Challenges of profile likelihood evaluation in multi-dimensional SUSY scans

DOI10.1007/JHEP06(2011)042zbMATH Open1298.81458arXiv1101.3296MaRDI QIDQ466723FDOQ466723

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)

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.

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

Recommendations

• A profile likelihood analysis of the constrained MSSM with genetic algorithms
• A coverage study of the CMSSM based on ATLAS sensitivity using fast neural networks techniques
• The fine-tuning cost of the likelihood in SUSY models
• Fast supersymmetry phenomenology at the large hadron collider using machine learning techniques
• Nested sampling for general Bayesian computation

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)

Cites Work

• Title not available (Why is that?)
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Title not available (Why is that?)
• A profile likelihood analysis of the constrained MSSM with genetic algorithms
• Title not available (Why is that?)
• Title not available (Why is that?)
• A coverage study of the CMSSM based on ATLAS sensitivity using fast neural networks techniques

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

Uses Software

• MultiNest
• MINUIT

This page was built for publication: Challenges of profile likelihood evaluation in multi-dimensional SUSY scans

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q466723)