Non-Gaussian likelihood function

被引:0
|
作者
Amendola, L
机构
关键词
D O I
暂无
中图分类号
P1 [天文学];
学科分类号
0704 ;
摘要
I present here a generalization of the maximum likelihood method and the chi(2) method to the cases in which the data are not assumed to be Gaussian distributed. The method, based on the multivariate Edgeworth expansion, can find several astrophysical applications. I mention only two of them. First, in the microwave background analysis, where it cannot be excluded that the initial perturbations are non-Gaussian. Second, in the large scare structure statistics, as we already know that the galaxy distribution deviates from Gaussianity on the scales at which non-linearity is important. As a first interesting result I show here how the confidence regions are modified when non-Gaussianity is taken into account.
引用
收藏
页码:63 / 69
页数:7
相关论文
共 50 条
  • [1] Non-Gaussian likelihood function and COBE data
    Amendola, L
    MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, 1996, 283 (03) : 983 - 989
  • [2] State Space Gaussian Processes with Non-Gaussian Likelihood
    Nickisch, Hannes
    Solin, Arno
    Grigorievskiy, Alexander
    INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 80, 2018, 80
  • [3] Online Gaussian Process Regression with Non-Gaussian Likelihood
    Seiferth, David
    Chowdhary, G.
    Muehlegg, M.
    Holzapfel, F.
    2017 AMERICAN CONTROL CONFERENCE (ACC), 2017, : 3134 - 3140
  • [4] Hierarchical likelihood approach to non-Gaussian factor analysis
    Noh, Maengseok
    Lee, Youngjo
    Oud, Johan H. L.
    Toharudin, Toni
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2019, 89 (09) : 1555 - 1573
  • [5] Bayesian Estimation for CBRN Sensors with Non-Gaussian Likelihood
    Cheng, Yang
    Konda, Umamaheswara
    Singh, Tarunraj
    Scott, Peter
    IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 2011, 47 (01) : 684 - 701
  • [6] Maximum Likelihood Detection in the Presence of Non-Gaussian Jamming
    Almahorg, Khalid A.
    Gohary, Ramy H.
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2020, 68 : 5722 - 5735
  • [7] Non-Gaussian likelihood of weak lensing power spectra
    Hall, Alex
    Taylor, Andy
    PHYSICAL REVIEW D, 2022, 105 (12)
  • [8] Consistent non-Gaussian pseudo maximum likelihood estimators
    Fiorentini, Gabriele
    Sentana, Enrique
    JOURNAL OF ECONOMETRICS, 2019, 213 (02) : 321 - 358
  • [9] Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach
    Maekawa, Koichi
    Nakanishi, Tadashi
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2023, 93 (11) : 1830 - 1850
  • [10] Likelihood analysis of non-Gaussian measurement time series
    Shephard, N
    Pitt, MK
    BIOMETRIKA, 1997, 84 (03) : 653 - 667