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S p e c t r a l f i t t i n g m e t h o d s Wo - - PowerPoint PPT Presentation

S p e c t r a l f i t t i n g m e t h o d s Wo r k s h o p a t t h e Ma x P l a n c k I n s t i t u t e f o r e x t r a t e r r e s t r i a l P h y s i c s 2 4 - 2 5 .


slide-1
SLIDE 1

Wo r k s h

  • p

a t t h e Ma x P l a n c k I n s t i t u t e f

  • r

e x t r a t e r r e s t r i a l P h y s i c s 2 4

  • 2

5 . 9 . 2 1 9

  • r

g a n i s e d b y J

  • h

a n n e s B u c h n e r , J Mi c h a e l B u r g e s s , J

  • e

r n Wi l ms

S p e c t r a l f i t t i n g m e t h

  • d

s

slide-2
SLIDE 2

We l c

  • m

e !

Probabilities of discrete events Probabilities of hypotheses Scientific application

slide-3
SLIDE 3

We l c

  • m

e !

Probabilities of discrete events Probabilities of hypotheses Poisson distribution (by Abraham de Moivre) Bayesian inference (by Pierre-Simon Laplace) Scientific application Horse kicks (by Ladislaus Bortkiewicz) Stigler's law of eponymy (Robert K. Merton)

slide-4
SLIDE 4

We l c

  • m

e !

  • P

r a c t i c a l i n f

  • r

m a t i

  • n

– o

r g a n i s e r s

– w

i f i

– l

  • c

a l i n f

  • r

m a t i

  • n

– r

  • u

g h a g e n d a & g

  • a

l

– d

i n n e r

  • F

i r s t c

  • n

t e n t b l

  • c

k

slide-5
SLIDE 5

L

  • c

a l i n f

  • r

m a t i

  • n
slide-6
SLIDE 6

A g e n d a

  • M
  • r

n i n g

– M

e a s u r e m e n t p r

  • c

e s s & s t a t i s t i c s i n v

  • l

v e d

– B

a c k g r

  • u

n d t r e a t m e n t

– L

  • c

a l b e s t f i t s

  • L

u n c h C a n t i n e

  • A

f t e r n

  • n

– G

l

  • b

a l f i t s & p r

  • b

a b i l i t y d i s t r i b u t i

  • n

s

– M

  • d

e l c

  • m

p a r i s

  • n

– C

  • f

f e e 1 5 : 3

– C

  • m

b i n i n g i n f

  • r

m a t i

  • n

– B

e y

  • n

d X

  • r

a y s p e c t r a

– D

i s c u s s i

  • n

& Q u e s t i

  • n

s

  • E

n d : 1 7 : 3 . D i n n e r 1 9 :

  • M
  • r

n i n g

– E

x t e n d e d s

  • u

r c e s , c a l i b r a t i

  • n

– D

i s c u s s i

  • n

& Q u e s t i

  • n

s

– P

  • i

s s

  • n

k n

  • w

l e d g e & p r a c t i c a l p

  • i

n t e r s

G

  • a

l : w h a t m e t h

  • d

s e x i s t w h a t a r e t h e i r b e n e f i t s & l i m i t a t i

  • n

s w h a t t

  • p

a y a t t e n t i

  • n

t

slide-7
SLIDE 7

D i n n e r t

  • d

a y 1 9 :

  • U

6 + B u s 5 9

– D

i e t l i n d e n s t r .

– B

u s 5 9 G i e s i n g

– R

i c h a r d

  • S

t r a u s s

  • s

t r .

  • U

6 + U 4

– O

d e

  • n

s p l a t z

– U

4 A r a b e l l a p a r k

– R

i c h a r d

  • S

t r a u s s

  • s

t r .

slide-8
SLIDE 8

D i n n e r t

  • d

a y 1 9 :

  • U

6 + B u s 5 9

– D

i e t l i n d e n s t r .

– B

u s 5 9 G i e s i n g

– R

i c h a r d

  • S

t r a u s s

  • s

t r .

  • U

6 + U 4

– O

d e

  • n

s p l a t z

– U

4 A r a b e l l a p a r k

– R

i c h a r d

  • S

t r a u s s

  • s

t r .

slide-9
SLIDE 9

F i r s t b l

  • c

k

  • O

v e r v i e w & I n t r

  • d

u c t i

  • n

– M

e a s u r e m e n t p r

  • c

e s s

– B

a c k g r

  • u

n d & s

  • u

r c e r e g i

  • n

s

– L

i n e a r a l g e b r a a p p r

  • x

i m a t i

  • n

– L

i k e l i h

  • d

& s t a t i s t i c s

  • a

f t e r : b a c k g r

  • u

n d

  • a

f t e r : f i t t i n g

slide-10
SLIDE 10

What Counts

slide-11
SLIDE 11

S i n g l e s p e c t r a l b i n

  • B

e r n

  • u

l l i c

  • i

n f l i p

– k

= ( p )

– k

= 1 ( 1

  • p

)

  • B

i n

  • m

i a l

– n

t r i e s , f i r s t k s u c c e s s f u l

– P

= p

k

( 1

  • p

)

( n

  • k

)

  • P
  • i

s s

  • n

– n i

n f b u t p n =

  • λ

r u l e

  • f

t h u m b : i f n > 2 a n d p < . 5 n > 1 a n d n p < 1

slide-12
SLIDE 12

S i n g l e s p e c t r a l b i n

  • P
  • i

s s

  • n

– k

: i n t e g e r

: r e a l ( m e a n & v a r i a n c e ) λ

– A

s y m m e t r i c

– I

n t e g e r

– P

  • s

i t i v e

  • S

c a l i n g

  • A

d d i t i

  • n
  • S

u b t r a c t i

  • n

S a m p l e s E l e c t r

  • n

i c s ( s h

  • t

n

  • i

s e ) P h

  • t
  • n

c

  • u

n t i n g ( P

  • i

s s

  • n

n

  • i

s e )

( S k e l l a m d i s t r i b u t i

  • n

) ( P

  • i

s s

  • n

d i s t r i b u t i

  • n

) V a r i a b i l i t y !

