arXiv subjects

David A. van Dyk

Publications and source records attributed to David A. van Dyk.

46 records · Page 3Linked to original sources

arXiv2013

Causal Inference in Observational Studies with Non-Binary Treatments

Propensity score methods have become a part of the standard toolkit for applied researchers who wish to ascertain causal effects from observational data. While they were originally developed for binary treatments, several researchers have proposed generalizations of the propensity score methodology for non-binary treatment regimes. Such extensions have widened the applicability of propensity score methods and are indeed becoming increasingly popular themselves. In this article, we closely examine the two main generalizations of propensity score methods, namely, the propensity function (P-FUNCTION) of Imai and van Dyk (2004) and the generalized propensity score (GPS) of Hirano and Imbens (2004), along with recent extensions of the GPS that aim to improve its robustness. We compare the assumptions, theoretical properties, and empirical performance of these alternative methodologies. On a theoretical level, the GPS and its extensions are advantageous in that they can be used to estimate the full dose response function rather than the simple average treatment effect that is typically estimated with the P-FUNCTION. Unfortunately, our analysis shows that in practice response models often used with the original GPS are less flexible than those typically used with propensity score methods and are prone to misspecification. We compare new and existing methods that improve the robustness of the GPS and propose methods that use the P-FUNCTION to estimate the dose response function. We illustrate our findings and proposals through simulation studies, including one based on an empirical application.

stat.ME↗

arXiv2012

A Bayesian Analysis of the Correlations Among Sunspot Cycles

Sunspot numbers form a comprehensive, long-duration proxy of solar activity and have been used numerous times to empirically investigate the properties of the solar cycle. A number of correlations have been discovered over the 24 cycles for which observational records are available. Here we carry out a sophisticated statistical analysis of the sunspot record that reaffirms these correlations, and sets up an empirical predictive framework for future cycles. An advantage of our approach is that it allows for rigorous assessment of both the statistical significance of various cycle features and the uncertainty associated with predictions. We summarize the data into three sequential relations that estimate the amplitude, duration, and time of rise to maximum for any cycle, given the values from the previous cycle. We find that there is no indication of a persistence in predictive power beyond one cycle, and conclude that the dynamo does not retain memory beyond one cycle. Based on sunspot records up to October 2011, we obtain, for Cycle 24, an estimated maximum smoothed monthly sunspot number of 97 +- 15, to occur in January--February 2014 +- 6 months.

astro-ph.SR↗

arXiv2011

Cross-Fertilizing Strategies for Better EM Mountain Climbing and DA Field Exploration: A Graphical Guide Book

In recent years, a variety of extensions and refinements have been developed for data augmentation based model fitting routines. These developments aim to extend the application, improve the speed and/or simplify the implementation of data augmentation methods, such as the deterministic EM algorithm for mode finding and stochastic Gibbs sampler and other auxiliary-variable based methods for posterior sampling. In this overview article we graphically illustrate and compare a number of these extensions, all of which aim to maintain the simplicity and computation stability of their predecessors. We particularly emphasize the usefulness of identifying similarities between the deterministic and stochastic counterparts as we seek more efficient computational strategies. We also demonstrate the applicability of data augmentation methods for handling complex models with highly hierarchical structure, using a high-energy high-resolution spectral imaging model for data from satellite telescopes, such as the Chandra X-ray Observatory.

stat.ME↗

arXiv2011

Accounting for Calibration Uncertainties in X-ray Analysis: Effective Areas in Spectral Fitting

