Related papers: Unbiased Estimators for Correlation Measurements
Requirements for correlation measurements in high--multiplicity events are discussed. Attention is focussed on detection of so--called hot spots, two--particle rapidity correlations, two--particle momentum correlations (for quantum…
Multiplicity correlation measurements provide insight into the dynamics of high energy collisions. Models describing these collisions need these correlation measurements to tune the strengths of the underlying QCD processes which influence…
We study statistics dependence of the probability distributions and the means of measured moments of conserved quantities, respectively. The required statistics of all interested moments and their products are estimated based on a simple…
Properties of weighted averages are studied for the general case that the individual measurements are subject to hidden correlations and have asymmetric statistical as well as systematic errors. Explicit expressions are derived for an…
Entries of datasets are often collected only if an event occurred: taking a survey, enrolling in an experiment and so forth. However, such partial samples bias classical correlation estimators. Here we show how to correct for such sampling…
A procedure for the evaluation of correlators of any order in a reasonable computer time is presented. Connection between correlators and fluctuations of the event mean values of observables is discussed. Extension of the procedure to…
Central moments and cumulants are often employed to characterize the distribution of data. The skewness and kurtosis are particularly useful for the detection of outliers, the assessment of departures from normally distributed data,…
Causal inference necessarily relies upon untestable assumptions; hence, it is crucial to assess the robustness of obtained results to violations of identification assumptions. However, such sensitivity analysis is only occasionally…
Many decision problems cannot be solved exactly and use several estimation algorithms that assign scores to the different available options. The estimation errors can have various correlations, from low (e.g. between two very different…
In general, underestimation of risk is something which should be avoided as far as possible. Especially in financial asset management, equity risk is typically characterized by the measure of portfolio variance, or indirectly by quantities…
The asymptotic behavior of estimates and information criteria in linear models are studied in the context of hierarchically correlated sampling units. The work is motivated by biological data collected on species where autocorrelation is…
Correlation measure of order $k$ is an important measure of randomness in binary sequences. This measure tries to look for dependence between several shifted version of a sequence. We study the relation between the correlation measure of…
Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…
We report on a considerable improvement in the technique of measuring multiparticle correlations via integrals over correlation functions. A modification of measures used in the characterization of chaotic dynamical sytems permits fast and…
Two-particle correlation measurements and analysis are an important component of the relativistic heavy-ion physics program. In particular, particle pair-number correlations on two-dimensional transverse momentum ($p_t$) allow unique access…
Many measurements at collider experiments study physics candidates that are a subset of a collision event. The presence of multiple such candidates in a given event can cause raw biases which are large compared to typical statistical…
The simplest observables used to probe the interaction of hard partons with a QCD medium in ultrarelativistic heavy ion collisions measure disappearance, such as the nuclear modification factor R_AA. The information content of such…
Noise is an unavoidable part of most measurements which can hinder a correct interpretation of the data. Uncertainties propagate in the data analysis and can lead to biased results even in basic descriptive statistics such as the central…
Using a maximum-likelihood criterion, we derive optimal correlation strategies for signals with and without digitization. We assume that the signals are drawn from zero-mean Gaussian distributions, as is expected in radio-astronomical…
The best linear unbiased estimator (BLUE) is a popular statistical method adopted to combine multiple measurements of the same observable taking into account individual uncertainties and their correlation. The method is unbiased by…