λ

s h a p e c h a n g e s

slide-13
SLIDE 13

S i n g l e s p e c t r a l b i n

  • P
  • i

s s

  • n

– k

: i n t e g e r

: r e a l ( m e a n & v a r i a n c e ) λ

  • G

a u s s i a n

– M

e a n ( µ ) & v a r i a n c e (² ) = σ²) =! λ

– M

e a n ( µ ) & v a r i a n c e (² ) = k σ²) =!

– r

e a l , c a n b e n e g a t i v e

λ

slide-14
SLIDE 14

K n

  • w

n d a t a U n k n

  • w

n r a t e L i k e l i h

  • d

P r

  • b

a b i l i t y ( f r e q u e n c y ) t

  • p

r

  • d

u c e e x a c t l y t h i s d a t a

slide-15
SLIDE 15

K n

  • w

n d a t a U n k n

  • w

n r a t e L i k e l i h

  • d

P r

  • b

a b i l i t y ( f r e q u e n c y ) t

  • p

r

  • d

u c e e x a c t l y t h i s d a t a

slide-16
SLIDE 16

K n

  • w

n d a t a U n k n

  • w

n r a t e L i k e l i h

  • d

P r

  • b

a b i l i t y ( f r e q u e n c y ) t

  • p

r

  • d

u c e e x a c t l y t h i s d a t a

slide-17
SLIDE 17

K n

  • w

n d a t a U n k n

  • w

n r a t e L i k e l i h

  • d

P r

  • b

a b i l i t y ( f r e q u e n c y ) t

  • p

r

  • d

u c e e x a c t l y t h i s d a t a

slide-18
SLIDE 18

K n

  • w

n d a t a U n k n

  • w

n r a t e L i k e l i h

  • d

P r

  • b

a b i l i t y ( f r e q u e n c y ) t

  • p

r

  • d

u c e e x a c t l y t h i s d a t a

slide-19
SLIDE 19

K n

  • w

n d a t a U n k n

  • w

n r a t e L i k e l i h

  • d

P r

  • b

a b i l i t y ( f r e q u e n c y ) t

  • p

r

  • d

u c e e x a c t l y t h i s d a t a

slide-20
SLIDE 20

A p p r

  • x

i m a t i

  • n

q u a l i t y

  • T

a i l s h a v e d i f f e r e n t s l

  • p

e s

– G

a u s s h i g h

  • e

n d m

  • r

e p e r m i s s i v e

– P

  • i

s s

  • n

l

  • w
  • e

n d m

  • r

e p e r m i s s i v e

  • R

i g h t w a y : P

  • i

s s

  • n
  • H

i s t

  • r

i c a l l y : G a u s s f a s t e r t

  • e

v a l u a t e

slide-21
SLIDE 21

“ S t a t i s t i c s ”

  • P
  • i

s s

  • n

– L

i k e l i h

  • d
  • 2

* l

  • g
  • G

a u s s i a n

– L

i k e l i h

  • d
  • 2

* l

  • g
slide-22
SLIDE 22

“ S t a t i s t i c s ”

  • P
  • i

s s

  • n

– L

i k e l i h

  • d
  • 2

* l

  • g
  • G

a u s s i a n

– L

i k e l i h

  • d
  • 2

* l

  • g
  • C

S t a t , C a s h C h i ²

D

  • e

s n

  • t

m e a n t h e y f

  • l

l

  • w

a c h i ² d i s t r i b u t i

  • n

!

C a s h ( 1 9 7 9 )

slide-23
SLIDE 23

M u l t i p l e b i n s

  • P
  • i

s s

  • n
  • G

a u s s i a n

k

1

, λ1 k

2

, λ2

slide-24
SLIDE 24

M u l t i p l e b i n s

k

1

, λ1 k

2

, λ2 R e m e m b e r : = n u m b e r / c m ² / s / k e V * d E * d t * d A λ k = n u m b e r F l u x C

  • u

n t s

slide-25
SLIDE 25

Backgrounds

slide-26
SLIDE 26

B a c k g r

  • u

n d s

k

1 S

, λ1

S

k

1 B

, λ1

B

k

s r c

, λs

r c

, t

s r c

, A

s r c

k

b k g

, λb

k g

, t

b k g

, A

b k g

A s s u m e t i m e , l

  • c

a t i

  • n
  • i

n d e p e n d e n c e

slide-27
SLIDE 27

B a c k g r

  • u

n d + S

  • u

r c e

R e m e m b e r : = n u m b e r / c m ² / s / k e V * d E * d t * d A λ + A s s u m p t i

  • n

s :

  • a

r e a e n e r g y

  • i

n d e p e n d e n t

  • r

a t e c

  • n

s t a n t w i t h a r e a , t i m e , l

  • c

a t i

  • n
slide-28
SLIDE 28

B a c k g r

  • u

n d + S

  • u

r c e

R e m e m b e r : = n u m b e r / c m ² / s / k e V * d E * d t * d A λ A s s u m p t i

  • n

s :

  • a

r e a e n e r g y

  • i

n d e p e n d e n t

  • r

a t e c

  • n

s t a n t w i t h a r e a , t i m e , l

  • c

a t i

  • n
slide-29
SLIDE 29

B a c k g r

  • u

n d + S

  • u

r c e

  • s

r c + b k g G a u s s G a u s s ( s u b t r a c t a b l e , f l a t s / d a r k s )

  • s

r c + b k g P

  • i

s s

  • n

P

  • i

s s

  • n
  • – H

i g h c

  • u

n t s ( > 1 ) i n e v e r y s i n g l e s r c a n d b k g b i n G a u s s +

  • S

u b t r a c t w i t h b k g v a r i a n c e p r

  • p

a g a t i

  • n

– S

u b t r a c t & m

  • d

e l w i t h S k e l l a m d i s t r i b u t i

  • n

– D

  • t

h e r i g h t t h i n g a n d m

  • d

e l b

  • t

h a s P

  • i

s s

  • n
slide-30
SLIDE 30

B a c k g r

  • u

n d + S

  • u

r c e

  • s

r c + b k g G a u s s G a u s s ( s u b t r a c t a b l e , f l a t s / d a r k s )

  • s

r c + b k g P

  • i

s s

  • n

P

  • i

s s

  • n
  • – H

i g h c

  • u

n t s ( > 1 ) i n e v e r y s i n g l e s r c a n d b k g b i n G a u s s +

  • S

u b t r a c t w i t h b k g v a r i a n c e p r

  • p

a g a t i

  • n

– S

u b t r a c t & m

  • d

e l w i t h S k e l l a m d i s t r i b u t i

  • n

– D

  • t

h e r i g h t t h i n g a n d m

  • d

e l b

  • t

h a s P

  • i

s s

  • n
  • P
  • i

s s

  • n

e s t i m a t e

  • f

r a t e i n e a c h b i n , i n d e p e n d e n t l y

  • F

u n c t i

  • n

a p p r

  • x

i m a t i

  • n
  • f

b a c k g r

  • u

n d

– I

n c

  • u

n t s ( e m p i r i c a l m

  • d

e l )

– P

h y s i c a l b a c k g r

  • u

n d f l u x m

  • d

e l

– F

i t s i m u l t a n e

  • u

s l y w i t h s

  • u

r c e

– F

i t b a c k g r

  • u

n d m

  • d

e l f i r s t , u s e b e s t

  • f

i t b a c k g r

  • u

n d s h a p e f

  • r

s

  • u

r c e f i t

slide-31
SLIDE 31

B a c k g r

  • u

n d + S

  • u

r c e

R e m e m b e r : = n u m b e r / c m ² / s / k e V * d E * d t * d A λ A s s u m p t i

  • n

s :

  • a

r e a e n e r g y

  • i

n d e p e n d e n t

  • r

a t e c

  • n

s t a n t w i t h a r e a , t i m e , l

  • c

a t i

  • n
slide-32
SLIDE 32

e R O S I T A b a c k g r

  • u

n d

  • D

i f f u s e e m i s s i

  • n

– L

  • c

a l h

  • t

b u b b l e

– G

a l a c t i c d i s k

– G

a l a c t i c h a l

  • C
  • s

m i c b a c k g r

  • u

n d

– U

n r e s

  • l

v e d A G N

  • H

i g h

  • e

n e r g y p a r t i c l e b a c k g r

  • u

n d

h t t p s : / / w i k i . m p e . m p g . d e / e R

  • s

i t a / S c i e n c e R e l a t e d S t u f f / B a c k g r

  • u

n d

slide-33
SLIDE 33

S e m i

  • p

h y s i c a l b a c k g r

  • u

n d m

  • d

e l s

M a x i m i z e p

  • i

s s

  • n

l i k e l i h

  • d

a t a l l b i n s s h a p e N u S T A R ( Wi k + 1 4 ) e s p e c i a l l y i m p

  • r

t a n t f

  • r

e x t e n d e d s

  • u

r c e P a r t i c l e b a c k g r

  • u

n d C

  • s

m i c b a c k g r

  • u

n d I n s t r u m e n t a l b a c k g r

  • u

n d … L

  • c

a t i

  • n

& t i m e

  • d

e p e n d e n t

slide-34
SLIDE 34

E m p i r i c a l b a c k g r

  • u

n d m

  • d

e l s

M a x i m i z e p

  • i

s s

  • n

l i k e l i h

  • d

a t a l l b i n s s h a p e C h a n d r a ( X M M , C h a n d r a , S w i f t m

  • d

e l s i n

  • h
  • u

s e )

P r

  • s

:

  • C

a n c

  • n

t a i n p h y s i c a l k n

  • w

l e d g e & s m

  • t

h n e s s

  • S

m a l l u n c e r t a i n t i e s

b i n c

  • u

n t s

  • k

C

  • n

s :