While considerable advance has been made to account for statistical uncertainties in astronomical analyses, systematic instrumental uncertainties have been generally ignored. This can be crucial to a proper interpretation of analysis results because instrumental calibration uncertainty is a form of systematic uncertainty. Ignoring it can underestimate error bars and introduce bias into the fitted values of model parameters. Accounting for such uncertainties currently requires extensive case-specific simulations if using existing analysis packages. Here we present general statistical methods that incorporate calibration uncertainties into spectral analysis of high-energy data. We first present a method based on multiple imputation that can be applied with any fitting method, but is necessarily approximate. We then describe a more exact Bayesian approach that works in conjunction with a Markov chain Monte Carlo based fitting. We explore methods for improving computational efficiency, and in particular detail a method of summarizing calibration uncertainties with a principal component analysis of samples of plausible calibration files. This method is implemented using recently codified Chandra effective area uncertainties for low-resolution spectral analysis and is verified using both simulated and actual Chandra data. Our procedure for incorporating effective area uncertainty is easily generalized to other types of calibration uncertainties.

astro-ph.IM↗

arXiv2010

On Computing Upper Limits to Source Intensities

A common problem in astrophysics is determining how bright a source could be and still not be detected. Despite the simplicity with which the problem can be stated, the solution involves complex statistical issues that require careful analysis. In contrast to the confidence bound, this concept has never been formally analyzed, leading to a great variety of often ad hoc solutions. Here we formulate and describe the problem in a self-consistent manner. Detection significance is usually defined by the acceptable proportion of false positives (the TypeI error), and we invoke the complementary concept of false negatives (the TypeII error), based on the statistical power of a test, to compute an upper limit to the detectable source intensity. To determine the minimum intensity that a source must have for it to be detected, we first define a detection threshold, and then compute the probabilities of detecting sources of various intensities at the given threshold. The intensity that corresponds to the specified TypeII error probability defines that minimum intensity, and is identified as the upper limit. Thus, an upper limit is a characteristic of the detection procedure rather than the strength of any particular source and should not be confused with confidence intervals or other estimates of source intensity. This is particularly important given the large number of catalogs that are being generated from increasingly sensitive surveys. We discuss the differences between these upper limits and confidence bounds. Both measures are useful quantities that should be reported in order to extract the most science from catalogs, though they answer different statistical questions: an upper bound describes an inference range on the source intensity, while an upper limit calibrates the detection process. We provide a recipe for computing upper limits that applies to all detection algorithms.

astro-ph.IM↗

arXiv2009

Statistical analysis of stellar evolution

Color-Magnitude Diagrams (CMDs) are plots that compare the magnitudes (luminosities) of stars in different wavelengths of light (colors). High nonlinear correlations among the mass, color, and surface temperature of newly formed stars induce a long narrow curved point cloud in a CMD known as the main sequence. Aging stars form new CMD groups of red giants and white dwarfs. The physical processes that govern this evolution can be described with mathematical models and explored using complex computer models. These calculations are designed to predict the plotted magnitudes as a function of parameters of scientific interest, such as stellar age, mass, and metallicity. Here, we describe how we use the computer models as a component of a complex likelihood function in a Bayesian analysis that requires sophisticated computing, corrects for contamination of the data by field stars, accounts for complications caused by unresolved binary-star systems, and aims to compare competing physics-based computer models of stellar evolution.

stat.AP↗

arXiv2008

Searching for Narrow Emission Lines in X-ray Spectra: Computation and Methods

The detection and quantification of narrow emission lines in X-ray spectra is a challenging statistical task. The Poisson nature of the photon counts leads to local random fluctuations in the observed spectrum that often results in excess emission in a narrow band of energy resembling a weak narrow line. From a formal statistical perspective, this leads to a (sometimes highly) multimodal likelihood. Many standard statistical procedures are based on (asymptotic) Gaussian approximations to the likelihood and simply cannot be used in such settings. Bayesian methods offer a more direct paradigm for accounting for such complicated likelihood functions but even here multimodal likelihoods pose significant computational challenges. The new Markov chain Monte Carlo (MCMC) methods developed in 2008 by van Dyk and Park, however, are able to fully explore the complex posterior distribution of the location of a narrow line, and thus provide valid statistical inference. Even with these computational tools, standard statistical quantities such as means and standard deviations cannot adequately summarize inference and standard testing procedures cannot be used to test for emission lines. In this paper, we use new efficient MCMC algorithms to fit the location of narrow emission lines, we develop new statistical strategies for summarizing highly multimodal distributions and quantifying valid statistical inference, and we extend the method of posterior predictive p-values proposed by Protassov et al. (2002) to test for the presence of narrow emission lines in X-ray spectra. We illustrate and validate our methods using simulation studies and apply them to the Chandra observations of the high redshift quasar PG1634+706.

