DOCSLIB.ORG

Monte Carlo Simulation and Crystal Ball

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
Monte Carlo Simulation and Crystal Ball ORACLE® CRYSTAL BALL, FUSION EDITION RELEASE 11.1.2 USER'S GUIDE Crystal Ball User's Guide, 11.1.2 Copyright © 1988, 2010, Oracle and/or its affiliates. All rights reserved. Authors: EPM Information Development Team This software and related documentation are provided under a license agreement containing restrictions on use and disclosure and are protected by intellectual property laws. Except as expressly permitted in your license agreement or allowed by law, you may not use, copy, reproduce, translate, broadcast, modify, license, transmit, distribute, exhibit, perform, publish, or display any part, in any form, or by any means. Reverse engineering, disassembly, or decompilation of this software, unless required by law for interoperability, is prohibited. The information contained herein is subject to change without notice and is not warranted to be error-free. If you find any errors, please report them to us in writing. If this software or related documentation is delivered to the U.S. Government or anyone licensing it on behalf of the U.S. Government, the following notice is applicable: U.S. GOVERNMENT RIGHTS: Programs, software, databases, and related documentation and technical data delivered to U.S. Government customers are "commercial computer software" or "commercial technical data" pursuant to the applicable Federal Acquisition Regulation and agency-specific supplemental regulations. As such, the use, duplication, disclosure, modification, and adaptation shall be subject to the restrictions and license terms set forth in the applicable Government contract, and, to the extent applicable by the terms of the Government contract, the additional rights set forth in FAR 52.227-19, Commercial Computer Software License (December 2007). Oracle USA, Inc., 500 Oracle Parkway, Redwood City, CA 94065. This software is developed for general use in a variety of information management applications. It is not developed or intended for use in any inherently dangerous applications, including applications which may create a risk of personal injury. If you use this software in dangerous applications, then you shall be responsible to take all appropriate fail-safe, backup, redundancy, and other measures to ensure the safe use of this software. Oracle Corporation and its affiliates disclaim any liability for any damages caused by use of this software in dangerous applications. Oracle is a registered trademark of Oracle Corporation and/or its affiliates. Other names may be trademarks of their respective owners. This software and documentation may provide access to or information on content, products, and services from third parties. Oracle Corporation and its affiliates are not responsible for and expressly disclaim all warranties of any kind with respect to third-party content, products, and services. Oracle Corporation and its affiliates will not be responsible for any loss, costs, or damages incurred due to your access to or use of third-party content, products, or services. Contents Chapter 1. Welcome ................................................................ 13 Introduction ......................................................... 13 Who Should Use This Program ........................................... 14 What You Will Need ................................................... 14 About the Crystal Ball Documentation Set ................................... 14 Screen Capture Notes ............................................... 16 Getting Help ......................................................... 16 Technical Support and More ............................................. 17 Chapter 2. Crystal Ball Overview ....................................................... 19 Introduction ......................................................... 19 Model Building and Risk Analysis Overview .................................. 19 What is a Model? .................................................. 20 Risk and Certainty ................................................. 20 How Crystal Ball Differs from Traditional Analysis Tools ..................... 21 Monte Carlo Simulation and Crystal Ball ................................. 22 Crystal Ball Feature Overview ............................................ 24 Charts and Analysis Tools ............................................ 24 Other Crystal Ball Tools ............................................. 31 Process Capability Features ........................................... 33 Trend Analysis with Predictor ......................................... 33 Optimizing Decision Variable Values with OptQuest ........................ 33 Steps for Using Crystal Ball .............................................. 34 Resources for Learning Crystal Ball ..................................... 34 Starting and Closing Crystal Ball .......................................... 34 Starting Crystal Ball Manually ......................................... 35 Starting Crystal Ball Automatically ...................................... 35 Crystal Ball Welcome Screen .......................................... 35 Closing Crystal Ball ................................................. 36 Crystal Ball Menus and Toolbar ........................................... 36 The Crystal Ball Menus .............................................. 36 The Crystal Ball Toolbar ............................................. 37 Contents iii Crystal Ball Tutorials ................................................... 38 Chapter 3. Defining Model Assumptions .................................................. 39 Introduction ......................................................... 