High-Dimensional Density Ratio Estimation with Extensions to Approximate Likelihood Computation

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most of these methods fail if the sample space is high-dimensional, and hence require a dimension reduction step, the result of which can be a significant loss of information. Here we propose a simple-to-implement, fully nonparametric density ratio estimator that expands the ratio in terms of the eigenfunctions of a kernel-based operator; these functions reflect the underlying geometry of the data (e.g., submanifold structure), often leading to better estimates without an explicit dimension reduction step. We show how our general framework can be extended to address another important problem, the estimation of a likelihood function in situations where that function cannot be well-approximated by an analytical form. One is often faced with this situation when performing statistical inference with data from the sciences, due the complexity of the data and of the processes that generated those data. We emphasize applications where using existing likelihood-free methods of inference would be challenging due to the high dimensionality of the sample space, but where our spectral series method yields a reasonable estimate of the likelihood function. We provide theoretical guarantees and illustrate the effectiveness of our proposed method with numerical experiments.Comment: With supplementary materia

Prototype selection for parameter estimation in complex models

Parameter estimation in astrophysics often requires the use of complex physical models. In this paper we study the problem of estimating the parameters that describe star formation history (SFH) in galaxies. Here, high-dimensional spectral data from galaxies are appropriately modeled as linear combinations of physical components, called simple stellar populations (SSPs), plus some nonlinear distortions. Theoretical data for each SSP is produced for a fixed parameter vector via computer modeling. Though the parameters that define each SSP are continuous, optimizing the signal model over a large set of SSPs on a fine parameter grid is computationally infeasible and inefficient. The goal of this study is to estimate the set of parameters that describes the SFH of each galaxy. These target parameters, such as the average ages and chemical compositions of the galaxy's stellar populations, are derived from the SSP parameters and the component weights in the signal model. Here, we introduce a principled approach of choosing a small basis of SSP prototypes for SFH parameter estimation. The basic idea is to quantize the vector space and effective support of the model components. In addition to greater computational efficiency, we achieve better estimates of the SFH target parameters. In simulations, our proposed quantization method obtains a substantial improvement in estimating the target parameters over the common method of employing a parameter grid. Sparse coding techniques are not appropriate for this problem without proper constraints, while constrained sparse coding methods perform poorly for parameter estimation because their objective is signal reconstruction, not estimation of the target parameters.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS500 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

A Statistical Method for Estimating Luminosity Functions using Truncated Data

The observational limitations of astronomical surveys lead to significant statistical inference challenges. One such challenge is the estimation of luminosity functions given redshift $z$ and absolute magnitude $M$ measurements from an irregularly truncated sample of objects. This is a bivariate density estimation problem; we develop here a statistically rigorous method which (1) does not assume a strict parametric form for the bivariate density; (2) does not assume independence between redshift and absolute magnitude (and hence allows evolution of the luminosity function with redshift); (3) does not require dividing the data into arbitrary bins; and (4) naturally incorporates a varying selection function. We accomplish this by decomposing the bivariate density into nonparametric and parametric portions. There is a simple way of estimating the integrated mean squared error of the estimator; smoothing parameters are selected to minimize this quantity. Results are presented from the analysis of a sample of quasars.Comment: 30 pages, 9 figures, Accepted for publication in Ap

How to Optimally Constrain Galaxy Assembly Bias: Supplement Projected Correlation Functions with Count-in-cells Statistics

Most models for the connection between galaxies and their haloes ignore the possibility that galaxy properties may be correlated with halo properties other than mass, a phenomenon known as galaxy assembly bias. Yet, it is known that such correlations can lead to systematic errors in the interpretation of survey data. At present, the degree to which galaxy assembly bias may be present in the real Universe, and the best strategies for constraining it remain uncertain. We study the ability of several observables to constrain galaxy assembly bias from redshift survey data using the decorated halo occupation distribution (dHOD), an empirical model of the galaxy--halo connection that incorporates assembly bias. We cover an expansive set of observables, including the projected two-point correlation function $w_{\mathrm{p}}(r_{\mathrm{p}})$, the galaxy--galaxy lensing signal $\Delta \Sigma(r_{\mathrm{p}})$, the void probability function $\mathrm{VPF}(r)$, the distributions of counts-in-cylinders $P(N_{\mathrm{CIC}})$, and counts-in-annuli $P(N_{\mathrm{CIA}})$, and the distribution of the ratio of counts in cylinders of different sizes $P(N_2/N_5)$. We find that despite the frequent use of the combination $w_{\mathrm{p}}(r_{\mathrm{p}})+\Delta \Sigma(r_{\mathrm{p}})$ in interpreting galaxy data, the count statistics, $P(N_{\mathrm{CIC}})$ and $P(N_{\mathrm{CIA}})$, are generally more efficient in constraining galaxy assembly bias when combined with $w_{\mathrm{p}}(r_{\mathrm{p}})$. Constraints based upon $w_{\mathrm{p}}(r_{\mathrm{p}})$ and $\Delta \Sigma(r_{\mathrm{p}})$ share common degeneracy directions in the parameter space, while combinations of $w_{\mathrm{p}}(r_{\mathrm{p}})$ with the count statistics are more complementary. Therefore, we strongly suggest that count statistics should be used to complement the canonical observables in future studies of the galaxy--halo connection.Comment: Figures 3 and 4 show the main results. Published in Monthly Notices of the Royal Astronomical Societ