  • N

e e d t

  • s

p e c i f y m

  • d

e l

  • F

i t c a n b e p

  • r
slide-35
SLIDE 35

E m p i r i c a l b a c k g r

  • u

n d m

  • d

e l s

A u t

  • m

a t e d s h a p e f i n d i n g S i m m

  • n

d s , B u c h n e r e t a l . ( 2 1 7 ) X M M / P N , M O S , C h a n d r a / A C I S , N u S T A R , S u z a k u , R X T E , S w i f t / X R T

slide-36
SLIDE 36

B a c k g r

  • u

n d : I n d i v i d u a l b i n s

E s t i m a t e m

  • s

t l i k e l y b a c k g r

  • u

n d r a t e i n e a c h b i n A d d s c a l e d t

  • s
  • u

r c e r e g i

  • n

c

  • u

n t s ( w s t a t , X s p e c d e f a u l t i f s e t t

  • c

s t a t w i t h n

  • b

a c k g r

  • u

n d m

  • d

e l ) p g s t a t

P r

  • s

:

  • n
  • m
  • d

e l s p e c i f i c a t i

  • n

n e e d e d C

  • n

s :

  • n
  • c
  • n

t i n u i t y

  • u

n n e c e s s a r i l y l a r g e u n c e r t a i n t i e s

  • n

e e d > c

  • u

n t s p e r b i n

slide-37
SLIDE 37

I n f e r e n c e w i t h l i k e l i h

  • d

s

  • 0.5 Cstat, -0.5 chi²

H i g h e r L : m

  • d

e l u n d e r t h e s e p a r a m e t e r s

  • f

t e n m a k e s t h i s d a t a L

  • w

e r L : l e s s f r e q u e n t l y F r e q u e n c y

  • f

d a t a L i k e l i h

  • d

f u n c t i

  • n

a t D , a t p a r a m e t e r v a l u e s ( n

  • t

a d e n s i t y )

slide-38
SLIDE 38

I n f e r e n c e d e s i d e r a t a

  • P

a r a m e t e r r a n g e s a l l

  • w

e d

  • r

p r

  • b

a b l e ( L , T , …, p h y s i c a l p a r a m e t e r s )

I n i n f i n i t e l y s m a l l r e g i

  • n

: z e r

  • p

r

  • b

a b i l i t y

P r

  • b

a b i l i t y d e n s i t y V

  • l

u m e D e n s i t y P r

  • b

a b i l i t y m a s s

F i n d r e g i

  • n

s w i t h h i g h p r

  • b

a b i l i t y m a s s P a r a m e t e r s p a c e e x p l

  • r

a t i

  • n
slide-39
SLIDE 39

C

  • n

d i t i

  • n

a l p r

  • b

a b i l i t i e s

– B

a y e s t h e

  • r

e m

– P

( A | B ) ! = P ( B | A )

– N

  • r

m a l i s a t i

  • n

– P

a r a m e t e r i n f e r e n c e

– M

  • d

e l i n f e r e n c e

– I

n t e r p r e t a t i

  • n
slide-40
SLIDE 40

C

  • n

d i t i

  • n

a l p r

  • b

a b i l i t i e s

B a y e s t h e

  • r

e m

slide-41
SLIDE 41

P a r a m e t e r s p a c e e x p l

  • r

a t i

  • n
slide-42
SLIDE 42

P a r a m e t e r s p a c e e x p l

  • r

a t i

  • n
  • L
  • c

a l

  • p

t i m i z a t i

  • n

– L

M , s i m p l e x , … ( m a n y )

– M

  • n

t e c a r l

  • p

t i m i z a t i

  • n
  • L
  • c

a l s a m p l i n g : M C M C

– T

e m p e r i n g

– L

i m i t a t i

  • n

s

  • G

l

  • b

a l

  • p

t i m i z a t i

  • n

– G

e n e t i c a l g

  • r

i t h m s ( D E )

  • G

l

  • b

a l s a m p l i n g

– N

e s t e d s a m p l i n g

slide-43
SLIDE 43

B e s t f i t p a r a m e t e r s

  • I

f a w a y f r

  • m

b

  • u

n d a r y

  • I

f m

  • d

e l i s l i n e a r

  • I

f n d a t a h i g h

  • I

f i s t r u e p a r a m e t e r

  • t

h e n

( s y m m e t r i c , s i n g l e g a u s s )

I f m a n y d a t a a r e c r e a t e d u n d e r

  • l
  • g

L i n t e r v a l

  • 1

b e l

  • w

b e s t f i t C

  • n

t a i n s t r u e v a l u e 6 8 %

  • f

r e a l i s a t i

  • n

s

C

  • n

f i d e n c e i n t e r v a l

Wh a t w a s t h e q u e s t i

  • n

a g a i n ? A r e c

  • n

d i t i

  • n

s f u l f i l l e d ? Wh a t d

  • u

n e q u a l “ e r r

  • r

s ” m e a n ?

slide-44
SLIDE 44

B e s t f i t p a r a m e t e r s

  • I

f a w a y f r

  • m

b

  • u

n d a r y

  • I

f m

  • d

e l i s l i n e a r

  • I

f n d a t a h i g h

  • I

f i s t r u e p a r a m e t e r

  • (

s y m m e t r i c , s i n g l e g a u s s )

C

  • n

f i d e n c e i n t e r v a l

I f c

  • n

d i t i

  • n

s a r e n

  • t

m e t

( a l w a y s )

M

  • n

t e C a r l

  • s

s i m u l a t i

  • n

s ( p a r a m e t r i c b

  • t

s t r a p )

i

n

C a l i b r a t e a

θ

L

slide-45
SLIDE 45

D e t e c t i

  • n
  • I

f a w a y f r

  • m

b

  • u

n d a r y

  • I

f m

  • d

e l i s l i n e a r

  • I

f n d a t a h i g h

  • I

f i s t r u e p a r a m e t e r

  • (

s y m m e t r i c , s i n g l e g a u s s )

