25 resultados para INFRARED INTENSITIES

em Cambridge University Engineering Department Publications Database


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Infrared magnitude-redshift relations for the 3CR and 6C samples of radio galaxies are presented for a wide range of plausible cosmological models, including those with non-zero cosmological constant OmegaLambda. Variations in the galaxy formation redshift, metallicity and star formation history are also considered. The results of the modelling are displayed in terms of magnitude differences between the models and no-evolution tracks, illustrating the amount of K-band evolution necessary to account for the observational data. Given a number of plausible assumptions, the results of these analyses suggest that: (i) cosmologies which predict T_0xH_0>1 (where T_0 denotes the current age of the universe) can be excluded; (ii) the star formation redshift should lie in the redshift interval 5

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The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finitedimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets. Copyright 2009.

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The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finite-dimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets.

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