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Statistics in Astronomy
Peter Coles
STFC Summer School, Cardiff
27th
August 2015
Statistics in Astronomy
Statistics in Astronomy
Lecture 1
Probability
“The Essence of
Cosmology is Statistics”
George McVittie
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
August 29, 2015
Statistics in Astronomy
Precision Cosmology
“…as we know, there are known knowns;
there are things we know we know. We also
know there are known unknowns; that is to
say we know there are some things we do not
know. But there are also unknown unknowns
-- the ones we don't know we don't know.”
SAY “PRECISION
COSMOLOGY”
ONE MORE TIME…
“The Essence of
Cosmology is Statistics”
George McVittie
Direct versus Inverse
Reasoning
Theory
(Ω, H0…)
Observations
Fine Tuning
• In the standard model of cosmology the
free parameters are fixed by observations
• But are these values surprising?
• Even microscopic physics seems to have
“unnecessary” features that allow
complexity to arise
• Are these coincidences? Are they
significant?
• These are matters of probability…
What is a Probability?
• It’s a number between 0 (impossible) and 1
(certain)
• Probabilities can be manipulated using simple
rules (“sum” for OR and “product” for “AND”).
• But what do they mean?
• Standard interpretation is frequentist (proportions
in an ensemble)
Bayesian Probability
• Probability is a measure of the “strength of
belief” that it is reasonable to hold.
• It is the unique way to generalize
deductive logic (Boolean Algebra)
• Represents insufficiency of knowledge to
make a statement with certainty
• All probabilities are conditional on stated
assumptions or known facts, e.g. P(A|B)
• Often called “subjective”, but at least the
subjectivity is on the table!
Balls
• Two urns A and B.
• A has 999 white balls and 1 black one; B
has 1 white balls and 999 black ones.
• P(white| urn A) = .999, etc.
• Now shuffle the two urns, and pull out a
ball from one of them. Suppose it is white.
What is the probability it came from urn
A?
• P(Urn A| white) requires “inverse”
reasoning: Bayes’ Theorem
Urn A Urn B
999 white
1 black
999 black
1 white
P(white ball | urn is A)=0.999, etc
Bayes’ Theorem: Inverse
reasoning
• Rev. Thomas Bayes
(1702-1761)
• Never published
any mathematical
papers during his
lifetime
• The general form
of Bayes’ theorem
was actually given
later (by Laplace).
Bayes’ Theorem
• In the toy example, X is “the urn is A” and Y is
“the ball is white”.
• Everything is calculable, and the required
posterior probability is 0.999
I)|P(Y
I)X,|I)P(Y|P(X
=I)Y,|P(X
Probable Theories
I)|P(D
I)H,|I)P(D|P(H
=I)D,|P(H
• Bayes’ Theorem allows us to assign probabilities
to hypotheses (H) based on (assumed)
knowledge (I), which can be updated when data
(D) become available
• P(D|H,I) – likelihood
• P(H|I) – prior probability
• P(H|D,I) – posterior probability
• The best theory is the most probable!
Why does this help?
• Rigorous Form of Ockham’s Razor: the hypothesis
with fewest free parameters becomes most
probable.
• Can be applied to one-off events (e.g. Big Bang)
• It’s mathematically consistent!
• It can even make sense of the Anthropic
Principle…
Null Hypotheses
• The frequentist approach to statistical
hypothesis testing involves the idea of a
null hypothesis H0,which is the model
you are prepared to accept unless there
is evidence to the contrary.
• Under the null hypothesis one then
constructs the sampling distribution of
some statistic Q, called f(Q).
• If the measured value of Q is unlikely
on the basis of H0 then the null
hypothesis is rejected.
Type I and Type II Errors
• There are two ways of making an error in this
kind of test.
• Type I is to reject the null when it is actually
true. The probability of this happening is called
the significance level (or p-value or “size”),
usually called α. It is usually chosen to be 5%
or 1%.
• The other possibility is to fail to reject the null
when it is wrong. If the probability of this
happening is β then (1-β) is called the power.
Bayesian Hypothesis Testing
Two of the advantages of this is that it
doesn’t put one hypothesis in a special
position (the null), and it doesn’t
separate estimation and testing.
