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These three lectures provide an introduction to the main concepts of statistical data analysis useful for precision measurements and searches for new signals in High Energy Physics. The frequentist and Bayesian approaches to probability…
In almost every scientific field, an experiment involves collecting data and then analysing it. The analysis stage will often consist in trying to extract some physical parameter and estimating its uncertainty; this is known as Parameter…
Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…
When a scientist performs an experiment they normally acquire a set of measurements and are expected to demonstrate that their results are "statistically significant" thus confirming whatever hypothesis they are testing. The main method for…
We consider the issue of reporting the result of search experiment in the most unbiased and efficient way, i.e. in a way which allows an easy interpretation and combination of results and which do not depend on whether the experimenters…
While gravitational waves have not yet been measured directly, data analysis from detection experiments commonly includes an upper limit statement. Such upper limits may be derived via a frequentist or Bayesian approach; the theoretical…
Testing hypotheses is an issue of primary importance in the scientific research, as well as in many other human activities. Much clarification about it can be achieved if the process of learning from data is framed in a stochastic model of…
Between the two dominant schools of thought in statistics, namely, Bayesian and classical/frequentist, a main difference is that the former is grounded in the mathematically rigorous theory of probability while the latter is not. In this…
The two statistical methods, namely the frequentist and the Bayesian methods, are both commonly used for probabilistic inference in many scientific situations. However, it is not straightforward to interpret the result of one approach in…
Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…
A problem of a new physical model test given observed experimental data is a typical one for modern experiments of high energy physics (HEP). A solution of the problem may be provided with two alternative statistical formalisms, namely…
Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…
This document presents the statistical methods used to process low-level measurements in the presence of noise. These methods can be classical or Bayesian. The question is placed in the general framework of the problem of nuisance…
The paper addresses general aspects of experimental data analysis, dealing with the separation of ``signal vs. background''. It consists of two parts. Part I is a tutorial on statistical event classification, Bayesian inference, and test…
We consider the high energy physics unfolding problem where the goal is to estimate the spectrum of elementary particles given observations distorted by the limited resolution of a particle detector. This important statistical inverse…
The usual procedure for estimating the significance of a peak in a power spectrum is to calculate the probability of obtaining that value or a larger value by chance (known as the "p-value"), on the assumption that the time series contains…
In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it…
Bayesian, classical, and extended maximum likelihood approaches to estimation of upper limits in experiments with small numbers of signal events are surveyed. The discussion covers only experiments whose outcomes are well described by a…
Machine-learning techniques have become fundamental in high-energy physics and, for new physics searches, it is crucial to know their performance in terms of experimental sensitivity, understood as the statistical significance of the…
For decades researchers have studied the On/Off counting problem, where a measured rate consists of two parts. One due to a signal process and another due to a background process, of which both magnitudes are unknown. While most frequentist…