Imperial College London

ProfessorDavidVan Dyk

Faculty of Natural SciencesDepartment of Mathematics

Head of Department of Mathematics, Chair in Statistics
 
 
 
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Contact

 

+44 (0)20 7594 8574d.van-dyk Website

 
 
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Assistant

 

Mr David Whittaker +44 (0)20 7594 8481

 
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Location

 

644Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Publication Type
Year
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107 results found

Stampoulis V, vanDyk DA, Kashyap VL, Zezas Aet al., 2019, Multidimensional data-driven classification of emission-line galaxies, Monthly Notices of the Royal Astronomical Society, Vol: 485, Pages: 1085-1102, ISSN: 0035-8711

JOURNAL ARTICLE

Chen Y, Meng X-L, Wang X, van Dyk DA, Marshall HL, Kashyap VLet al., Calibration Concordance for Astronomical Instruments via Multiplicative Shrinkage, Journal of the American Statistical Association, Pages: 1-34, ISSN: 0162-1459

JOURNAL ARTICLE

Hill R, Shariff H, Trotta R, Ali-Khan S, Jiao X, Liu Y, Moon SK, Parker W, Paulus M, van Dyk DA, Lucy LBet al., 2018, Projected distances to host galaxy reduce SNIa dispersion, MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Vol: 481, Pages: 2766-2777, ISSN: 0035-8711

JOURNAL ARTICLE

Yu X, Del Zanna G, Stenning DC, Cisewski-Kehe J, Kashyap VL, Stein N, van Dyk DA, Warren HP, Weber MAet al., 2018, Incorporating Uncertainties in Atomic Data into the Analysis of Solar and Stellar Observations: A Case Study in Fe XIII, ASTROPHYSICAL JOURNAL, Vol: 866, ISSN: 0004-637X

JOURNAL ARTICLE

Si S, van Dyk DA, von Hippel T, Robinson E, Jeffery E, Stenning DCet al., 2018, Bayesian hierarchical modelling of initial-final mass relations across star clusters, MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Vol: 480, Pages: 1300-1321, ISSN: 0035-8711

JOURNAL ARTICLE

Chen Y, Meng X-L, Wang X, Dyk DAV, Marshall HL, Kashyap VLet al., 2018, Calibration Concordance for Astronomical Instruments via Multiplicative Shrinkage

Calibration data are often obtained by observing several well-understoodobjects simultaneously with multiple instruments, such as satellites formeasuring astronomical sources. Analyzing such data and obtaining properconcordance among the instruments is challenging when the physical sourcemodels are not well understood, when there are uncertainties in "known"physical quantities, or when data quality varies in ways that cannot be fullyquantified. Furthermore, the number of model parameters increases with both thenumber of instruments and the number of sources. Thus, concordance of theinstruments requires careful modeling of the mean signals, the intrinsic sourcedifferences, and measurement errors. In this paper, we propose a log-Normalhierarchical model and a more general log-t model that respect themultiplicative nature of the mean signals via a half-variance adjustment, yetpermit imperfections in the mean modeling to be absorbed by residual variances.We present analytical solutions in the form of power shrinkage in special casesand develop reliable MCMC algorithms for general cases. We apply our method toseveral data sets obtained with a variety of X-ray telescopes such as Chandra.We demonstrate that our method provides helpful and practical guidance forastrophysicists when adjusting for disagreements among instruments.

WORKING PAPER

Tak H, Meng X-L, van Dyk DA, 2018, A repelling–attracting metropolis algorithm for multimodality, Journal of Computational and Graphical Statistics, Vol: 27, Pages: 479-490, ISSN: 1061-8600

Although the Metropolis algorithm is simple to implement, it often has difficulties exploring multimodal distributions. We propose the repelling–attracting Metropolis (RAM) algorithm that maintains the simple-to-implement nature of the Metropolis algorithm, but is more likely to jump between modes. The RAM algorithm is a Metropolis-Hastings algorithm with a proposal that consists of a downhill move in density that aims to make local modes repelling, followed by an uphill move in density that aims to make local modes attracting. The downhill move is achieved via a reciprocal Metropolis ratio so that the algorithm prefers downward movement. The uphill move does the opposite using the standard Metropolis ratio which prefers upward movement. This down-up movement in density increases the probability of a proposed move to a different mode. Because the acceptance probability of the proposal involves a ratio of intractable integrals, we introduce an auxiliary variable which creates a term in the acceptance probability that cancels with the intractable ratio. Using several examples, we demonstrate the potential for the RAM algorithm to explore a multimodal distribution more efficiently than a Metropolis algorithm and with less tuning than is commonly required by tempering-based methods. Supplementary materials are available online.