Suppose Dr A has a theory that makes a
direct prediction while Professor B has
one that has a free parameter, say λ.
Suppose the likelihoods for a given set of
data are P(D|A) and P(D|B,λ)
Occam’s Razor
∫
∫
∫
×=
=
λ)B,|(DB)|(λdλ
A)|(D
(B)
(A)
λ)B,|(Dλ)(B,dλ
A)|(D(A)
D)|λ(B,dλ
D)|(A
=
D)|(B
D)|(A
PrPr
Pr
Pr
Pr
PrPr
PrPr
Pr
Pr
Pr
Pr
Occam
factor
Bayesian estimation
∫
−
aI)d,aa|xI)p(x|ap(a=K
I),aa|xI)p(x|aKp(a=I),xx|ap(a
m
mnm
mnmnm
.......
............
111
1
11111
This involves finding the posterior
distribution of the parameters given the
data and any prior information.
Evidence!
Is there anything wrong with
Frequentism?
• The laws for manipulating probabilities are
no different
• What is different is the interpretation.
• OK to imagine an ensemble, but there is
no need to assert that it is real! (mind
projection fallacy)
• The idea of a prior is worrying for many,
but is the only way to make this reasoning
consistent
Prior and Prejudice
• Priors are essential.
• You usually know more than you
think..
• Flat priors usually don’t make much
sense.
• Maximum entropy, etc, give useful
insights within a well-defined theory:
“objective Bayesian”
• “Theory” priors are hard to assign,
especially when there isn’t a theory…
Why is the Universe
(nearly) flat?
• Assume the
Universe is one of
the Friedman
family
• Q: What should we
expect, given only
this assumption?
• Ω=1 is a fixed
point (so is Ω=0)..
• The Universe is
walking a
tightrope..
˙a
2
=
8πGρ
3
a
2
−kc
2
The Friedman Models
The simplest relativistic cosmological models are
remarkably similar (although the more general
ones have additional options…)
¨a=−
4πGρ
3
a
Solutions of these are complicated, except when
k=0 (flat Universe). This special case is called
the Einstein de Sitter universe.
Notice that
ρ ∝
1
a3
For non-relativistic
particles (“dust”)
Curvature
Cosmology by Numbers
c
2
2
ρ=ρ
H==
a
a
a=a=k
kca=a
≡⇒






⇒⇒
−
8ππ
3H
3
8ππG
3
8ππG
0
3
8ππG
2
2
22
22



The “Critical Density”
This applies at any time, but we usually take
the “present” time. In general,
02
0
0
3H
8ππG
Ω=,ρ=ρ,H=H,t=t 000 ⇒
Statistics in Astronomy
The Cosmic Tightrope
• We know the Universe doesn’t have either
a very large  or a very small one, or we
wouldn’t be around.
• We exist and this fact is an observation
about the Universe
• The most probable value of  is therefore
very close to unity
• Still leaves the mystery of what trained
the Universe to walk the tightrope
(inflation?)
Theories
Observations
FrequentistBayesian
“The Essence of
Cosmology is Statistics”
George McVittie
“CONCORDANCE”
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Cosmology is an exercise in data compression
Cosmology is a massive
exercise in data
compression...
….but it is worth looking at
the information that has
been thrown away to check
that it makes sense!
August 29, 2015
How Weird is the Universe?
• The (zero-th order) starting point is
FLRW.
• The concordance cosmology is a “first-
order” perturbation to this
• In it (and other “first-order” models),
the initial fluctuations were a
statistically homogeneous and isotropic
Gaussian Random Field (GRF)
• These are the “maximum entropy”
initial conditions having “random
phases” motivated by inflation.
• Anything else would be weird….
Statistics in Astronomy
A)!|P(MM)|P(A ≠
Beware the Prosecutor’s
Fallacy!
Is there an Elephant in the
Room?
Types of CMB Anomalies
• Type I – obvious problems with data
(e.g. foregrounds)
• Type II – anisotropies (North-South,
Axis of Evil..)
• Type III – localized features, e.g. “The
Cold Spot”
• Type IV – Something else (even/odd
multipoles, magnetic fields, ?)
