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Register a new userTesting the approximations described in Asymptotic formulae for likelihood-based tests of new physics
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Asymptotic formulae for likelihood-based tests of new physics presents a mathematical formalism for a new approximation for hypothesis testing in high energy physics. The approximations are designed to greatly reduce the computational burden for such problems. We seek to test the conditions under which the approximations described remain valid. To do so, we perform parallel calculations for a range of scenarios and compare the full calculation to the approximations to determine the limits and robustness of the approximation. We compare this approximation against values calculated with the Collie framework, which for our analysis we assume produces true values.
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We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow one to account for systematic uncertainties. Explicit formulae for the asymptotic distributions of test statistics are derived using results of Wilks and Wald. We motivate and justify the use of a representative data set, called the Asimov data set, which provides a simple method to obtain the median experimental sensitivity of a search or measurement as well as fluctuations about this expectation.
Given the cost, both financial and even more importantly in terms of human effort, in building High Energy Physics accelerators and detectors and running them, it is important to use good statistical techniques in analysing data. Some of the statistical issues that arise in searches for New Physics are discussed briefly. They include topics such as: Should we insist on the 5 sigma criterion for discovery claims? The probability of A, given B, is not the same as the probability of B, given A. The meaning of p-values. What is Wilks Theorem and when does it not apply? How should we deal with the `Look Elsewhere Effect? Dealing with systematics such as background parametrisation. Coverage: What is it and does my method have the correct coverage? The use of p0 versus p1 plots.
This paper presents a novel approach to estimate the Standard Model backgrounds based on modifying Monte Carlo predictions within their systematic uncertainties. The improved background model is obtained by altering the original predictions with successively more complex correction functions in signal-free control selections. Statistical tests indicate when sufficient compatibility with data is reached. In this way, systematic effects are absorbed into the new background model. The same correction is then applied on the Monte Carlo prediction in the signal region. Comparing this method to other background estimation techniques shows improvements with respect to statistical and systematical uncertainties. The proposed method can also be applied in other fields beyond high energy physics.
Machine learning has proven to be an indispensable tool in the selection of interesting events in high energy physics. Such technologies will become increasingly important as detector upgrades are introduced and data rates increase by orders of magnitude. We propose a toolkit to enable the creation of a drone classifier from any machine learning classifier, such that different classifiers may be standardised into a single form and executed in parallel. We demonstrate the capability of the drone neural network to learn the required properties of the input neural network without the use of any labels from the training data, only using appropriate questioning of the input neural network.
We show that univariate and symmetric multivariate Hawkes processes are only weakly causal: the true log-likelihoods of real and reversed event time vectors are almost equal, thus parameter estimation via maximum likelihood only weakly depends on the direction of the arrow of time. In ideal (synthetic) conditions, tests of goodness of parametric fit unambiguously reject backward event times, which implies that inferring kernels from time-symmetric quantities, such as the autocovariance of the event rate, only rarely produce statistically significant fits. Finally, we find that fitting financial data with many-parameter kernels may yield significant fits for both arrows of time for the same event time vector, sometimes favouring the backward time direction. This goes to show that a significant fit of Hawkes processes to real data with flexible kernels does not imply a definite arrow of time unless one tests it.
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