Dr Angus H Wright
2022-04-06
Welcome to the Introduction to Statistics for Astronomers and Physicists course for the Summer Semester 2022.
What is this course?
How will we do this?
This course will be taught in 4 parts, each spanning from 2-4 weeks
When working in empirical science, modelling and understanding datasets is paramount. In this module we start by discussing the fundamentals of data modelling. We start by discussing theories of point and interval estimation, in the context of summary statics (e.g. expectation values, confidence intervals), and estimation of data correlation and covariance. Students will learn the fundamentals of data mining and analysis, in a way that is applicable to all physical sciences.
Topics include:
For all aspects of modern science, an understanding of probability is required. We cover a range of topics in probability, from decision theory and the fundamentals of probability theory, to standard probabilistic distributions and their origin. From this module, students will gain an insight into different statistical distributions that govern modern observational sciences, the interpretation of these distributions, and how one accurately models distributions of data in an unbiased manner.
Topics include:
Bayes theorem led to a revolution in statistics, via the concepts of prior and posterior evidence. In modern astronomy and physics, applications of Bayesian statistics are widespread. We begin with a study of Bayes theorem, and the fundamental differences between frequentest and Bayesian analysis. We explore applications of Bayesian statistics, through well studied statistical problems (both within and outside of physics).
Topics include:
We apply our understanding of Bayesian statistics to the common problems of parameter simulation, optimisation, and inference. Students will learn the fundamentals of Monte Carlo Simulation, Markov Chain Monte Carlo (MCMC) analysis, hypothesis testing, and quantifying goodness-of-fit. We discuss common errors in parameter inference, including standard physical and astrophysical biases that corrupt statistical analyses.
Topics include:
Slides and lecture notes for this course are prepared in Rmarkdown, and provided to you after the lectures.
Information generated and stored within blocks is persistent, and code-blocks with different engines can also cross-communicate.
To promote interaction, we will use Slido.
So ask whenever and about whatever you think is relevant/interesting/unclear. The more the better!
An example of the Learning Objectives for a later lecture are given here:
Learning Objectives: Summarising relationships in 2D
Understand graphical methods of exploring observations in two or more variables, such as:
- Scatter plots
- KDEs
Understand the concepts of:
- covariance
- correlation
Be able to describe the construction of a covariance/correlation matrix
Understand the differences between Pearson and Spearman Correlation, and describe the uses of each.
Understand the limitations of correlation measures, and the logical fallacy of correlation and causation.
Understand the concept of confounding variables and their role in correlation.
The lecture notes for the course, as well as the slides, are available via the website of the lecturer: https://anguswright.github.io
This is a lecture course on Statistics and Statistical methods.
Modern physics and astronomy requires an understanding of programming.
The surprise? His work was computed entirely by hand.