safety button, providing a comparison benchmark to spot possible divergences in the resulting inference.

[Astrostat summer school] fogrise [jatp]

Posted in Kids, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on October 11, 2017 by xi'an

[Astrostat summer school] sunrise [jatp]

Posted in Statistics with tags , , , , , , , , , , , on October 10, 2017 by xi'an

[summer Astrostat school] room with a view [jatp]

Posted in Mountains, pictures, R, Running, Statistics, Travel, University life with tags , , , , , , , , , , on October 9, 2017 by xi'an

I just arrived in Autrans, on the Plateau du Vercors overlooking Grenoble and the view is fabulistic! Trees have started to turn red and yellow, the weather is very mild, and my duties are restricted to teaching ABC to a group of enthusiastic astronomers and cosmologists..! Second advanced course on ABC in the mountains this year, hard to beat (except by a third course). The surroundings are so serene and peaceful that I even conceded to install RStudio for my course! Instead of sticking to my favourite vim editor and line commands.