Archive for Parameter Estimation

An Informational Approach to Cosmological Parameter Estimation

Posted in The Universe and Stuff with tags , , , , , , , on May 22, 2019 by telescoper

In order to avoid having to make a start on examination marking I was having a trawl through the arXiv this morning when I found an interesting paper by Stephens & Gleiser called An Informational Approach to Cosmological Parameter Estimation. The abstract is:

You can download a PDF of the full paper here.

I haven’t had time to go through the manuscript in detail but while it doesn’t seem to say very much of a specific nature about the Hubble constant tension issue, it does introduce an approach which is new to me. The Jensen-Shannon Divergence is a variation on the familiar Kullback-Leibler Divergence.

Anyway, I’d be interested in comments on this from experts!

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The Neyman-Scott ‘Paradox’

Posted in Bad Statistics, Cute Problems with tags , , , , on November 25, 2016 by telescoper

I just came across this interesting little problem recently and thought I’d share it here. It’s usually called the ‘Neyman-Scott’ paradox. Before going on it’s worth mentioning that Elizabeth Scott (the second half of Neyman-Scott) was an astronomer by background. Her co-author was Jerzy Neyman. As has been the case for many astronomers, she contributed greatly to the development of the field of statistics. Anyway, I think this example provides another good illustration of the superiority of Bayesian methods for estimating parameters, but I’ll let you make your own mind up about what’s going on.

The problem is fairly technical so I’ve done done a quick version in latex that you can download

here, but I’ve also copied into this post so you can read it below:

 

neyman-scott1

neyman-scott2

I look forward to receiving Frequentist Flak or Bayesian Benevolence through the comments box below!