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The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…

Data Analysis, Statistics and Probability · Physics 2012-08-28 Diego Casadei

Many particle physics analyses which need to discriminate some background process from a signal ignore event-by-event resolutions of kinematic variables. Adding this information, as is done for missing momentum significance, can only…

High Energy Physics - Phenomenology · Physics 2013-10-30 Benjamin Nachman , Christopher G. Lester

Improving Importance Sampling estimators for rare event probabilities requires sharp approx- imations of the optimal density leading to a nearly zero-variance estimator. This paper presents a new way to handle the estimation of the…

Statistics Theory · Mathematics 2014-01-15 Virgile Caron

Event datasets are sequences of events of various types occurring irregularly over the time-line, and they are increasingly prevalent in numerous domains. Existing work for modeling events using conditional intensities rely on either using…

Machine Learning · Computer Science 2020-02-25 Tian Gao , Dharmashankar Subramanian , Karthikeyan Shanmugam , Debarun Bhattacharjya , Nicholas Mattei

In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…

In this paper I conceptualise a novel approach for capturing coincidences between events that have not necessarily an observed causal relationship. Building on the Transcendental Information Cascades approach I outline a tensor theory of…

Physics and Society · Physics 2019-11-19 Markus Luczak-Roesch

It is generally believed that more observations provide more information. However, we observe that in the independence test for rare events, the power of the test is, surprisingly, determined by the number of rare events rather than the…

Methodology · Statistics 2025-06-17 Danyang Huang , Liyuan Wang , Liping Zhu

Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…

Statistics Theory · Mathematics 2026-05-06 Yannick Baraud

Background subtraction has been a driving engine for many computer vision and video analytics tasks. Although its many variants exist, they all share the underlying assumption that photometric scene properties are either static or exhibit…

Computer Vision and Pattern Recognition · Computer Science 2009-10-16 P. M. Jodoin , V. Saligrama , J. Konrad

We describe a method for estimation of the discovery potential on new physics in planned experiments. The effective significance of signal for given probability of observation is proposed for planned experiments instead of the usual…

High Energy Physics - Phenomenology · Physics 2007-05-23 S. I. Bityukov , N. V. Krasnikov

Simulation-based inference (SBI) makes it possible to infer the parameters of a model from high-dimensional low-level features of the observed events. In this work we show how this method can be used to establish the presence of a weak…

High Energy Physics - Phenomenology · Physics 2024-07-31 Kierthika Chathirathas , Torben Ferber , Felix Kahlhoefer , Alessandro Morandini

A comprehensive new approach is presented for deriving probability densities of physical properties characterizing lens or source that constitute an observed galactic microlensing event. While previously encountered problems are overcome,…

Astrophysics · Physics 2009-11-11 M. Dominik

A Bayesian analysis of the probability of a signal in the presence of background is developed, and criteria are proposed for claiming evidence for, or the discovery of a signal. The method is general and in particular applicable to sparsely…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Allen Caldwell , Kevin Kröninger

Several experiments in high-energy physics and astrophysics can be treated as on/off measurements, where an observation potentially containing a new source or effect ("on" measurement) is contrasted with a background-only observation free…

Data Analysis, Statistics and Probability · Physics 2018-05-23 G. Vianello

In high-energy astrophysics, it is common practice to account for the background overlaid with the counts from the source of interest with the help of auxiliary measurements carried on by pointing off-source. In this "on/off" measurement,…

Instrumentation and Methods for Astrophysics · Physics 2014-12-12 Diego Casadei

Rare events play a key role in many applications and numerous algorithms have been proposed for estimating the probability of a rare event. However, relatively little is known on how to quantify the sensitivity of the probability with…

Probability · Mathematics 2019-02-06 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Luc Rey-Bellet

A definition for the statistical significance by constructing a correlation between the normal distribution integral probability and the p-value observed in an experiment is proposed, which is suitable for both counting experiment and…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Yongsheng Zhu

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…

High Energy Astrophysical Phenomena · Physics 2009-11-13 P. A. Sturrock , J. D. Scargle

An event-based maximum likelihood method for handling X-ray polarimetry data is extended to include the effects of background and nonuniform sampling of the possible position angle space. While nonuniform sampling in position angle space…

Instrumentation and Methods for Astrophysics · Physics 2024-02-06 Herman L. Marshall

Message importance measure (MIM) is an important index to describe the message importance in the scenario of big data. Similar to the Shannon Entropy and Renyi Entropy, MIM is required to characterize the uncertainty of a random process and…

Information Theory · Computer Science 2016-07-07 Pingyi Fan , Yunquan Dong , Jiaxun Lu , Shanyun Liu