Statistics in Astronomy
“If tortured sufficiently, data
will confess to almost
anything”
Fred Menger
Statistics in Astronomy
Statistics in Astronomy
Weirdness in Phases
ΔT (θ,φ )
T
=∑∑ al,m Ylm(θ,φ)
| | [ ]ml,ml,ml, ia=a φexp
For a homogeneous and isotropic Gaussian
random field (on the sphere) the phases are
independent and uniformly distributed. Non-
random phases therefore indicate weirdness..
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Statistics in Astronomy
Final Points

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Statistics in Astronomy

  • 1. Statistics in Astronomy Peter Coles STFC Summer School, Cardiff 27th August 2015
  • 5. “The Essence of Cosmology is Statistics” George McVittie
  • 21. Precision Cosmology “…as we know, there are known knowns; there are things we know we know. We also know there are known unknowns; that is to say we know there are some things we do not know. But there are also unknown unknowns -- the ones we don't know we don't know.”
  • 23. “The Essence of Cosmology is Statistics” George McVittie
  • 25. Fine Tuning • In the standard model of cosmology the free parameters are fixed by observations • But are these values surprising? • Even microscopic physics seems to have “unnecessary” features that allow complexity to arise • Are these coincidences? Are they significant? • These are matters of probability…
  • 26. What is a Probability? • It’s a number between 0 (impossible) and 1 (certain) • Probabilities can be manipulated using simple rules (“sum” for OR and “product” for “AND”). • But what do they mean? • Standard interpretation is frequentist (proportions in an ensemble)
  • 27. Bayesian Probability • Probability is a measure of the “strength of belief” that it is reasonable to hold. • It is the unique way to generalize deductive logic (Boolean Algebra) • Represents insufficiency of knowledge to make a statement with certainty • All probabilities are conditional on stated assumptions or known facts, e.g. P(A|B) • Often called “subjective”, but at least the subjectivity is on the table!
  • 28. Balls • Two urns A and B. • A has 999 white balls and 1 black one; B has 1 white balls and 999 black ones. • P(white| urn A) = .999, etc. • Now shuffle the two urns, and pull out a ball from one of them. Suppose it is white. What is the probability it came from urn A? • P(Urn A| white) requires “inverse” reasoning: Bayes’ Theorem
  • 29. Urn A Urn B 999 white 1 black 999 black 1 white P(white ball | urn is A)=0.999, etc
  • 30. Bayes’ Theorem: Inverse reasoning • Rev. Thomas Bayes (1702-1761) • Never published any mathematical papers during his lifetime • The general form of Bayes’ theorem was actually given later (by Laplace).
  • 31. Bayes’ Theorem • In the toy example, X is “the urn is A” and Y is “the ball is white”. • Everything is calculable, and the required posterior probability is 0.999 I)|P(Y I)X,|I)P(Y|P(X =I)Y,|P(X
  • 32. Probable Theories I)|P(D I)H,|I)P(D|P(H =I)D,|P(H • Bayes’ Theorem allows us to assign probabilities to hypotheses (H) based on (assumed) knowledge (I), which can be updated when data (D) become available • P(D|H,I) – likelihood • P(H|I) – prior probability • P(H|D,I) – posterior probability • The best theory is the most probable!
  • 33. Why does this help? • Rigorous Form of Ockham’s Razor: the hypothesis with fewest free parameters becomes most probable. • Can be applied to one-off events (e.g. Big Bang) • It’s mathematically consistent! • It can even make sense of the Anthropic Principle…
  • 34. Null Hypotheses • The frequentist approach to statistical hypothesis testing involves the idea of a null hypothesis H0,which is the model you are prepared to accept unless there is evidence to the contrary. • Under the null hypothesis one then constructs the sampling distribution of some statistic Q, called f(Q). • If the measured value of Q is unlikely on the basis of H0 then the null hypothesis is rejected.
  • 35. Type I and Type II Errors • There are two ways of making an error in this kind of test. • Type I is to reject the null when it is actually true. The probability of this happening is called the significance level (or p-value or “size”), usually called α. It is usually chosen to be 5% or 1%. • The other possibility is to fail to reject the null when it is wrong. If the probability of this happening is β then (1-β) is called the power.