JOURNAL ARTICLE

Revsbech EA, Trotta R, van Dyk DA, 2018, STACCATO: a novel solution to supernova photometric classification with biased training sets, MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Vol: 473, Pages: 3969-3986, ISSN: 0035-8711

JOURNAL ARTICLE

Tak H, Mandel K, van Dyk DA, Kashyap VL, Meng X-L, Siemiginowska Aet al., 2017, Bayesian estimates of astronomical time delays between gravitationally lensed stochastic light curves, The Annals of Applied Statistics, Vol: 11, Pages: 1309-1348, ISSN: 1932-6157

JOURNAL ARTICLE

Si S, van Dyk DA, von Hippel T, Robinson E, Webster A, Stenning Det al., 2017, A hierarchical model for the ages of Galactic halo white dwarfs, MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Vol: 468, Pages: 4374-4388, ISSN: 0035-8711

JOURNAL ARTICLE

Wagner-Kaiser R, Sarajedini A, von Hippel T, Stenning DC, van Dyk DA, Jeffery E, Robinson E, Stein N, Anderson J, Jefferys WHet al., 2017, The ACS survey of Galactic globular clusters - XIV. Bayesian single-population analysis of 69 globular clusters, MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Vol: 468, Pages: 1038-1055, ISSN: 0035-8711

JOURNAL ARTICLE

Si S, van Dyk DA, von Hippel T, 2017, Sensitivity Analysis of Hierarchical Models for the Ages of Galactic Halo White Dwarfs, 20th European Workshop on White Dwarfs (EuroWD), Publisher: ASTRONOMICAL SOC PACIFIC, Pages: 69-72, ISSN: 1050-3390

CONFERENCE PAPER

Algeri S, van Dyk DA, Conrad J, Anderson Bet al., 2016, On methods for correcting for the look-elsewhere effect in searches for new physics, Journal of Instrumentation, Vol: 11, Pages: P12010-P12010, ISSN: 1748-0221

The search for new significant peaks over a energy spectrum often involves a statistical multiple hypothesis testing problem. Separate tests of hypothesis are conducted at different locations over a fine grid producing an ensemble of local p-values, the smallest of which is reported as evidence for the new resonance. Unfortunately, controlling the false detection rate (type I error rate) of such procedures may lead to excessively stringent acceptance criteria. In the recent physics literature, two promising statistical tools have been proposed to overcome these limitations. In 2005, a method to ``find needles in haystacks'' was introduced by Pilla et al. [1], and a second method was later proposed by Gross and Vitells [2] in the context of the ``look-elsewhere effect'' and trial factors. We show that, although the two methods exhibit similar performance for large sample sizes, for relatively small sample sizes, the method of Pilla et al. leads to an artificial inflation of statistical power that stems from an increase in the false detection rate. This method, on the other hand, becomes particularly useful in multidimensional searches, where the Monte Carlo simulations required by Gross and Vitells are often unfeasible. We apply the methods to realistic simulations of the Fermi Large Area Telescope data, in particular the search for dark matter annihilation lines. Further, we discuss the counter-intuitive scenario where the look-elsewhere corrections are more conservative than much more computationally efficient corrections for multiple hypothesis testing. Finally, we provide general guidelines for navigating the tradeoffs between statistical and computational efficiency when selecting a statistical procedure for signal detection.

JOURNAL ARTICLE

McKeough K, Siemiginowska A, Cheung CC, Stawarz L, Kashyap VL, Stein N, Stampoulis V, van Dyk DA, Wardle JFC, Lee NP, Harris DE, Schwartz DA, Donato D, Maraschi L, Tavecchio Fet al., 2016, DETECTING RELATIVISTIC X-RAY JETS IN HIGH-REDSHIFT QUASARS, ASTROPHYSICAL JOURNAL, Vol: 833, ISSN: 0004-637X

JOURNAL ARTICLE

Shariff H, Dhawan S, Jiao X, Leibundgut B, Trotta R, van Dyk DAet al., 2016, Standardizing Type Ia supernovae optical brightness using near-infrared rebrightening time, MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Vol: 463, Pages: 4311-4316, ISSN: 0035-8711

JOURNAL ARTICLE

Wagner-Kaiser R, Stenning DC, Sarajedini A, von Hippel T, van Dyk DA, Robinson E, Stein N, Jefferys WHet al., 2016, Bayesian analysis of two stellar populations in Galactic globular clusters III. Analysis of 30 clusters, MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Vol: 463, Pages: 3768-3782, ISSN: 0035-8711

JOURNAL ARTICLE

Jeffery EJ, von Hippel T, van Dyk DA, Stenning DC, Robinson E, Stein N, Jefferys WHet al., 2016, A BAYESIAN ANALYSIS OF THE AGES OF FOUR OPEN CLUSTERS, ASTROPHYSICAL JOURNAL, Vol: 828, ISSN: 0004-637X

JOURNAL ARTICLE

Shariff H, Jiao X, Trotta R, van Dyk DAet al., 2016, BAHAMAS: NEW ANALYSIS OF TYPE Ia SUPERNOVAE REVEALS INCONSISTENCIES WITH STANDARD COSMOLOGY, ASTROPHYSICAL JOURNAL, Vol: 827, ISSN: 0004-637X

