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Re: [Phys-L] Bayesian Inference in Half-Life measurement



Like Francois, I played with a MATLAB code for exponential decay. Galloping off rapidly in all directions, I generated two exponential decay series with noise, to address the issue of extracting data for two decay species, like this.....[spoiler: extracting multiple decay parameters from observations is an on going topic in the literature]>> >> x = (0:0.2:5)';y = 2*exp(-0.2*x) + 0.01*randn(size(x));y2 = 3*exp(-0.3*x) + 0.01*randn(size(x));
f = fit(x,y,'exp1')plot(f,x,y)
f = 
     General model Exp1:     f(x) = a*exp(b*x)     Coefficients (with 95% confidence bounds):       a =        2.06  (1.941, 2.179)       b =     -0.1894  (-0.2159, -0.1629)

f2 = fit(x,y2,'exp2')plot(f2,x,y2)
f2 = 
     General model Exp2:     f2(x) = a*exp(b*x) + c*exp(d*x)     Coefficients (with 95% confidence bounds):       a =      -0.197  (-7.766e+04, 7.766e+04)       b =     -0.2926  (-1567, 1566)       c =       3.203  (-7.766e+04, 7.767e+04)       d =     -0.3006  (-98.32, 97.72)>> 
[Conclusion: stop wasting time!]
Next I plotted Francois' 'nice-shaped posterior' (forgive the mental image) whichI show here:https://imgur.com/gallery/TpP4ZdY

...to confirm his code for a noiseless error-free data set.



On Tuesday, September 21, 2021, 04:24:44 PM CDT, John Denker via Phys-l <phys-l@mail.phys-l.org> wrote:

On 9/21/21 10:28 AM, Paul Nord wrote:

That title doesn't google well.

Agreed.

1) I reckon it's likely that you are generally on the right
track. This is something a lot of textbooks get wrong.

2) It would help to spell out in plain English the background
of what you are doing, and the objective.

3a) If I had to guess, I'd say there's an experiment to measure
the half life by counting decays, and it's tricky because:
— The number of decays in any reasonable interval is small.
— The observed numbers are subject large-percentage fluctuations
due to Poisson statistics, even though the underlying physics
is not changing.
— Ordinary "textbook style" least-squares curve fitting to
extract the rate fails miserably. That's because "least
squares" usually means maximum likelihood, which is jargon
for maximum a priori, but any sane person would want maximum
a posterori.

If so, you could try googling this:
https://www.google.com/search?q=%22maximum+a+posteriori%22+%22fitting%22+%22poisson%22+data

3b) But I'd rather not guess. Please clarify.
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