Fast Algorithms and Efficient Statistics: Density Estimation in Large   Astronomical Datasets
  In this paper, we outline the use of Mixture Models in density estimation of large astronomical databases. This method of density estimation has been known in Statistics for some time but has not been implemented because of the large computational cost. Herein, we detail an implementation of the Mixture Model density estimation based on multi-resolutional KD-trees which makes this statistical technique into a computationally tractable problem. We provide the theoretical and experimental background for using a mixture model of Gaussians based on the Expectation Maximization (EM) Algorithm. Applying these analyses to simulated data sets we show that the EM algorithm - using the AIC penalized likelihood to score the fit - out-performs the best kernel density estimate of the distribution while requiring no ``fine--tuning'' of the input algorithm parameters. We find that EM can accurately recover the underlying density distribution from point processes thus providing an efficient adaptive smoothing method for astronomical source catalogs. To demonstrate the general application of this statistic to astrophysical problems we consider two cases of density estimation: the clustering of galaxies in redshift space and the clustering of stars in color space. From these data we show that EM provides an adaptive smoothing of the distribution of galaxies in redshift space (describing accurately both the small and large-scale features within the data) and a means of identifying outliers in multi-dimensional color-color space (e.g. for the identification of high redshift QSOs). Automated tools such as those based on the EM algorithm will be needed in the analysis of the next generation of astronomical catalogs (2MASS, FIRST, PLANCK, SDSS) and ultimately in in the development of the National Virtual Observatory. 
A. J. Connolly (UPittsburgh), C. Genovese (Stats, Carnegie Mellon   Univ.), A. W. Moore (CS, CMU), R.C. Nichol (Physics, CMU...