I f c

  • n

d i t i

  • n

s a r e n

  • t

m e t

( a l w a y s )

M

  • n

t e C a r l

  • s

s i m u l a t i

  • n

s ( p a r a m e t r i c b

  • t

s t r a p )

i

n

= θ

L L … p

  • v

a l u e s

slide-46
SLIDE 46

B e s t f i t d i s t r i b u t i

  • n

s

θ

L C

  • n

v

  • l

u t i

  • n
  • f

T r u e p a r a m e t e r d i s t r i b u t i

  • n

+ M e a s u r e m e n t e r r

  • r

& a n a l y s i s m e t h

  • d

C

  • n

f i d e n c e i n t e r v a l s H i s t

  • g

r a m

  • f

b e s t f i t s C u m u l a t i v e d i s t r i b u t i

  • n

C l e a n s

  • l

u t i

  • n

: M

  • d

e l p

  • p

u l a t i

  • n

d i s t r i b u t i

  • n

( H B M ) M e a n i n g ? U p p e r l i m i t s ? B u c h n e r + 1 7 a

slide-47
SLIDE 47

Sampling

slide-48
SLIDE 48

B a y e s i a n p

  • s

t e r i

  • r

V

  • l

u m e D e n s i t y P r

  • b

a b i l i t y m a s s

F i n d r e g i

  • n

s w i t h h i g h p r

  • b

a b i l i t y m a s s

θ

L L

I d e a : S a m p l e p a r a m e t e r s

  • l

u t i

  • n

s p r

  • p
  • r

t i

  • n

a l l y t

  • t

h e i r p r

  • b

a b i l i t y F

  • r

e x a m p l e w i t h a g r i d

slide-49
SLIDE 49

P

  • s

t e r i

  • r

g r i d

slide-50
SLIDE 50

P

  • s

t e r i

  • r

g r i d

slide-51
SLIDE 51

B a y e s i a n p

  • s

t e r i

  • r

θ

P

p a r a m e t e r s

  • l

u t i

  • n

s w e i g h t e d b y t h e i r p r

  • b

a b i l i t y

C r e d i b l e i n t e r v a l s

D e f i n i t i

  • n

s : D e n s i t y c u m u l a t i v e q u a n t i l e s

  • H

i g h e s t D e n s i t y I n t e r v a l s B

  • r

d e r s ( u p p e r l i m i t s )

slide-52
SLIDE 52
slide-53
SLIDE 53
slide-54
SLIDE 54

C u r s e

  • f

d i m e n s i

  • n

a l i t y

  • k

d

g r i d i n f e a s i b l e

  • S

a m p l e

  • 1

2 3 …. w

1

w

2w 3

….

  • T

e c h n i q u e s :

– I

m p

  • r

t a n c e s a m p l i n g

– M

C M C

– N

e s t e d s a m p l i n g

( P

  • s

t e r i

  • r

c h a i n s )

slide-55
SLIDE 55

U s i n g p

  • s

t e r i

  • r

c h a i n s

  • P
  • s

t e r i

  • r

c h a i n

1 2 3 ….

  • F

i n d r e g i

  • n

s w i t h h i g h p r

  • b
  • C
  • m

p u t e p r

  • b

.

  • f

r e g i

  • n

s

  • P
  • s

t e r i

  • r

p r e d i c t i

  • n

s

  • D

e r i v e d q u a n t i t i e s

P q10 q50 q90 P P(x>4)= sample fraction F , z L , z

slide-56
SLIDE 56

I m p

  • r

t a n c e s a m p l i n g

θ

P

D r a w f r

  • m

p r

  • p
  • s

a l d i s t r i b u t i

  • n

Q We i g h b y Q ( ) / P ( | D )

  • w

e i g h t e d c h a i n

  • A

d v a n t a g e s :

  • E

f f i c i e n t i n l

  • w
  • d
  • P

a r a l l e l i s a b l e

  • C

a n i n t e g r a t e p a r a m e t e r s p a c e D i s a d v a n t a g e s

  • N

e e d t

  • f

i n d g

  • d

p r

  • p
  • s

a l ( V B )

  • P
  • r

s c a l i n g t

  • 1
  • 2

d

  • P
  • r

p e r f

  • r

m a n c e i f p r

  • p
  • s

a l i s b a d ( v a r i a n c e i n d i c a t

  • r

)

slide-57
SLIDE 57

M a r k

  • v

C h a i n M

  • n

t e C a r l

  • θ

L L

Starting point θ Loop forever:

θ’ = Normal(θ, sigma_p)

if P(θ’|D)/P)D)/P(θ|D)/P)D) > U():

θ = θ’

add θ to chain

x

slide-58
SLIDE 58

M C M C

θ

L L x E m e r g i n g b e h a v i

  • u

r :

Starting point θ Loop forever:

θ’ = Normal(θ, sigma_p)

if P(θ’|D)/P)D)/P(θ|D)/P)D) > U():

θ = θ’

add θ to chain

slide-59
SLIDE 59

M C M C p r

  • p
  • s

a l s

  • M

e t r

  • p
  • l

i s + R a n d

  • m

Wa l k

  • G
  • d

m a n

  • We

a r e

( e m c e e )