  • 36. Bayesian Hypothesis Testing Two of the advantages of this is that it doesn’t put one hypothesis in a special position (the null), and it doesn’t separate estimation and testing. Suppose Dr A has a theory that makes a direct prediction while Professor B has one that has a free parameter, say λ. Suppose the likelihoods for a given set of data are P(D|A) and P(D|B,λ)
  • 38. Bayesian estimation ∫ − aI)d,aa|xI)p(x|ap(a=K I),aa|xI)p(x|aKp(a=I),xx|ap(a m mnm mnmnm ....... ............ 111 1 11111 This involves finding the posterior distribution of the parameters given the data and any prior information. Evidence!
  • 39. Is there anything wrong with Frequentism? • The laws for manipulating probabilities are no different • What is different is the interpretation. • OK to imagine an ensemble, but there is no need to assert that it is real! (mind projection fallacy) • The idea of a prior is worrying for many, but is the only way to make this reasoning consistent
  • 40. Prior and Prejudice • Priors are essential. • You usually know more than you think.. • Flat priors usually don’t make much sense. • Maximum entropy, etc, give useful insights within a well-defined theory: “objective Bayesian” • “Theory” priors are hard to assign, especially when there isn’t a theory…
  • 41. Why is the Universe (nearly) flat? • Assume the Universe is one of the Friedman family • Q: What should we expect, given only this assumption? • Ω=1 is a fixed point (so is Ω=0).. • The Universe is walking a tightrope..
  • 42. ˙a 2 = 8πGρ 3 a 2 −kc 2 The Friedman Models The simplest relativistic cosmological models are remarkably similar (although the more general ones have additional options…) ¨a=− 4πGρ 3 a Solutions of these are complicated, except when k=0 (flat Universe). This special case is called the Einstein de Sitter universe. Notice that ρ ∝ 1 a3 For non-relativistic particles (“dust”) Curvature
  • 43. Cosmology by Numbers c 2 2 ρ=ρ H== a a a=a=k kca=a ≡⇒       ⇒⇒ − 8ππ 3H 3 8ππG 3 8ππG 0 3 8ππG 2 2 22 22    The “Critical Density” This applies at any time, but we usually take the “present” time. In general, 02 0 0 3H 8ππG Ω=,ρ=ρ,H=H,t=t 000 ⇒
  • 45. The Cosmic Tightrope • We know the Universe doesn’t have either a very large  or a very small one, or we wouldn’t be around. • We exist and this fact is an observation about the Universe • The most probable value of  is therefore very close to unity • Still leaves the mystery of what trained the Universe to walk the tightrope (inflation?)
  • 47. “The Essence of Cosmology is Statistics” George McVittie
  • 54. Cosmology is an exercise in data compression Cosmology is a massive exercise in data compression... ….but it is worth looking at the information that has been thrown away to check that it makes sense!
  • 56. How Weird is the Universe? • The (zero-th order) starting point is FLRW. • The concordance cosmology is a “first- order” perturbation to this • In it (and other “first-order” models), the initial fluctuations were a statistically homogeneous and isotropic Gaussian Random Field (GRF) • These are the “maximum entropy” initial conditions having “random phases” motivated by inflation. • Anything else would be weird….
  • 58. A)!|P(MM)|P(A ≠ Beware the Prosecutor’s Fallacy!
  • 59. Is there an Elephant in the Room?
  • 60. Types of CMB Anomalies • Type I – obvious problems with data (e.g. foregrounds) • Type II – anisotropies (North-South, Axis of Evil..) • Type III – localized features, e.g. “The Cold Spot” • Type IV – Something else (even/odd multipoles, magnetic fields, ?)
  • 62. “If tortured sufficiently, data will confess to almost anything” Fred Menger
  • 65. Weirdness in Phases ΔT (θ,φ ) T =∑∑ al,m Ylm(θ,φ) | | [ ]ml,ml,ml, ia=a φexp For a homogeneous and isotropic Gaussian random field (on the sphere) the phases are independent and uniformly distributed. Non- random phases therefore indicate weirdness..