Bayesian Model Selection and Model Averaging, With ...精品分析.pptVIP

Correlation with Errors-In-Variables and an Application to Galaxies William H. Jefferys University of Texas at Austin, USA A Problem in Correlation A graduate student at Maryland asked me to assist her on a problem involving galaxy data. She wanted to know if the data showed clear evidence of correlation, and if so, what the correlation was and how strong was the evidence for it. The Data Comments on Data At first glance the correlation seems obvious. But there is an unusual feature of her problem: she knew that the data were imperfect, and for each data point had an error bar in both x and y. Standard treatments of correlation do not address this situation. The Data Comments on Data The presence of the error bars contributes to uncertainty as to how big the correlation is and how well it is determined The data are sparse, so we also need to be concerned about small number statistics The student also was concerned about how the lowest point affected any correlation. What would happen, she wondered, if it were not included in the sample? [She was afraid that the ellipticity of the particular galaxy was so low that it might not have been measured accurately and in fact that the galaxy might belong to a different class of galaxies] The Data Bayesian Analysis and Astronomy She had been trying to use our program GaussFit to analyze the data, but it is not designed for tasks such as measuring correlation. I, of course, suggested to her that a Bayesian approach might be appropriate Bayesian methods offer many advantages for astronomical research and have attracted much recent interest. Astronomy and Astrophysics Abstracts lists 169 articles with the keywords ‘Bayes’ or ‘Bayesian’ in the past 5 years, and the number is increasing rapidly (there were 53 in 2000 alone, up from 33 in 1999). Advantages of Bayesian Methods Bayesian methods allow us to do things that would be difficult or impossible with standard (frequentist) statistical analysis. It is simple to incorporate