Semi-supervised Learning for Photometric Supernova Classification

We present a semi-supervised method for photometric supernova typing. Our approach is to first use the nonlinear dimension reduction technique diffusion map to detect structure in a database of supernova light curves and subsequently employ random forest classification on a spectroscopically confirmed training set to learn a model that can predict the type of each newly observed supernova. We demonstrate that this is an effective method for supernova typing. As supernova numbers increase, our semi-supervised method efficiently utilizes this information to improve classification, a property not enjoyed by template based methods. Applied to supernova data simulated by Kessler et al. (2010b) to mimic those of the Dark Energy Survey, our methods achieve (cross-validated) 95% Type Ia purity and 87% Type Ia efficiency on the spectroscopic sample, but only 50% Type Ia purity and 50% efficiency on the photometric sample due to their spectroscopic follow-up strategy. To improve the performance on the photometric sample, we search for better spectroscopic follow-up procedures by studying the sensitivity of our machine learned supernova classification on the specific strategy used to obtain training sets. With a fixed amount of spectroscopic follow-up time, we find that deeper magnitude-limited spectroscopic surveys are better for producing training sets. For supernova Ia (II-P) typing, we obtain a 44% (1%) increase in purity to 72% (87%) and 30% (162%) increase in efficiency to 65% (84%) of the sample using a 25th (24.5th) magnitude-limited survey instead of the shallower spectroscopic sample used in the original simulations. When redshift information is available, we incorporate it into our analysis using a novel method of altering the diffusion map representation of the supernovae. Incorporating host redshifts leads to a 5% improvement in Type Ia purity and 13% improvement in Type Ia efficiency.Comment: 16 pages, 11 figures, accepted for publication in MNRA

Accurate parameter estimation for star formation history in galaxies using SDSS spectra

To further our knowledge of the complex physical process of galaxy formation, it is essential that we characterize the formation and evolution of large databases of galaxies. The spectral synthesis STARLIGHT code of Cid Fernandes et al. (2004) was designed for this purpose. Results of STARLIGHT are highly dependent on the choice of input basis of simple stellar population (SSP) spectra. Speed of the code, which uses random walks through the parameter space, scales as the square of the number of basis spectra, making it computationally necessary to choose a small number of SSPs that are coarsely sampled in age and metallicity. In this paper, we develop methods based on diffusion map (Lafon & Lee, 2006) that, for the first time, choose appropriate bases of prototype SSP spectra from a large set of SSP spectra designed to approximate the continuous grid of age and metallicity of SSPs of which galaxies are truly composed. We show that our techniques achieve better accuracy of physical parameter estimation for simulated galaxies. Specifically, we show that our methods significantly decrease the age-metallicity degeneracy that is common in galaxy population synthesis methods. We analyze a sample of 3046 galaxies in SDSS DR6 and compare the parameter estimates obtained from different basis choices.Comment: Resubmitted to MNRAS; 16 pages, 15 figure

Patterns and rates of exonic de novo mutations in autism spectrum disorders

Autism spectrum disorders (ASD) are believed to have genetic and environmental origins, yet in only a modest fraction of individuals can specific causes be identified1,2. To identify further genetic risk factors, we assess the role of de novo mutations in ASD by sequencing the exomes of ASD cases and their parents (n= 175 trios). Fewer than half of the cases (46.3%) carry a missense or nonsense de novo variant and the overall rate of mutation is only modestly higher than the expected rate. In contrast, there is significantly enriched connectivity among the proteins encoded by genes harboring de novo missense or nonsense mutations, and excess connectivity to prior ASD genes of major effect, suggesting a subset of observed events are relevant to ASD risk. The small increase in rate of de novo events, when taken together with the connections among the proteins themselves and to ASD, are consistent with an important but limited role for de novo point mutations, similar to that documented for de novo copy number variants. Genetic models incorporating these data suggest that the majority of observed de novo events are unconnected to ASD, those that do confer risk are distributed across many genes and are incompletely penetrant (i.e., not necessarily causal). Our results support polygenic models in which spontaneous coding mutations in any of a large number of genes increases risk by 5 to 20-fold. Despite the challenge posed by such models, results from de novo events and a large parallel case-control study provide strong evidence in favor of CHD8 and KATNAL2 as genuine autism risk factors