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Rafael Orellana

Publications and source records attributed to Rafael Orellana.

2 recordsLinked to original sources

A method to deconvolve stellar rotational velocities III. The probability distribution function via Maximum Likelihood utilizing Finite Distribution Mixtures

The study of accurate methods to estimate the distribution of stellar rotational velocities is important for understanding many aspects of stellar evolution. From such observations we obtain the projected rotational speed v sin(i) in order to recover the true distribution of the rotational velocity. To that end, we need to solve a difficult inverse problem that can be posed as a Fredholm integral of the first kind. n this work we have used a novel approach based on Maximum likelihood (ML) estimation to obtain an approximation of the true rotational velocity probability density function expressed as a sum of known distribution families. In our proposal, the measurements have been treated as random variables drawn from the projected rotational velocity probability density function. We analyzed the case of Maxwellian sum approximation, where we estimated the parameters that define the sum of distributions. The performance of the proposed method is analyzed using Monte Carlo simulations considering two theoretical cases for the probability density function of the true rotational stellar velocities: i) an unimodal Maxwellian probability density distribution and ii) a bimodal Maxwellian probability density distribution. The results show that the proposed method yielded more accurate estimates in comparison with the Tikhonov regularization method, especially for small sample length N=50. Our proposal was evaluated using real data from three sets of measurements, and our findings were validated using three statistical tests. The ML approach with Maxwellian sum approximation is a accurate method to deconvolve the rotational velocity probability density function, even when the sample length is small (N= 50)

astro-ph.SR

A systematic optimization approach for a class of statistical inference problems utilizing data augmentation

We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is motivated by the MM algorithm, combined with the systematic and iterative structure of the Expectation-Maximization algorithm. The resulting algorithm can deal with hidden variables in Maximum Likelihood and Maximum a Posteriori estimation problems, Instrumental Variables, Regularized Optimization and Constrained Optimization problems. The advantage of the proposed algorithm is to provide a systematic procedure to build surrogate functions for a class of problems where hidden variables are usually involved. Numerical examples show the benefits of the proposed approach.

math.OC