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This paper deals with parameter estimation in pair hidden Markov models (pair-HMMs). We first provide a rigorous formalism for these models and discuss possible definitions of likelihoods. The model being biologically motivated, some…

Statistics Theory · Mathematics 2010-12-09 Ana Arribas-Gil , Elisabeth Gassiat , Catherine Matias

It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects…

Methodology · Statistics 2016-03-02 Nirian Martin , Leandro Pardo , Konstantinos Zografos

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

The Bayesian Block algorithm, originally developed for applications in astronomy, can be used to improve the binning of histograms in high energy physics. The visual improvement can be dramatic, as shown here with two simple examples. More…

Data Analysis, Statistics and Probability · Physics 2019-06-14 Brian Pollack , Saptaparna Bhattacharya , Michael Schmitt

We present a novel approach to identify potential dispersed signals of new physics in the slew of published LHC results. It employs a random walk algorithm to introduce sets of new particles, dubbed "proto-models", which are tested against…

High Energy Physics - Phenomenology · Physics 2021-05-20 Sabine Kraml , Andre Lessa , Wolfgang Waltenberger

Using the likelihood ratio test statistic, we present a method which can be employed to test the hypothesis of a single Higgs boson using the matrix of measured signal strengths. This method can be applied in the presence of incomplete data…

High Energy Physics - Phenomenology · Physics 2015-02-05 André David , Jaana Heikkilä , Giovanni Petrucciani

This paper studies the robustness of quasi-maximum-likelihood (QML) estimation in hidden Markov models (HMMs) when the regime-switching structure is misspecified. Specifically, we examine the case where the true data-generating process…

Econometrics · Economics 2026-01-14 Demian Pouzo , Martin Sola , Zacharias Psaradakis

Large language models (LLMs) are stochastic, and not all models give deterministic answers, even when setting temperature to zero with a fixed random seed. However, few benchmark studies attempt to quantify uncertainty, partly due to the…

Computation and Language · Computer Science 2025-06-30 Robert E. Blackwell , Jon Barry , Anthony G. Cohn

We propose a method to estimate the probability of new physics discovery in future high energy physics experiments. Physics simulation gives both the average numbers $<N_b>$ of background and $<N_s>$ of signal events. We find that the…

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

High dimensional hypothesis test deals with models in which the number of parameters is significantly larger than the sample size. Existing literature develops a variety of individual tests. Some of them are sensitive to the dense and small…

Statistics Theory · Mathematics 2018-08-09 Cheng Zhou , Xinsheng Zhang , Wenxin Zhou , Han Liu

Parametric inference posits a statistical model that is a specified family of probability distributions. Restricted inference, e.g., restricted likelihood ratio testing, attempts to exploit the structure of a statistical submodel that is a…

Statistics Theory · Mathematics 2019-03-22 Michael W. Trosset , Carey E. Priebe

Supersymmetry with heavy scalars is a model where at the LHC we have to rely on rate measurements to determine the parameters of the underlying new physics. For this example we show how to properly combine rate measurements with kinematic…

High Energy Physics - Phenomenology · Physics 2011-04-14 Emmanuel Turlay , Remi Lafaye , Tilman Plehn , Michael Rauch , Dirk Zerwas

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

Computation · Statistics 2023-02-21 Juan Kuntz , Jen Ning Lim , Adam M. Johansen

We consider the hypothesis testing problem of deciding whether an observed high-dimensional vector has independent normal components or, alternatively, if it has a small subset of correlated components. The correlated components may have a…

Statistics Theory · Mathematics 2012-06-04 Ery Arias-Castro , Sébastien Bubeck , Gábor Lugosi

Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…

Methodology · Statistics 2021-03-10 Sai Li , Tony T. Cai , Hongzhe Li

These notes survey and explore an emerging method, which we call the low-degree method, for predicting and understanding statistical-versus-computational tradeoffs in high-dimensional inference problems. In short, the method posits that a…

Statistics Theory · Mathematics 2019-07-29 Dmitriy Kunisky , Alexander S. Wein , Afonso S. Bandeira

Physics beyond the Standard Model can manifest itself as both new light states and heavy degrees of freedom. In this paper, we assume that the former comprise only a sterile neutrino, $N$. Therefore, the most agnostic description of the new…

High Energy Physics - Phenomenology · Physics 2019-12-12 Jonathan M. Butterworth , Mikael Chala , Christoph Englert , Michael Spannowsky , Arsenii Titov

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

In the framework of nuclear physics and at nuclear physics facilities a large number of different experiments can be performed which render the possibility to investigate fundamental symmetries and interactions in nature. In particular, the…

Nuclear Experiment · Physics 2014-11-18 Klaus Jungmann

Thousands of person-years have been invested in searches for New Physics (NP), the majority of them motivated by theoretical considerations. Yet, no evidence of beyond the Standard Model (BSM) physics has been found. This suggests that…

High Energy Physics - Experiment · Physics 2024-10-22 Shikma Bressler , Inbar Savoray , Yuval Zurgil