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In various high-energy physics contexts, such as neutrino-oscillation experiments, several assumptions underlying the typical asymptotic confidence interval construction are violated, such that one has to resort to computationally expensive…

High Energy Physics - Experiment · Physics 2024-05-09 Lukas Berns

We present an algorithm which allows a fast numerical computation of Feldman-Cousins confidence intervals for Poisson processes, even when the number of background events is relatively large. This algorithm incorporates an appropriate…

High Energy Physics - Experiment · Physics 2009-10-31 J. A. Aguilar-Saavedra

For many small-signal particle physics analyses, Wilks' theorem, a simplifying assumption that presumes log-likelihood asymptotic normality, does not hold. The most common alternative approach applied in particle physics is a highly…

High Energy Physics - Experiment · Physics 2025-01-16 Joshua Villarreal , John M. Hardin , Janet M. Conrad

In high energy physics, a widely used method to treat systematic uncertainties in confidence interval calculations is based on combining a frequentist construction of confidence belts with a Bayesian treatment of systematic uncertainties.…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Fredrik Tegenfeldt , Jan Conrad

When searching for new physics effects, collaborations will often wish to publish upper limits and intervals with a lower confidence level than the threshold they would set to claim an excess or a discovery. However, confidence intervals…

Data Analysis, Statistics and Probability · Physics 2019-02-20 Knut Dundas Morå

One way to incorporate systematic uncertainties into the calculation of confidence intervals is by integrating over probability density functions parametrizing the uncertainties. In this note we present a development of this method which…

High Energy Physics - Experiment · Physics 2009-11-07 J. Conrad , O. Botner , A. Hallgren , Carlos P. de los Heros

We construct uncertainty intervals for weak Poisson signals in the presence of background. We consider the case where a primary experiment yields a realization of the signal plus background, and a second experiment yields a realization of…

Data Analysis, Statistics and Probability · Physics 2016-10-19 K. J. Coakley , J. D. Splett , D. S. Simons

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

Machine Learning · Statistics 2019-03-19 Kurt Cutajar , Mark Pullin , Andreas Damianou , Neil Lawrence , Javier González

For a class of precision CPT-invariance test measurements using antihydrogen, a deficit in the data indicates the presence of the signal. The construction of classical confidence intervals for the properties of the antiatoms from…

Atomic Physics · Physics 2019-03-15 Balint Radics

Gaussian process modulated Poisson processes provide a flexible framework for modelling spatiotemporal point patterns. So far this had been restricted to one dimension, binning to a pre-determined grid, or small data sets of up to a few…

Machine Learning · Statistics 2018-04-04 S. T. John , James Hensman

We study frequentist confidence intervals based on graphical profile likelihoods (Wilks' theorem, likelihood integration), and the Feldman-Cousins (FC) prescription, a generalisation of the Neyman belt construction, in a setting with…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-21 Shubham Barua , Shantanu Desai , Mauricio Lopez-Hernandez , Eoin Ó Colgáin

A critical challenge in particle physics is combining results from diverse experimental setups that measure the same physical quantity to enhance precision and statistical power, a process known as a global fit. Global fits of sterile…

High Energy Physics - Phenomenology · Physics 2025-09-19 Joshua Villarreal , Julia Woodward , John Hardin , Janet Conrad

The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Processes are a popular class of models used for this purpose…

Instrumentation and Methods for Astrophysics · Physics 2017-11-15 Daniel Foreman-Mackey , Eric Agol , Sivaram Ambikasaran , Ruth Angus

We give a classical confidence belt construction which unifies the treatment of upper confidence limits for null results and two-sided confidence intervals for non-null results. The unified treatment solves a problem (apparently not…

Data Analysis, Statistics and Probability · Physics 2008-11-26 Gary J. Feldman , Robert D. Cousins

A priori bound for the parameter to be estimated is incorporated into confidence intervals within frequentistic approach in a straightforward and optimal fashion, ensuring the best resolution of non-boundary values as well as robustness for…

Data Analysis, Statistics and Probability · Physics 2011-04-06 Fyodor V. Tkachov

Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…

Methodology · Statistics 2025-10-02 Alexis Romero , Kyle Cranmer , Daniel Whiteson

Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…

Machine Learning · Statistics 2022-08-25 Steven Stetzler , Michael Grosskopf , Earl Lawrence

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

Gaussian processes are now commonly used in dimensionality reduction approaches tailored to neuroscience, especially to describe changes in high-dimensional neural activity over time. As recording capabilities expand to include neuronal…

Machine Learning · Statistics 2024-12-24 Evren Gokcen , Anna I. Jasper , Adam Kohn , Christian K. Machens , Byron M. Yu

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang
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