ESAC DATA ANALYSIS AND STATISTICS WORKSHOP 2016

Another ESAC Data Analysis and Statistics workshop will be held at ESAC during the week of October 25 to 28, 2016. This is the third of a continuing series of annual workshops, the firsts of which were held in October 2014 and October 2015.

Registration for this workshop is open to everyone, and no prior knowledge of statistics or advanced data analysis methods is required. The tutors will be Roberto Trotta and Željko Ivezić.

The Gaia Data Release #1 workshop organised jointly by ESA and DPAC, will take place the week immediately following the ESAC Data Analysis and Statistics workshop, and everyone is welcome to register and stay to attend this workshop as well. Note, however, that they are organised independently of one another, and therefore you must register for each one separately.

Table of contents

• Dates & Location
• Registration
• Tutors
• Agenda
• Fee
• Logistics
• Workshop materials
• Software & installation instructions
• Organizing Committee
• Get notifications
• Funding

DATES & LOCATION

The workshop will take place on 25-28 October 2016, in rooms D1/D2 at ESAC. 

TUTORS

• Roberto Trotta
• Željko Ivezić

agenda

Calendar ICS file

Tuesday 25 October 2016

09:00 - 09:30: Welcome, registration and Installations troubleshooting.

09:30 - 09:35: Welcome to ESAC (Mark Kidger, ESAC Science Faculty Sentinel)

09:35 - 11:00: Introduction to statistics: Probabilities; random variables; parent distributions; samples, central limit theorem; the likelihood function and maximum likelihood principle; frequentist confidence intervals. (Roberto Trotta)

11:00 - 11:30: Coffee/tea break

11:30 - 13:30: Basic concepts in statistics: hands-on session. (Roberto Trotta)

13:30 - 14:30: Lunch @ ESAC canteen

14:30 - 15:30: Introduction to Bayesian inference: Bayes theorem; conceptual and philosophical principles, general advantages of the Bayesian approach; priors. (Roberto Trotta)

15:30 - 16:00: coffee/tea break

16:00 - 17:30: Introduction to Bayesian inference: hands-on session. (Roberto Trotta)

Wednesday 26 October 2016

09:30 - 11:00: Bayesian parameter estimation: inferential solution; the gaussian linear model; Markov Chain Montercarlo (Metropolis Hastings, Hamiltonian MC, Gibbs sampling); practical and numerical issues. (Roberto Trotta).

11:00 - 11:30: Coffee/tea break

11:30 - 13:30: Bayesian parameter estimation: hands-on session. (Roberto Trotta)

13:30 - 14:30: Lunch @ ESAC canteen

14:30 - 15:30: Bayesian model comparison: the three levels of inference; the Bayesian evidence; differences with respect to hypothesis testing; computation of the evidence (SDDR; Laplace approximation, nested sampling). (Roberto Trotta)

15:30 - 16:00: coffee/tea break 

16:00 - 17:30: Bayesian model comparison: hands-on session (Roberto Trotta)

Thursday 27 October 2016

09:30 - 11:00: Introduction to astroML. (Željko Ivezić)

11:00 - 11:30: Coffee/tea break

11:30 - 13:30: Introduction to astroML: hands-on session (Željko Ivezić)

13:30 - 14:30: Lunch @ ESAC canteen

14:30 - 15:30: Density estimation, One-dimensional introduction: Knuth's histograms, Scargle's Bayesian Blocks algorithm; gaussian mixture models; kernel density estimates (KDE); hands-on session. (Željko Ivezić) 

15:30 - 16:00: coffee/tea break 

16:00 - 17:30: Density estimation: high-D KDE; Bayesian nearest neighbor method; extreme deconvolution in high-D; hands-on session. (Željko Ivezić) 

Friday, 28 October 2016

09:30 - 11:00: Clustering and classification: clustering (unsupervised classification); 1D hypothesis testing; clustering with Gaussian Mixture models (GMM); hierarchical clustering algorithm. (Željko Ivezić)

11:00 - 11:30: Coffee/tea break

11:30 - 13:30: Supervised classification: potpourri of supervised classification methods: naive Bayes; quadratic disciminant analysis, GMM, KNN, support vector machines; classification comparison with ROC curves; hands-on session. (Željko Ivezić) 

13:30 - 14:30: Lunch @ ESAC canteen

14:30 - 15:30: Dimensionality Reduction: principal Component Analysis; non-negative Matrix Factorization; independent Component Analysis; manifold learning (Locally Linear Embedding); hands-on session. (Željko Ivezić)

15:30 - 16:00: coffee/tea break 

16:00 - 17:30: Regression and a few misc. points: (Gaussian) errors in both variables; regression with non-Gaussian errors and/or outliers learning curves; fast matching using KD trees; hands-on session. (Željko Ivezić)

FEE

The workshop fee is 50 Euro for non-ESAC (ESA or CAB @ ESAC) attendees and is payable in cash upon arrival and registration at ESAC. It covers the coffee breaks and the daily bus transportation from downtown Madrid to ESAC during the conference. 

LOGISTICS

Venue

The workshop will take place at the European Space Astronomy Centre (ESAC), Villanueva de la Cañada, near Madrid. 

Hotel

The official hotel for this workshop is:

Leonardo Hotel Madrid City Center

Alberto Aguilera 18, 28015 Madrid

Shuttle bus

A workshop shuttle bus will depart from and arrive to Leonardo Hotel and will be clearly signed with an “ESA” sign at the front. It is covered by the conference fee and you don’t need to stay in the conference hotel to be able to use it. If you loose this bus, the cost of arriving to ESAC cannot be covered by the fee. Departure and arrival times are the following:

Departure of the bus         On Tuesday 25 of October 2016        8h00 arrival at ESAC at 09:00
Departure of ESAC                On Tuesday 25 of October 2016        17h30 arrival at Leonardo Hotel at 18:30.

Departure of the bus         On Tuesday 26, 27, 28 of October 2016        8h30 arrival at ESAC at 09:30
Departure of ESAC                On Tuesday 26, 27,28 of October 2016        17h30 arrival at Leonardo Hotel at 18:30.
 

Social event

On Wednesday 26 October 2016 at 8:00 pm, we will be having the workshop dinner at the basque traditional Segaretxe restaurant in downtown Madrid, at a 13 minutes walk from the hotel. There will be full meat, fish or vegetarian menus for a total cost of 30 Euro (VAT included). At registration time we will ask you about the dinner, your eventual menu choice and will collect the dinner price in cash in advance in case you will be joining for it. 

WORKSHOP MATERIAL

Lectures for Wednesday 26 October 2016:

Lecture on Bayesian Inference (pdf, 7.0 MB) 

Lecture on Model comparison (pdf, 6.6 MB)

Ipython/Jupyter notebooks for Roberto Trotta's hands-on session:

Linear model two populations notebook

Linear model PyMC notebook

For Thursday and Friday:

Please copy these files to your laptop:

http://www.astro.washington.edu/users/ivezic/astroML/ESAC2016/dataAll.tar.gz (245 MB)

http://www.astro.washington.edu/users/ivezic/astroML/pythonAll.tar.gz

We will discuss what to do with it during the first lecture on Thursday morning.