  • H

M C ( H a m i l t

  • n

i a n M

  • n

t e C a r l

  • )

a n i m a t i

  • n

h t t p s : / / c h i

  • f

e n g . g i t h u b . i

  • /

m c m c

  • d

e m

  • /

a p p . h t m l R a n d

  • m

w a l k , H M C

slide-60
SLIDE 60

M C M C p r

  • p
  • s

a l s

  • M

e t r

  • p
  • l

i s R a n d

  • m

Wa l k

– A

d v : s i m p l e

– D

i s a d v : p

  • r

m i x i n g

  • A

f f i n e

  • i

n v a r i a n t e n s e m b l e

– A

d v : a u t

  • t

u n i n g f

  • r

g a u s s i a n L

– D

i s a d v : p

  • r

m i x i n g i n b a n a n a s , c

  • l

l a p s e s i n h i g h

  • d

( H u i j s e r + 1 5 )

  • H

M C ( H a m i l t

  • n

i a n M

  • n

t e C a r l

  • )

– A

d v : t u n e s i t s e l f t

  • s

u r f a c e

– D

i s a d v : n e e d g r a d i e n t s

  • f

m

  • d

e l s

G

  • d

m a n & We a r e ( 2 1 ) e m c e e

slide-61
SLIDE 61

M C M C s t

  • p

p i n g

  • M

C M C t h e

  • r

y : n i n f

  • T

r a c e p l

  • t

s

  • A

u t

  • c
  • r

r e l a t i

  • n

l e n g t h

  • C
  • n

v e r g e n c e t e s t s

– D

e t e c t i f u n r e l i a b l e

– G

e l m a n

  • R

u b i n d i a g n

  • s

t i c

– (

m a n y m

  • r

e )

( b y E r i c F

  • r

d )

P h a s e s : I d e n t i f i c a t i

  • n

M i x i n g ( b u r n

  • i

n )

slide-62
SLIDE 62

Global

  • ptimization
slide-63
SLIDE 63

G l

  • b

a l m a x i m a

L

slide-64
SLIDE 64

E s c a p i n g l

  • c

a l m a x i m a : s t r a t e g i e s

  • M

u l t i p l e r a n d

  • m

s t a r t p

  • s

i t i

  • n

s

– A

u g m e n t l

  • c

a l t e c h n i q u e s

  • M

a k e s u r f a c e e a s i e r

– T

e m p e r i n g / A n n e a l i n g

  • Wa

l k e r p

  • p

u l a t i

  • n

– G

W

– G

e n e t i c a l g

  • r

i t h m s ( D E )

L

slide-65
SLIDE 65

G e n e t i c a l g

  • r

i t h m s

C r

  • s

s

  • v

e r I n i t i a l p

  • p

u l a t i

  • n

M u t a t i

  • n

S e l e c t i

  • n

O f f s p r i n g v s N e w g e n e r a t i

  • n

Wi t h f i t n e s s f u n c t i

  • n

( h e r e : L )

slide-66
SLIDE 66

G e n e t i c a l g

  • r

i t h m s

  • D

i f f e r e n t i a l e v

  • l

u t i

  • n
  • Z
  • m

s i n t

  • h

i g h e s t r e g i

  • n

s

A d v a n t a g e s :

  • G

l

  • b

a l

  • R
  • b

u s t t

  • d

e g e n e r a c i e s , a u t

  • t

u n i n g p r

  • p
  • s

a l

  • Wo

r k s i n h i g h

  • d

& n

  • n
  • c
  • n

t i n u

  • u

s p a r a m e t e r s D i s a d v a n t a g e s :

  • S
  • m

e t u n i n g p a r a m e t e r s

  • s

t

  • p

p i n g c r i t e r i

  • n

m a y n

  • t

b e m e a n i n g f u l

  • D
  • e

s n

  • t

s a m p l e (

  • n

l y b e s t

  • f

i t )

moncar

slide-67
SLIDE 67

M

  • d

e l c

  • m

p a r i s

  • n
slide-68
SLIDE 68

M

  • d

e l c

  • m

p a r i s

  • n
  • E

m p i r i c a l m

  • d

e l s

– I

n f

  • r

m a t i

  • n

c

  • n

t e n t

– P

r e d i c t i

  • n

q u a l i t y

  • C
  • m

p

  • n

e n t p r e s e n c e

– R

e g i

  • n

s

  • f

p r a c t i c a l e q u i v a l e n c e

  • P

h y s i c a l e f f e c t s

– B

a y e s i a n m

  • d

e l c

  • m

p a r i s

  • n

– P

r i

  • r

s

  • f

t e n w e l l

  • j

u s t i f i e d

h t t p s : / / a r x i v .

  • r

g / a b s / 1 5 6 . 2 2 7 3 B e t a n c

  • u

r t ( 2 1 5 ) B u c h n e r + 1 4

slide-69
SLIDE 69

I n f

  • r

m a t i

  • n

c r i t e r i a

  • A

k a i k e i n f

  • r

m a t i

  • n

c r i t e r i

  • n
  • I

s m

  • r

e c

  • m

p l e x w

  • r

t h s t

  • r

i n g ?

