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Hypothesis testing in high dimensional data is a notoriously difficult problem without direct access to competing models' likelihood functions. This paper argues that statistical divergences can be used to quantify the difference between…

Data Analysis, Statistics and Probability · Physics 2024-08-02 Jeremy J. H. Wilkinson , Christopher G. Lester

Benchmarking is generally accepted as an important element in demonstrating the correctness of computer simulations. In the modern sense, a benchmark is a computer simulation result that has evidence of correctness, is accompanied by…

Plasma Physics · Physics 2015-06-12 M. M. Turner , A. Derzsi , Z. Donko , D. Eremin , S. J. Kelly , T. Lafleur , T. Mussenbrock

The scan statistic is by far the most popular method for anomaly detection, being popular in syndromic surveillance, signal and image processing, and target detection based on sensor networks, among other applications. The use of the scan…

Methodology · Statistics 2016-11-28 Ery Arias-Castro , Rui M. Castro , Ervin Tánczos , Meng Wang

A new method to simulate probability distributions in regions where the events are VERY unlikely (e.g. p ~ 10^{-40}) is presented. The basic idea is to represent the underlying probability space by the phase space of a physical system. The…

Disordered Systems and Neural Networks · Physics 2009-11-07 Alexander K. Hartmann

Precise modelling of a signal in processes with multiple observables, exhibiting a complex dependency on the underlying parameters, is often a difficult and challenging task. Predicting the results of experimental measurements in…

High Energy Physics - Phenomenology · Physics 2025-12-16 Nikita Belyaev , Rostislav Konoplich , Kirill Prokofiev

Statistical modeling of data sets by neural-network techniques is offered as an alternative to traditional semiempirical approaches to global modeling of nuclear properties. New results are presented to support the position that such novel…

Nuclear Theory · Physics 2017-08-23 J. W. Clark , E. Mavrommatis , S. Athanassopoulos , A. Dakos , K. Gernoth

Observations or measurements taken of a quantum system (a small number of fundamental particles) are inherently random. If the state of the system depends on unknown parameters, then the distribution of the outcome depends on these…

Statistics Theory · Mathematics 2007-06-13 Richard D. Gill

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…

The spatial scan statistic is widely used to detect disease clusters in epidemiological surveillance. Since the seminal work by~\cite{kulldorff1997}, numerous extensions have emerged, including methods for defining scan regions, detecting…

Methodology · Statistics 2025-02-11 Takayuki Kawashima , Daisuke Yoneoka , Yuta Tanoue , Akifumi Eguchi , Shuhei Nomura

This chapter illustrates how tools from univariate and multivariate statistics of extremes can complement classical methods used to study brain signals and enhance the understanding of brain activity and connectivity during specific…

Applications · Statistics 2024-04-16 Paolo V. Redondo , Matheus B. Guerrero , Raphaël Huser , Hernando Ombao

Anomaly detection has important applications in biosurveilance and environmental monitoring. When comparing measured data to data drawn from a baseline distribution, merely, finding clusters in the measured data may not actually represent…

Computational Geometry · Computer Science 2016-08-31 Deepak Agarwal , Jeff M. Phillips , Suresh Venkatasubramanian

In physics, it is frequently needed to precisely measure the count rate of some process. Quite often one needs to account for electronics dead time, pile-up and other features of data acquisition system to avoid systematic shifts of the…

Instrumentation and Detectors · Physics 2019-06-06 Alexander Nozik

In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…

Data Analysis, Statistics and Probability · Physics 2017-08-07 Marek W. Gutowski

We discuss advanced statistical methods to improve parameter estimation of nuclear models. In particular, using the Liquid Drop Model for nuclear binding energies, we show that the area around the global $\chi^2$ minimum can be efficiently…

Nuclear Theory · Physics 2018-11-26 M. Shelley , P. Becker , A. Gration , A. Pastore

Model-independent searches in particle physics aim at completing our knowledge of the universe by looking for new possible particles not predicted by the current theories. Such particles, referred to as signal, are expected to behave as a…

Applications · Statistics 2019-05-31 Alessandro Casa , Giovanna Menardi

A new test statistic based on success runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail. It supplements the classic $\chi^{2}$ test which ignores the…

Statistics Theory · Mathematics 2017-04-10 Frederik Beaujean , Allen Caldwell

We present a novel scheme to boost detection power for kernel maximum mean discrepancy based sequential change-point detection procedures. Our proposed scheme features an optimal sub-sampling of the history data before the detection…

Methodology · Statistics 2023-01-19 Song Wei , Chaofan Huang

We propose a novel quantum technique to search for unmodeled anomalies in multidimensional binned collider data. We propose associating an Ising lattice spin site with each bin, with the Ising Hamiltonian suitably constructed from the…

High Energy Physics - Phenomenology · Physics 2025-06-30 Konstantin T. Matchev , Prasanth Shyamsundar , Jordan Smolinsky

Physical theories that depend on many parameters or are tested against data from many different experiments pose unique challenges to statistical inference. Many models in particle physics, astrophysics and cosmology fall into one or both…

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk