2,072 research outputs found

    Nonparametric inference for competing risks current status data with continuous, discrete or grouped observation times

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    New methods and theory have recently been developed to nonparametrically estimate cumulative incidence functions for competing risks survival data subject to current status censoring. In particular, the limiting distribution of the nonparametric maximum likelihood estimator and a simplified "naive estimator" have been established under certain smoothness conditions. In this paper, we establish the large-sample behavior of these estimators in two additional models, namely when the observation time distribution has discrete support and when the observation times are grouped. These asymptotic results are applied to the construction of confidence intervals in the three different models. The methods are illustrated on two data sets regarding the cumulative incidence of (i) different types of menopause from a cross-sectional sample of women in the United States and (ii) subtype-specific HIV infection from a sero-prevalence study in injecting drug users in Thailand.Comment: 16 pages, 3 figure

    Application of Monte Carlo Algorithms to the Bayesian Analysis of the Cosmic Microwave Background

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    Power spectrum estimation and evaluation of associated errors in the presence of incomplete sky coverage; non-homogeneous, correlated instrumental noise; and foreground emission is a problem of central importance for the extraction of cosmological information from the cosmic microwave background. We develop a Monte Carlo approach for the maximum likelihood estimation of the power spectrum. The method is based on an identity for the Bayesian posterior as a marginalization over unknowns. Maximization of the posterior involves the computation of expectation values as a sample average from maps of the cosmic microwave background and foregrounds given some current estimate of the power spectrum or cosmological model, and some assumed statistical characterization of the foregrounds. Maps of the CMB are sampled by a linear transform of a Gaussian white noise process, implemented numerically with conjugate gradient descent. For time series data with N_{t} samples, and N pixels on the sphere, the method has a computational expense $KO[N^{2} +- N_{t} +AFw-log N_{t}], where K is a prefactor determined by the convergence rate of conjugate gradient descent. Preconditioners for conjugate gradient descent are given for scans close to great circle paths, and the method allows partial sky coverage for these cases by numerically marginalizing over the unobserved, or removed, region.Comment: submitted to Ap

    A Markov Chain Monte Carlo Algorithm for analysis of low signal-to-noise CMB data

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    We present a new Monte Carlo Markov Chain algorithm for CMB analysis in the low signal-to-noise regime. This method builds on and complements the previously described CMB Gibbs sampler, and effectively solves the low signal-to-noise inefficiency problem of the direct Gibbs sampler. The new algorithm is a simple Metropolis-Hastings sampler with a general proposal rule for the power spectrum, C_l, followed by a particular deterministic rescaling operation of the sky signal. The acceptance probability for this joint move depends on the sky map only through the difference of chi-squared between the original and proposed sky sample, which is close to unity in the low signal-to-noise regime. The algorithm is completed by alternating this move with a standard Gibbs move. Together, these two proposals constitute a computationally efficient algorithm for mapping out the full joint CMB posterior, both in the high and low signal-to-noise regimes.Comment: Submitted to Ap

    CMB likelihood approximation by a Gaussianized Blackwell-Rao estimator

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    We introduce a new CMB temperature likelihood approximation called the Gaussianized Blackwell-Rao (GBR) estimator. This estimator is derived by transforming the observed marginal power spectrum distributions obtained by the CMB Gibbs sampler into standard univariate Gaussians, and then approximate their joint transformed distribution by a multivariate Gaussian. The method is exact for full-sky coverage and uniform noise, and an excellent approximation for sky cuts and scanning patterns relevant for modern satellite experiments such as WMAP and Planck. A single evaluation of this estimator between l=2 and 200 takes ~0.2 CPU milliseconds, while for comparison, a single pixel space likelihood evaluation between l=2 and 30 for a map with ~2500 pixels requires ~20 seconds. We apply this tool to the 5-year WMAP temperature data, and re-estimate the angular temperature power spectrum, CℓC_{\ell}, and likelihood, L(C_l), for l<=200, and derive new cosmological parameters for the standard six-parameter LambdaCDM model. Our spectrum is in excellent agreement with the official WMAP spectrum, but we find slight differences in the derived cosmological parameters. Most importantly, the spectral index of scalar perturbations is n_s=0.973 +/- 0.014, 1.9 sigma away from unity and 0.6 sigma higher than the official WMAP result, n_s = 0.965 +/- 0.014. This suggests that an exact likelihood treatment is required to higher l's than previously believed, reinforcing and extending our conclusions from the 3-year WMAP analysis. In that case, we found that the sub-optimal likelihood approximation adopted between l=12 and 30 by the WMAP team biased n_s low by 0.4 sigma, while here we find that the same approximation between l=30 and 200 introduces a bias of 0.6 sigma in n_s.Comment: 10 pages, 7 figures, submitted to Ap

