English

On the Expectation-Maximization Unfolding with Smoothing

Data Analysis, Statistics and Probability 2015-01-13 v2 Applications

Abstract

Error propagation formulae are derived for the expectation-maximization iterative unfolding algorithm regularized by a smoothing step. The effective number of parameters in the fit to the observed data is defined for unfolding procedures. Based upon this definition, the Akaike information criterion is proposed as a principle for choosing the smoothing parameters in an automatic, data-dependent manner. The performance and the frequentist coverage of the resulting method are investigated using simulated samples. A number of issues of general relevance to all unfolding techniques are discussed, including irreducible bias, uncertainty increase due to a data-dependent choice of regularization strength, and presentation of results.

Keywords

Cite

@article{arxiv.1408.6500,
  title  = {On the Expectation-Maximization Unfolding with Smoothing},
  author = {Igor Volobouev},
  journal= {arXiv preprint arXiv:1408.6500},
  year   = {2015}
}

Comments

Provided more details on the smoothing procedure. A minor bug discovered in the software, so a number of figures and the table of results were regenerated

R2 v1 2026-06-22T05:41:51.403Z