39 Types of Data Cells .................................................... 39 About Assumptions and Probability Distributions ............................. 40 Defining Assumptions .................................................. 40 Entering Assumptions .................................................. 40 Additional Assumption Features .......................................... 43 Entering Cell References and Formulas .................................. 44 Alternate Parameter Sets ............................................. 45 Fitting Distributions to Data .......................................... 46 Specifying Correlations Between Assumptions ............................. 49 Setting Assumption Preferences ........................................ 52 Using the Crystal Ball Distribution Gallery ................................... 53 Displaying the Distribution Gallery ..................................... 53 Distribution Gallery Window ......................................... 53 Managing Distributions ............................................. 55 Managing Categories ................................................ 59 Chapter 4. Defining Other Model Elements ................................................ 65 Introduction ......................................................... 65 Defining Decision Variable Cells .......................................... 65 Defining Forecasts .................................................... 66 Setting Forecast Preferences ........................................... 67 Working with Crystal Ball Data ........................................... 70 Editing Crystal Ball Data ............................................. 70 Selecting and Reviewing Data ......................................... 72 Setting Cell Preferences ................................................. 74 Saving and Restoring Models ............................................. 75 Chapter 5. Running Simulations ........................................................ 77 Introduction ......................................................... 77 About Crystal Ball Simulations ........................................... 77 Setting Run Preferences ................................................ 78 Setting Trials Preferences ............................................. 79 Setting Sampling Preferences .......................................... 79 Setting Speed Preferences ............................................ 80 Setting Options Preferences ........................................... 81 Setting Statistics Preferences .......................................... 82 iv Contents Freezing Crystal Ball Data Cells ........................................... 82 Running Simulations .................................................. 83 Starting Simulations ................................................ 83 Stopping Simulations ............................................... 84 Continuing Simulations ............................................. 84 Resetting and Rerunning Simulations .................................... 84 Single-Stepping .................................................... 84 The Crystal Ball Control Panel ......................................... 85 Managing Chart Windows ............................................... 86 Single Windows ................................................... 86 Multiple Windows ................................................. 86 Saving and Restoring Simulation Results .................................... 88 Saving Crystal Ball Simulation Results ................................... 88 Restoring Crystal Ball Simulation Results ................................. 89 Using Restored Results .............................................. 89 Restored Results with Capability Metrics ................................. 90 Functions for Use in Microsoft Excel Models ................................. 90 Running User-Defined Macros ..........................................
Load more

Recommended publications
  • Luca Lista Statistical Methods for Data Analysis in Particle Physics Lecture Notes in Physics
    Lecture Notes in Physics 909 Luca Lista Statistical Methods for Data Analysis in Particle Physics Lecture Notes in Physics Volume 909 Founding Editors W. Beiglböck J. Ehlers K. Hepp H. Weidenmüller Editorial Board M. Bartelmann, Heidelberg, Germany B.-G. Englert, Singapore, Singapore P. Hänggi, Augsburg, Germany M. Hjorth-Jensen, Oslo, Norway R.A.L. Jones, Sheffield, UK M. Lewenstein, Barcelona, Spain H. von Löhneysen, Karlsruhe, Germany J.-M. Raimond, Paris, France A. Rubio, Donostia, San Sebastian, Spain S. Theisen, Potsdam, Germany D. Vollhardt, Augsburg, Germany J.D. Wells, Ann Arbor, USA G.P. Zank, Huntsville, USA The Lecture Notes in Physics The series Lecture Notes in Physics (LNP), founded in 1969, reports new devel- opments in physics research and teaching-quickly and informally, but with a high quality and the explicit aim to summarize and communicate current knowledge in an accessible way. Books published in this series are conceived as bridging material between advanced graduate textbooks and the forefront of research and to serve three purposes: • to be a compact and modern up-to-date source of reference on a well-defined topic • to serve as an accessible introduction to the field to postgraduate students and nonspecialist researchers from related areas • to be a source of advanced teaching material for specialized seminars, courses and schools Both monographs and multi-author volumes will be considered for publication. Edited volumes should, however, consist of a very limited number of contributions only. Proceedings will not be considered for LNP. Volumes published in LNP are disseminated both in print and in electronic for- mats, the electronic archive being available at springerlink.com.