astro-ph↗

arXiv2006

Bayesian Estimation of Hardness Ratios: Modeling and Computations

A commonly used measure to summarize the nature of a photon spectrum is the so-called Hardness Ratio, which compares the number of counts observed in different passbands. The hardness ratio is especially useful to distinguish between and categorize weak sources as a proxy for detailed spectral fitting. However, in this regime classical methods of error propagation fail, and the estimates of spectral hardness become unreliable. Here we develop a rigorous statistical treatment of hardness ratios that properly deals with detected photons as independent Poisson random variables and correctly deals with the non-Gaussian nature of the error propagation. The method is Bayesian in nature, and thus can be generalized to carry out a multitude of source-population--based analyses. We verify our method with simulation studies, and compare it with the classical method. We apply this method to real world examples, such as the identification of candidate quiescent Low-mass X-ray binaries in globular clusters, and tracking the time evolution of a flare on a low-mass star.

astro-ph↗

arXiv2002

Statistics: Handle with Care, Detecting Multiple Model Components with the Likelihood Ratio Test

The likelihood ratio test (LRT) and the related $F$ test, do not (even asymptotically) adhere to their nominal $χ^2$ and $F$ distributions in many statistical tests common in astrophysics, thereby casting many marginal line or source detections and non-detections into doubt. Although there are many legitimate uses of these statistics, in some important cases it can be impossible to compute the correct false positive rate. For example, it has become common practice to use the LRT or the $F$ test for detecting a line in a spectral model or a source above background despite the lack of certain required regularity conditions. In these and other settings that involve testing a hypothesis that is on the boundary of the parameter space, {\it contrary to common practice, the nominal $χ^2$ distribution for the LRT or the $F$ distribution for the $F$ test should not be used}. In this paper, we characterize an important class of problems where the LRT and the $F$ test fail and illustrate this non-standard behavior. We briefly sketch several possible acceptable alternatives, focusing on Bayesian posterior predictive probability-values. We present this method in some detail, as it is a simple, robust, and intuitive approach. This alternative method is illustrated using the gamma-ray burst of May 8, 1997 (GRB 970508) to investigate the presence of an Fe K emission line during the initial phase of the observation.

astro-ph↗

arXiv2000

Analysis of Energy Spectra with Low Photon Counts via Bayesian Posterior Simulation

Over the past 10 years Bayesian methods have rapidly grown more popular as several computationally intensive statistical algorithms have become feasible with increased computer power. In this paper, we begin with a general description of the Bayesian paradigm for statistical inference and the various state-of-the-art model fitting techniques that we employ (e.g., Gibbs sampler and Metropolis- Hastings). These algorithms are very flexible and can be used to fit models that account for the highly hierarchical structure inherent in the collection of high-quality spectra and thus can keep pace with the accelerating progress of new space telescope designs. The methods we develop, which will soon be available in the CIAO software package, explicitly model photon arrivals as a Poisson process and, thus, have no difficulty with high resolution low count X-ray and gamma-ray data. We expect these methods to be useful not only for the recently launched Chandra X-ray observatory and XMM but also new generation telescopes such as Constellation X, GLAST, etc. In the context of two examples (Quasar S5 0014+813 and Hybrid-Chromosphere Supergiant Star alpha TrA) we illustrate a new highly structured model and how Bayesian posterior sampling can be used to compute estimates, error bars, and credible intervals for the various model parameters.

astro-ph↗