[Numpy-discussion] Log Arrays
Warren Focke
focke@slac.stanford....
Thu May 8 15:37:46 CDT 2008
On Thu, 8 May 2008, Charles R Harris wrote:
> On Thu, May 8, 2008 at 11:46 AM, Anne Archibald <peridot.faceted@gmail.com>
> wrote:
>
>> 2008/5/8 Charles R Harris <charlesr.harris@gmail.com>:
>>>
>>> On Thu, May 8, 2008 at 10:56 AM, Robert Kern <robert.kern@gmail.com>
>> wrote:
>>>>
>>>> When you're running an optimizer over a PDF, you will be stuck in the
>>>> region of exp(-1000) for a substantial amount of time before you get
>>>> to the peak. If you don't use the log representation, you will never
>>>> get to the peak because all of the gradient information is lost to
>>>> floating point error. You can consult any book on computational
>>>> statistics for many more examples. This is a long-established best
>>>> practice in statistics.
>>>
>>> But IEEE is already a log representation. You aren't gaining precision,
>> you
>>> are gaining more bits in the exponent at the expense of fewer bits in the
>>> mantissa, i.e., less precision. As I say, it may be convenient, but if
>> cpu
>>> cycles matter, it isn't efficient.
>>
>> Efficiency is not the point here. IEEE floats simply cannot represent
>> the difference between exp(-1000) and exp(-1001). This difference can
>> matter in many contexts.
>>
>> For example, suppose I have observed a source in X-rays and I want to
>> fit a blackbody spectrum. I have, say, hundreds of spectral bins, with
>> a number of photons in each. For any temperature T and amplitude A, I
>> can compute the distribution of photons in each bin (Poisson with mean
>> depending on T and A), and obtain the probability of obtaining the
>> observed number of photons in each bin. Even if a blackbody with
>> temperature T and amplitude A is a perfect fit I should expect this
>
>
> This is an interesting problem, partly because I was one of the first guys
> to use synthetic spectra (NO, OH), to fit temperatures to spectral data. But
> also because it might look like the Poisson matters. But probably not, the
> curve fitting effectively aggregates data and the central limit theorem
> kicks in, so that the normal least squares approach will probably work.
> Also, if the number of photons in a bin is much more that about 10, the
> computation of the Poisson distribution probably uses a Gaussian, with
> perhaps a small adjustment for the tail. So I'm curious, did you find any
> significant difference trying both methods?
I can't address Anne's results, but I've certainly found it to make a difference
in my work, and it's pretty standard in high-energy astronomy. The central
limit theorem does not get you out of having to use the right PDF to compare
data to model. It does mean that, if you have enough events, the PDF of the
fitness function is fairly chi-squarish, so much of the logic developed for
least-squares fitting still applies (like for finding confidence intervals on
the fitted parameters). Using Poisson statistics instead of a Gaussian
approximation is actually pretty easy, see Cash (Astrophysical Journal, Part 1,
vol. 228, Mar. 15, 1979, p. 939-947
http://adsabs.harvard.edu/abs/1979ApJ...228..939C)
w
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