Challenges of profile likelihood evaluation in multi-dimensional SUSY scans

DOI10.1007/JHEP06(2011)042MaRDI QIDQ466723zbMATH OpenFDO

Authors Farhan Feroz, Kyle Cranmer, Mike Hobson, Roberto Ruiz De Austri, Roberto Trotta

Publication date 27 October 2014

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

Full work available at URL https://arxiv.org/abs/1101.3296

zbMATH Keywords

supersymmetry phenomenology

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Supersymmetric field theories in quantum mechanics (81T60) Unified quantum theories (81V22)

Abstract: Statistical inference of the fundamental parameters of supersymmetric theories is a challenging and active endeavor. Several sophisticated algorithms have been employed to this end. While Markov-Chain Monte Carlo (MCMC) and nested sampling techniques are geared towards Bayesian inference, they have also been used to estimate frequentist confidence intervals based on the profile likelihood ratio. We investigate the performance and appropriate configuration of MultiNest, a nested sampling based algorithm, when used for profile likelihood-based analyses both on toy models and on the parameter space of the Constrained MSSM. We find that while the standard configuration is appropriate for an accurate reconstruction of the Bayesian posterior, the profile likelihood is poorly approximated. We identify a more appropriate MultiNest configuration for profile likelihood analyses, which gives an excellent exploration of the profile likelihood (albeit at a larger computational cost), including the identification of the global maximum likelihood value. We conclude that with the appropriate configuration MultiNest is a suitable tool for profile likelihood studies, indicating previous claims to the contrary are not well founded.

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Cites work

• scientific article; zbMATH DE number 6114093 (Why is no real title available?)
• scientific article; zbMATH DE number 3930124 (Why is no real title available?)
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• scientific article; zbMATH DE number 5043156 (Why is no real title available?)
• A coverage study of the CMSSM based on ATLAS sensitivity using fast neural networks techniques
• A profile likelihood analysis of the constrained MSSM with genetic algorithms
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

Cited in

(3)

• Entanglement masquerading in the CMB
• A coverage study of the CMSSM based on ATLAS sensitivity using fast neural networks techniques
• A profile likelihood analysis of the constrained MSSM with genetic algorithms

Describes a project that uses

Uses Software

• MINUIT
• MultiNest

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