A binned likelihood for stochastic models

DOI10.1007/JHEP06(2019)030MaRDI QIDQ2314898zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 30 July 2019

Published in Journal of High Energy Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.04645

zbMATH Keywords

event-by-event fluctuationneutrino detectors and telescopes (experiments)unfolding

Mathematics Subject Classification ID

Applications of statistics to physics (62P35) Monte Carlo methods (65C05) Statistical astronomy (85A35)

Abstract: Metrics of model goodness-of-fit, model comparison, and model parameter estimation are the main categories of statistical problems in science. Bayesian and frequentist methods that address these questions often rely on a likelihood function, which is the key ingredient in order to assess the plausibility of model parameters given observed data. In some complex systems or experimental setups, predicting the outcome of a model cannot be done analytically, and Monte Carlo techniques are used. In this paper, we present a new analytic likelihood that takes into account Monte Carlo uncertainties, appropriate for use in the large and small sample size limits. Our formulation performs better than semi-analytic methods, prevents strong claims on biased statements, and provides improved coverage properties compared to available methods.

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Cited in

(1)

• MCLLH

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Uses Software

• emcee
• HistFactory
• GitHub

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