AIC = 2 * d – 2 * Lmax AIC = 2 * d + CStat

A k a i k e ( 1 9 7 3 )

A d v a n t a g e s :

  • r
  • t

e d i n i n f

  • r

m a t i

  • n

t h e

  • r

y

  • i

n d e p e n d e n t

  • f

p r i

  • r

D i s a d v a n t a g e s :

  • N
  • u

n c e r t a i n t i e s , t h r e s h

  • l

d s u n c l e a r

slide-70
SLIDE 70
slide-71
SLIDE 71

P u n i s h i n g p r e d i c t i

  • n

d i v e r s i t y

F l e x i b l e m

  • d

e l I n f l e x i b l e m

  • d

e l

D a t a L h i g h , V t i n y L m e d i u m , V m e d i u m ( n

  • t

n u m b e r

  • f

p a r a m e t e r s )

slide-72
SLIDE 72

P

  • s

t e r i

  • r
  • d

d s r a t i

  • P

r i

  • r
  • d

d s r a t i

  • B

a y e s f a c t

  • r
slide-73
SLIDE 73

B u c h n e r + 1 4

slide-74
SLIDE 74

Global sampling

slide-75
SLIDE 75
slide-76
SLIDE 76
slide-77
SLIDE 77

Missing ingredients

  • MCMC: Insert tuned transition kernel
  • NS: Insert constrained drawing algorithm
  • General solutions: MultiNest, MCMC, HMCMC,

Galilean, RadFriends, PolyChord

slide-78
SLIDE 78

A n i m a t i

  • n

: h t t p s : / / j

  • h

a n n e s b u c h n e r . g i t h u b . i

  • /

m c m c

  • d

e m

  • /

a p p . h t m l # R a d F r i e n d s

  • N

S , s t a n d a r d ( v i a c h i

  • f

e n g . g i t h u b . i

  • )
slide-79
SLIDE 79
slide-80
SLIDE 80

P

  • s

t e r i

  • r
  • d

d s r a t i

  • P

r i

  • r
  • d

d s r a t i

  • B

a y e s f a c t

  • r
slide-81
SLIDE 81

B u c h n e r + 1 4

slide-82
SLIDE 82

C a l i b r a t i n g m

  • d

e l d e c i s i

  • n

s

  • M
  • d

e l p r

  • b

a b i l i t i e s d e c i s i

  • n

s

  • F

a l s e d e c i s i

  • n

r a t e

( f a l s e p

  • s

i t i v e s / n e g a t i v e s )

– M

  • n

t e C a r l

  • s

i m u l a t i

  • n

s ( p a r a m e t r i c b

  • t

s t r a p )

B u c h n e r + 1 4

slide-83
SLIDE 83

C a l i b r a t i n g m

  • d

e l d e c i s i

  • n

s

B u c h n e r + 1 4 False negatives Non-decisions w a b s i n p u t p

  • w

e r l a w i n p u t w a b s i n p u t p

  • w

e r l a w i n p u t

A d v a n t a g e s :

  • G

e t r i d

  • f

p a r a m e t e r p r i

  • r

d e p e n d e n c e s

  • H

a v e f r e q u e n t i s t p r

  • p

e r t i e s

  • f

B a y e s i a n m e t h

  • d
  • C
  • m

p l e t e l y B a y e s i a n t r e a t m e n t + d e c i s i

  • n

s D i s a d v a n t a g e s :

  • C

a n b e c

  • m

p u t a t i

  • n

a l l y e x p e n s i v e

slide-84
SLIDE 84

F r e q u e n t i s t p r

  • p

e r t i e s

  • f

B a y e s i a n m e t h

  • d

s

  • M

a k e d e c i s i

  • n

s

– I

s p a r a m e t e r g r e a t e r t h a n C ?

– I

s t h i s m

  • d

e l “ b e t t e r ” t h a n t h e

  • t

h e r ?

  • P

a r a m e t r i c b

  • t

s t r a p

– M

  • n

t e C a r l

  • s

i m u l a t i

  • n

a l l

  • w

a r b i t r a r y c

  • m

p l e x i t y

slide-85
SLIDE 85

M

  • d

e l c

  • m

p a r i s

  • n

T e s t mo d e l i n i s

  • l

a t i

  • n

? P P C P a r a me t r i c b

  • t

s t r a p C

  • mp

a r e p h y s i c a l mo d e l s

  • r

e mp i r i c a l d e s c r i p t i

  • n

s ? y e s n

  • ,

r e l a t i v e I n f

  • r

ma t i

  • n

c

  • n

t e n t ( A I C ) P r e d i c t i

  • n

q u a l i t y ( C r

  • s

s v a l i d a t i

  • n

) e m p i r i c a l p h y s i c a l e f f e c t s A d d i t i v e c

  • mp
  • n

e n t P a r a me t e r e s t i ma t i

  • n

R e g i

  • n
  • f

e q u i v a l e n c e B a y e s i a n mo d e l c

  • mp

a r i s

  • n

y e s n

  • B

a y e s i a n mo d e l c

  • mp

a r i s

  • n
slide-86
SLIDE 86

A g e n d a

  • Y

e s t e r d a y :

– B

a s i c s t a t i s t i c s , p r

  • b

l e m s e t u p

– P

a r a m e t e r e s t i m a t i

  • n

m e t h

  • d

s , c r e d i b l e & c

  • n

f i d e n c e i n t e r v a l s

– M

  • d

e l c

  • m

p a r i s

  • n

m e t h

  • d

s

– V

i s u a l i s a t i

  • n

s

  • T
  • d

a y :

– E

x t e n d e d s

  • u

r c e s , c a l i b r a t i

  • n

– S

t a c k i n g i n f

  • r

m a t i

  • n

– D

i s c u s s i

  • n

& Q u e s t i

  • n

s

– P

r a c t i c a l p

  • i

n t e r s & Wr a p

  • u

p

  • N
  • t

c

  • v

e r e d :

