No Arabic abstract
This paper presents a statistical method to subtract background in maximum likelihood fit, without relying on any separate sideband or simulation for background modeling. The method, called sFit, is an extension to the sPlot technique originally developed to reconstruct true distribution for each date component. The sWeights defined for the sPlot technique allow to construct a modified likelihood function using only the signal probability density function and events in the signal region. Contribution of background events in the signal region to the likelihood function cancels out on a statistical basis. Maximizing this likelihood function leads to unbiased estimates of the fit parameters in the signal probability density function.
Straightforward methods for adapting the familiar chi^2 statistic to histograms of discrete events and other Poisson distributed data generally yield biased estimates of the parameters of a model. The bias can be important even when the total number of events is large. For the case of estimating a microcalorimeters energy resolution at 6 keV from the observed shape of the Mn K-alpha fluorescence spectrum, a poor choice of chi^2 can lead to biases of at least 10% in the estimated resolution when up to thousands of photons are observed. The best remedy is a Poisson maximum-likelihood fit, through a simple modification of the standard Levenberg-Marquardt algorithm for chi^2 minimization. Where the modification is not possible, another approach allows iterative approximation of the maximum-likelihood fit.
We present an open-source program free to download for academic use with full user-friendly graphical interface for performing flexible and robust background subtraction and dipole fitting on magnetization data. For magnetic samples with small moment sizes or sample environments with large or asymmetric magnetic backgrounds, it can become necessary to separate background and sample contributions to each measured raw voltage measurement before fitting the dipole signal to extract magnetic moments. Originally designed for use with pressure cells on a Quantum Design MPMS3 SQUID magnetometer, SquidLab is a modular object-oriented platform implemented in Matlab with a range of importers for different widely-available magnetometer systems (including MPMS, MPMS-XL, MPMS-IQuantum, MPMS3 and S700X models), and has been tested with a broad variety of background and signal types. The software allows background subtraction of baseline signals, signal preprocessing, and performing fits to dipole data using Levenberg-Marquadt non-linear least squares, or a singular value decomposition linear algebra algorithm which excels at picking out noisy or weak dipole signals. A plugin system allows users to easily extend the built-in functionality with their own importers, processes or fitting algorithms. SquidLab can be downloaded, under Academic License, from the University of Warwick depository (wrap.warwick.ac.uk/129665).
We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair of time-domain waveforms with known time-dependent noise amplitudes. The method provides parameter estimates that are superior to other commonly-used methods, and provides a reliable measure of the goodness of fit. We also develop a simple noise model that is parameterized by three dominant sources, and derive the likelihood function for their amplitudes in terms of a set of repeated waveform measurements. We demonstrate the method with applications to material characterization.
LISA is the upcoming space-based Gravitational Wave telescope. LISA Pathfinder, to be launched in the coming years, will prove and verify the detection principle of the fundamental Doppler link of LISA on a flight hardware identical in design to that of LISA. LISA Pathfinder will collect a picture of all noise disturbances possibly affecting LISA, achieving the unprecedented pureness of geodesic motion necessary for the detection of gravitational waves. The first steps of both missions will crucially depend on a very precise calibration of the key system parameters. Moreover, robust parameters estimation is of fundamental importance in the correct assessment of the residual force noise, an essential part of the data processing for LISA. In this paper we present a maximum likelihood parameter estimation technique in time domain being devised for this calibration and show its proficiency on simulated data and validation through Monte Carlo realizations of independent noise runs. We discuss its robustness to non-standard scenarios possibly arising during the real-life mission, as well as its independence to the initial guess and non-gaussianities. Furthermore, we apply the same technique to data produced in mission-like fashion during operational exercises with a realistic simulator provided by ESA.
The subjects of the paper are the likelihood method (LM) and the expected Fisher information (FI) considered from the point od view of the construction of the physical models which originate in the statistical description of phenomena. The master equation case and structural information principle are derived. Then, the phenomenological description of the information transfer is presented. The extreme physical information (EPI) method is reviewed. As if marginal, the statistical interpretation of the amplitude of the system is given. The formalism developed in this paper would be also applied in quantum information processing and quantum game theory.