    The joint large-scale foreground-CMB posteriors of the 3-year WMAP data

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    Using a Gibbs sampling algorithm for joint CMB estimation and component separation, we compute the large-scale CMB and foreground posteriors of the 3-yr WMAP temperature data. Our parametric data model includes the cosmological CMB signal and instrumental noise, a single power law foreground component with free amplitude and spectral index for each pixel, a thermal dust template with a single free overall amplitude, and free monopoles and dipoles at each frequency. This simple model yields a surprisingly good fit to the data over the full frequency range from 23 to 94 GHz. We obtain a new estimate of the CMB sky signal and power spectrum, and a new foreground model, including a measurement of the effective spectral index over the high-latitude sky. A particularly significant result is the detection of a common spurious offset in all frequency bands of ~ -13muK, as well as a dipole in the V-band data. Correcting for these is essential when determining the effective spectral index of the foregrounds. We find that our new foreground model is in good agreement with template-based model presented by the WMAP team, but not with their MEM reconstruction. We believe the latter may be at least partially compromised by the residual offsets and dipoles in the data. Fortunately, the CMB power spectrum is not significantly affected by these issues, as our new spectrum is in excellent agreement with that published by the WMAP team. The corresponding cosmological parameters are also virtually unchanged.Comment: 5 pages, 4 figures, submitted to ApJL. Background data are available at http://www.astro.uio.no/~hke under the Research ta

    Bayesian analysis of the low-resolution polarized 3-year WMAP sky maps

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    We apply a previously developed Gibbs sampling framework to the foreground corrected 3-yr WMAP polarization data and compute the power spectrum and residual foreground template amplitude posterior distributions. We first analyze the co-added Q- and V-band data, and compare our results to the likelihood code published by the WMAP team. We find good agreement, and thus verify the numerics and data processing steps of both approaches. However, we also analyze the Q- and V-bands separately, allowing for non-zero EB cross-correlations and including two individual foreground template amplitudes tracing synchrotron and dust emission. In these analyses, we find tentative evidence of systematics: The foreground tracers correlate with each of the Q- and V-band sky maps individually, although not with the co-added QV map; there is a noticeable negative EB cross-correlation at l <~ 16 in the V-band map; and finally, when relaxing the constraints on EB and BB, noticeable differences are observed between the marginalized band powers in the Q- and V-bands. Further studies of these features are imperative, given the importance of the low-l EE spectrum on the optical depth of reionization tau and the spectral index of scalar perturbations n_s.Comment: 5 pages, 4 figures, submitted to ApJ

    Joint Bayesian component separation and CMB power spectrum estimation

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    We describe and implement an exact, flexible, and computationally efficient algorithm for joint component separation and CMB power spectrum estimation, building on a Gibbs sampling framework. Two essential new features are 1) conditional sampling of foreground spectral parameters, and 2) joint sampling of all amplitude-type degrees of freedom (e.g., CMB, foreground pixel amplitudes, and global template amplitudes) given spectral parameters. Given a parametric model of the foreground signals, we estimate efficiently and accurately the exact joint foreground-CMB posterior distribution, and therefore all marginal distributions such as the CMB power spectrum or foreground spectral index posteriors. The main limitation of the current implementation is the requirement of identical beam responses at all frequencies, which restricts the analysis to the lowest resolution of a given experiment. We outline a future generalization to multi-resolution observations. To verify the method, we analyse simple models and compare the results to analytical predictions. We then analyze a realistic simulation with properties similar to the 3-yr WMAP data, downgraded to a common resolution of 3 degree FWHM. The results from the actual 3-yr WMAP temperature analysis are presented in a companion Letter.Comment: 23 pages, 16 figures; version accepted for publication in ApJ -- only minor changes, all clarifications. More information about the WMAP3 analysis available at http://www.astro.uio.no/~hke under the Research ta

    Optimized Large-Scale CMB Likelihood And Quadratic Maximum Likelihood Power Spectrum Estimation

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    We revisit the problem of exact CMB likelihood and power spectrum estimation with the goal of minimizing computational cost through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al.\ (1997), and here we develop it into a fully working computational framework for large-scale polarization analysis, adopting \WMAP\ as a worked example. We compare five different linear bases (pixel space, harmonic space, noise covariance eigenvectors, signal-to-noise covariance eigenvectors and signal-plus-noise covariance eigenvectors) in terms of compression efficiency, and find that the computationally most efficient basis is the signal-to-noise eigenvector basis, which is closely related to the Karhunen-Loeve and Principal Component transforms, in agreement with previous suggestions. For this basis, the information in 6836 unmasked \WMAP\ sky map pixels can be compressed into a smaller set of 3102 modes, with a maximum error increase of any single multipole of 3.8\% at ℓ≤32\ell\le32, and a maximum shift in the mean values of a joint distribution of an amplitude--tilt model of 0.006σ\sigma. This compression reduces the computational cost of a single likelihood evaluation by a factor of 5, from 38 to 7.5 CPU seconds, and it also results in a more robust likelihood by implicitly regularizing nearly degenerate modes. Finally, we use the same compression framework to formulate a numerically stable and computationally efficient variation of the Quadratic Maximum Likelihood implementation that requires less than 3 GB of memory and 2 CPU minutes per iteration for ℓ≤32\ell \le 32, rendering low-ℓ\ell QML CMB power spectrum analysis fully tractable on a standard laptop.Comment: 13 pages, 13 figures, accepted by ApJ
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