JOURNAL ARTICLE

Wagner-Kaiser R, Stenning DC, Robinson E, von Hippel T, Sarajedini A, van Dyk DA, Stein N, Jefferys WHet al., 2016, BAYESIAN ANALYSIS OF TWO STELLAR POPULATIONS IN GALACTIC GLOBULAR CLUSTERS. II. NGC 5024, NGC 5272, AND NGC 6352, ASTROPHYSICAL JOURNAL, Vol: 826, ISSN: 0004-637X

JOURNAL ARTICLE

Stenning DC, Wagner-Kaiser R, Robinson E, van Dyk DA, von Hippel T, Sarajedini A, Stein Net al., 2016, BAYESIAN ANALYSIS OF TWO STELLAR POPULATIONS IN GALACTIC GLOBULAR CLUSTERS. I. STATISTICAL AND COMPUTATIONAL METHODS, ASTROPHYSICAL JOURNAL, Vol: 826, ISSN: 0004-637X

JOURNAL ARTICLE

Wong RKW, Kashyap VL, Lee TCM, van Dyk DAet al., 2016, DETECTING ABRUPT CHANGES IN THE SPECTRA OF HIGH-ENERGY ASTROPHYSICAL SOURCES, ANNALS OF APPLIED STATISTICS, Vol: 10, Pages: 1107-1134, ISSN: 1932-6157

JOURNAL ARTICLE

Algeri S, Conrad J, van Dyk DA, 2016, A method for comparing non-nested models with application to astrophysical searches for new physics, MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Vol: 458, Pages: L84-L88, ISSN: 0035-8711

JOURNAL ARTICLE

Stein NM, van Dyk DA, Kashyap VL, 2016, Preprocessing solar images while preserving their latent structure, STATISTICS AND ITS INTERFACE, Vol: 9, Pages: 535-551, ISSN: 1938-7989

JOURNAL ARTICLE

Stein NM, van Dyk DA, Kashyap VL, Siemiginowska Aet al., 2015, DETECTING UNSPECIFIED STRUCTURE IN LOW-COUNT IMAGES, ASTROPHYSICAL JOURNAL, Vol: 813, ISSN: 0004-637X

JOURNAL ARTICLE

Jones DE, Kashyap VL, van Dyk DA, 2015, DISENTANGLING OVERLAPPING ASTRONOMICAL SOURCES USING SPATIAL AND SPECTRAL INFORMATION, ASTROPHYSICAL JOURNAL, Vol: 808, ISSN: 0004-637X

JOURNAL ARTICLE

van Dyk DA, Jiao X, 2015, Metropolis-Hastings Within Partially Collapsed Gibbs Samplers, JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, Vol: 24, Pages: 301-327, ISSN: 1061-8600

JOURNAL ARTICLE

Liao K, Treu T, Marshall P, Fassnacht CD, Rumbaugh N, Dobler G, Aghamousa A, Bonvin V, Courbin F, Hojjati A, Jackson N, Kashyap V, Kumar SR, Linder E, Mandel K, Meng X-L, Meylan G, Moustakas LA, Prabhu TP, Romero-Wolf A, Shafieloo A, Siemiginowska A, Stalin CS, Tak H, Tewes M, van Dyk Det al., 2015, STRONG LENS TIME DELAY CHALLENGE. II. RESULTS OF TDC1, ASTROPHYSICAL JOURNAL, Vol: 800, ISSN: 0004-637X

JOURNAL ARTICLE

von Hippel T, van Dyk D, Si S, Montgomery MH, O'Malley E, Robinson E, Stenning D, Stein N, Kraczek EJ, Jefferys WH, Webster Aet al., 2015, Deriving the Ages of Field White Dwarfs, 19th European Workshop on White Dwarfs, Publisher: ASTRONOMICAL SOC PACIFIC, Pages: 107-112

CONFERENCE PAPER

Webster A, von Hippel T, Si S, van Dyk D, Montgomery M, Robinson E, Stenning D, Stein N, Kraczek EJ, Jefferys WH, O'Malley Eet al., 2015, Deriving Precise Ages of Field White Dwarfs using Bayesian Techniques, 19th European Workshop on White Dwarfs, Publisher: ASTRONOMICAL SOC PACIFIC, Pages: 145-148

CONFERENCE PAPER

Xu J, van Dyk DA, Kashyap VL, Siemiginowska A, Connors A, Drake J, Meng X-L, Ratzlaff P, Yu Yet al., 2014, A FULLY BAYESIAN METHOD FOR JOINTLY FITTING INSTRUMENTAL CALIBRATION AND X-RAY SPECTRAL MODELS, ASTROPHYSICAL JOURNAL, Vol: 794, ISSN: 0004-637X

JOURNAL ARTICLE

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