Spent some time arguing with Sheldon about photometric redshifts. He has photometric redshifts that are somewhat degenerate (redshift vs galaxy spectral type), possibly biased, and with large errors, for a very large number of SDSS galaxies. How to determine the true redshift distribution given these data? The right answer is not just to histogram the determined redshifts, but to do something more conservative, given that each individual redshift can be significantly wrong, but there is nonetheless a lot of aggregate information. It is a very nice problem, ill-posed as all good problems are.
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