Archive for Astrophysics

AstroDeep in Paris [postdoc position]

Posted in Kids, Statistics, Travel, University life with tags , , , , , , on November 13, 2021 by xi'an

Here is a call for candidates to a postdoc on Bayesian machine learning methods for measuring weak gravitational lensing.  In downtown Paris. There is no application deadline, which means the earlier the application the better!

The candidate should hold a PhD in mathematics, computer science, physics/astrophysics or engineering. Candidates with either a scientific or technical background are welcome to apply. Prior experience in machine learning and Bayesian statistics would be an asset. Our group is committed to diversity and equality, and encourage applications from women and underrepresented minorities. We support a flexible and family-friendly work environment. The position includes an internationally competitive salary and generous travel budget. French language skills are not required. Applicants should send a CV and research statement, and arrange for three reference letters to be sent to the contact email address

black holes capture Nobel

Posted in Statistics, Travel, University life with tags , , , , , , , on October 7, 2020 by xi'an

meet the black heart of Messier

Posted in pictures, Travel, University life with tags , , , , , , , , , on April 10, 2019 by xi'an

trip to München

Posted in Mountains, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , on October 19, 2015 by xi'an

While my train ride to the fabulous De Gaulle airport was so much delayed that I had less than ten minutes from jumping from the carriage to sitting in my plane seat, I handled the run through security and the endless corridors of the airport in the allotted time, and reached Munich in time for my afternoon seminar and several discussions that prolonged into a pleasant dinner of Wiener Schnitzel and Eisbier.  This was very exciting as I met physicists and astrophysicists involved in population Monte Carlo and parallel MCMC and manageable harmonic mean estimates and intractable ABC settings (because simulating the data takes eons!). I wish the afternoon could have been longer. And while this is the third time I come to Munich, I still have not managed to see the centre of town! Or even the nearby mountains. Maybe an unsuspected consequence of the Heisenberg principle…

Bayesian model averaging in astrophysics

Posted in Books, Statistics, University life with tags , , , , , , , , , , on July 29, 2015 by xi'an

[A 2013 post that somewhat got lost in a pile of postponed entries and referee’s reports…]

In this review paper, now published in Statistical Analysis and Data Mining 6, 3 (2013), David Parkinson and Andrew R. Liddle go over the (Bayesian) model selection and model averaging perspectives. Their argument in favour of model averaging is that model selection via Bayes factors may simply be too inconclusive to favour one model and only one model. While this is a correct perspective, this is about it for the theoretical background provided therein. The authors then move to the computational aspects and the first difficulty is their approximation (6) to the evidence

P(D|M) = E \approx \frac{1}{n} \sum_{i=1}^n L(\theta_i)Pr(\theta_i)\, ,

where they average the likelihood x prior terms over simulations from the posterior, which does not provide a valid (either unbiased or converging) approximation. They surprisingly fail to account for the huge statistical literature on evidence and Bayes factor approximation, incl. Chen, Shao and Ibrahim (2000). Which covers earlier developments like bridge sampling (Gelman and Meng, 1998).

As often the case in astrophysics, at least since 2007, the authors’ description of nested sampling drifts away from perceiving it as a regular Monte Carlo technique, with the same convergence speed n1/2 as other Monte Carlo techniques and the same dependence on dimension. It is certainly not the only simulation method where the produced “samples, as well as contributing to the evidence integral, can also be used as posterior samples.” The authors then move to “population Monte Carlo [which] is an adaptive form of importance sampling designed to give a good estimate of the evidence”, a particularly restrictive description of a generic adaptive importance sampling method (Cappé et al., 2004). The approximation of the evidence (9) based on PMC also seems invalid:

E \approx \frac{1}{n} \sum_{i=1}^n \dfrac{L(\theta_i)}{q(\theta_i)}\, ,

is missing the prior in the numerator. (The switch from θ in Section 3.1 to X in Section 3.4 is  confusing.) Further, the sentence “PMC gives an unbiased estimator of the evidence in a very small number of such iterations” is misleading in that PMC is unbiased at each iteration. Reversible jump is not described at all (the supposedly higher efficiency of this algorithm is far from guaranteed when facing a small number of models, which is the case here, since the moves between models are governed by a random walk and the acceptance probabilities can be quite low).

The second quite unrelated part of the paper covers published applications in astrophysics. Unrelated because the three different methods exposed in the first part are not compared on the same dataset. Model averaging is obviously based on a computational device that explores the posteriors of the different models under comparison (or, rather, averaging), however no recommendation is found in the paper as to efficiently implement the averaging or anything of the kind. In conclusion, I thus find this review somehow anticlimactic.

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