– T

  • l

s

– P

i l e

  • u

p & v a r i a b i l i t y

S p e c t r

  • s

c

  • p

y + l

  • w

e r E + h i g h e r E + i m a g i n g + t i m e O u t s i d e s p e c t r

  • s

c

  • p

y

slide-87
SLIDE 87

S p e c t r a w i t h f e w c

  • u

n t s

slide-88
SLIDE 88

S p e c t r a w i t h f e w c

  • u

n t s

  • A

r e n

  • t

h i n g s p e c i a l

  • P
  • i

s s

  • n

l i k e l i h

  • d

+ g

  • d

b a c k g r

  • u

n d h a n d l i n g

c

  • u

n t s

  • T

h i n k i n t e r m s

  • f

a l l

  • w

e d r e g i

  • n

s

N T

slide-89
SLIDE 89

L, NH from X-ray spectrum

Scattered Powerlaw component CTK flat spectrum + FeK line

slide-90
SLIDE 90

L, NH from X-ray spectrum

Probability cloud

slide-91
SLIDE 91

I n t r i n s i c p a r a m e t e r d i s t r i b u t i

  • n

s

slide-92
SLIDE 92

E x a m p l e

  • M

e a s u r e m e n t g a v e x 1 = 4 +

  • 1

x 2 = 5 +

  • .

1

  • G

e n e r a t e 1 s a m p l e s f

  • r

e a c h

100xN matrix of x

slide-93
SLIDE 93

E x a m p l e

  • E

v a l u a t e m

  • d

e l F ( x )

100xN matrix of F 100xN matrix of x

slide-94
SLIDE 94

E x a m p l e

  • S

u m p r

  • b

a b i l i t i e s

  • M

u l t i p l y p r

  • b

a b i l i t i e s

  • T

h e n t r y

  • u

t

  • t

h e r m

  • d

e l p a r a m e t e r s

100xN matrix of F N vector L

slide-95
SLIDE 95

G r a p h i c e x p l a n a t i

  • n

P(x) x Measurement error F(x) Population distribution

slide-96
SLIDE 96

G r a p h i c e x p l a n a t i

  • n

P(x) x Measurement error F(x) Population distribution

slide-97
SLIDE 97

G r a p h i c e x p l a n a t i

  • n

P(x) x Measurement error F(x) Population distribution

slide-98
SLIDE 98

G r a p h i c e x p l a n a t i

  • n

P(x) x Measurement error F(x) Population distribution

slide-99
SLIDE 99

B e h a v i

  • u

r

  • G

e n e r a t e f r

  • m

6 +

  • 2

w i t h m e a s u r e m e n t e r r

  • r

s

slide-100
SLIDE 100

B e h a v i

  • u

r

slide-101
SLIDE 101

B e h a v i

  • u

r

slide-102
SLIDE 102

B e h a v i

  • u

r

slide-103
SLIDE 103

B e h a v i

  • u

r

slide-104
SLIDE 104

B e h a v i

  • u

r

slide-105
SLIDE 105

B e h a v i

  • u

r

slide-106
SLIDE 106

B e h a v i

  • u

r

slide-107
SLIDE 107

B e h a v i

  • u

r

slide-108
SLIDE 108

B e h a v i

  • u

r

slide-109
SLIDE 109

B e h a v i

  • u

r

slide-110
SLIDE 110

B e h a v i

  • u

r

slide-111
SLIDE 111

B e h a v i

  • u

r

slide-112
SLIDE 112

B e h a v i

  • u

r

slide-113
SLIDE 113

B e h a v i

  • u

r

slide-114
SLIDE 114

B e h a v i

  • u

r

slide-115
SLIDE 115

B e h a v i

  • u

r

slide-116
SLIDE 116

B e h a v i

  • u

r

slide-117
SLIDE 117

B e h a v i

  • u

r

slide-118
SLIDE 118

B e h a v i

  • u

r

slide-119
SLIDE 119

B e h a v i

  • u

r

slide-120
SLIDE 120

B e h a v i

  • u

r

slide-121
SLIDE 121

B e h a v i

  • u

r

slide-122
SLIDE 122

B e h a v i

  • u

r

slide-123
SLIDE 123

P r a c t i c a l p

  • i

n t e r s

slide-124
SLIDE 124

P r a c t i c a l a d v i c e

  • Y
  • u

c a n d

  • t

h i s i n a n y p a c k a g e !

  • S

t a t e w h a t y

  • u

a r e d

  • i

n g

  • C

S t a t ( P

  • i

s s

  • n

)

  • B

a c k g r

  • u

n d w i t h f u n c t i

  • n

s ( c h e c k f i t )

  • V

i s u a l i s e , v i s u a l i s e , v i s u a l i s e

  • S

h

  • w

p

  • s

t e r i

  • r

d i s t r i b u t i

  • n

s & f i t s i n d a t a s p a c e

  • V

a r y p r i

  • r

s & a s s u m p t i

  • n

s

  • U

s e n e s t e d s a m p l i n g , M C M C w i t h c a r e

  • M

a k e s i m u l a t i

  • n

s

  • A

s k f

  • r

h e l p

i s i s , s h e r p a , s p e x , x s p e c , 3 m l , . . .

slide-125
SLIDE 125

C

  • n

t a c t p

  • i

n t s f

  • r

q u e s t i

  • n

s

  • A

s k a c

  • l

l e a g u e

  • A

s t r

  • s

t a t i s t i c s F a c e b

  • k

g r

  • u

p

  • X

S P E C F a c e b

  • k

g r

  • u

p

  • @

M P E

– J

M i c h a e l B u r g e s s

– J

  • h

a n n e s B u c h n e r