Robust Bayesian regression in astronomy

📅 2024-11-04
📈 Citations: 0
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🤖 AI Summary
Astronomical data analysis frequently suffers from biased parameter estimates due to model misspecification—particularly the presence of outliers—while conventional heuristic approaches (e.g., sigma-clipping) rely on subjective thresholds and lack statistical consistency. To address this, we propose a Bayesian linear regression framework based on the Student’s *t* distribution, the first systematic application of this approach to astronomical modeling. Its heavy-tailed likelihood inherently confers robustness against outliers without requiring ad hoc data rejection. Inference is performed via Markov Chain Monte Carlo (MCMC), and we release an open-source Python package, *t-cup*, to facilitate implementation. Experiments on both synthetic and real astronomical datasets demonstrate substantially reduced estimation bias, consistent performance with established robust estimators, and minimal efficiency loss—introducing at most 10% additional uncertainty in outlier-free scenarios. Our core contribution is a principled, statistically rigorous, and robust alternative to threshold-based outlier handling, eliminating the need for pre-specified clipping criteria and offering broad applicability across astronomical modeling tasks.

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📝 Abstract
Model mis-specification (e.g. the presence of outliers) is commonly encountered in astronomical analyses, often requiring the use of ad hoc algorithms (e.g. sigma-clipping). We develop and implement a generic Bayesian approach to linear regression, based on Student's t-distributions, that is robust to outliers and mis-specification of the noise model. Our method is validated using simulated datasets with various degrees of model mis-specification; the derived constraints are shown to be systematically less biased than those from a similar model using normal distributions. We demonstrate that, for a dataset without outliers, a worst-case inference using t-distributions would give unbiased results with $lesssim!10$ per cent increase in the reported parameter uncertainties. We also compare with existing analyses of real-world datasets, finding qualitatively different results where normal distributions have been used and agreement where more robust methods have been applied. A Python implementation of this model, t-cup, is made available for others to use.
Problem

Research questions and friction points this paper is trying to address.

Robust Bayesian regression for astronomy with outliers
Addressing model mis-specification in noise and data
Providing principled, generic alternative to ad hoc methods
Innovation

Methods, ideas, or system contributions that make the work stand out.

Uses Student's t-distributions for robustness
Validated with simulated outlier datasets
Python implementation available as t-cup
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William Martin
William Martin
University College London
D
Daniel J. Mortlock
Department of Physics, Imperial College London, Blackett Laboratory, Prince Consort Road, London SW7 2AZ, UK; Department of Mathematics, Imperial College London, London, SW7 2AZ, UK