    [Show full text]
  • Arxiv:1312.5000V2 [Hep-Ex] 30 Dec 2013
    1 Mass distributions marginalized over per-event errors a b 2 D. Mart´ınezSantos , F. Dupertuis a 3 NIKHEF and VU University Amsterdam, Amsterdam, The Netherlands b 4 Ecole Polytechnique F´ed´erale de Lausanne (EPFL), Lausanne, Switzerland 5 Abstract 6 We present generalizations of the Crystal Ball function to describe mass peaks 7 in which the per-event mass resolution is unknown and marginalized over. The 8 presented probability density functions are tested using a series of toy MC sam- 9 ples generated with Pythia and smeared with different amounts of multiple 10 scattering and for different detector resolutions. 11 Keywords: statistics, invariant mass peaks 12 1. Introduction A very common probability density function (p:d:f:) used to fit the mass peak of a resonance in experimental particle physics is the so-called Crystal Ball (CB) function [1{3]: 8 2 − 1 ( m−µ ) m−µ <>e 2 σ , if > −a p(m) / σ (1) > m−µ n :A B − σ , otherwise 13 where m is the free variable (the measured mass), µ is the most probable value 14 (the resonance mass), σ the resolution, a is called the transition point and n the arXiv:1312.5000v2 [hep-ex] 30 Dec 2013 15 power-law exponent. A and B are calculated by imposing the continuity of the 16 function and its derivative at the transition point a. This function consists of a 17 Gaussian core, that models the detector resolution, with a tail on the left-hand 18 side that parametrizes the effect of photon radiation by the final state particles 19 in the decay.
    [Show full text]
  • Crystal Ball® 7.2.2 User Manual T Corporationand Other U.S
    Crystal Ball® 7.2.2 User Manual This manual, and the software described in it, are furnished under license and may only be used or copied in accordance with the terms of the license agreement. Information in this document is provided for informational purposes only, is subject to change without notice, and does not represent a commitment as to merchantability or fitness for a particular purpose by Decisioneering, Inc. No part of this manual may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopying and recording, for any purpose without the express written permission of Decisioneering, Inc. Written, designed, and published in the United States of America. To purchase additional copies of this document, contact the Technical Services or Sales Department at the address below: Decisioneering, Inc. 1515 Arapahoe St., Suite 1311 Denver, Colorado, USA 80202 Phone: +1 303-534-1515 Toll-free sales: 1-800-289-2550 Fax: 1-303-534-4818 © 1988-2006, Decisioneering, Inc. Decisioneering® is a registered trademark of Decisioneering, Inc. Crystal Ball® is a registered trademark of Decisioneering, Inc. CB Predictor™ is a trademark of Decisioneering, Inc. OptQuest® is a registered trademark of Optimization Technologies, Inc. Microsoft® is a registered trademark of Microsoft Corporation in the U.S. and other countries. FLEXlm™ is a trademark of Macrovision Corporation. Chart FX® is a registered trademark of Software FX, Inc. is a registered trademark of Frontline Systems, Inc. Other product names mentioned herein may be trademarks and/or registered trademarks of the respective holders. MAN-CBUM 070202-2 6/15/06 Contents Welcome to Crystal Ball® Who should use this program ...................................................................1 What you will need ....................................................................................1 About the Crystal Ball documentation set ................................................2 Conventions used in this manual ...................................................................
    [Show full text]
  • Roofit Users Manual V2.91 W
    Document version 2.91-33 – October 14, 2008 RooFit Users Manual v2.91 W. Verkerke, D. Kirkby Table of Contents Table of Contents .................................................................................................................................... 2 What is RooFit? ....................................................................................................................................... 4 1. Installation and setup of RooFit .......................................................................................................... 6 2. Getting started ..................................................................................................................................... 7 Building a model .................................................................................................................................. 7 Visualizing a model .............................................................................................................................. 7 Importing data ...................................................................................................................................... 9 Fitting a model to data ....................................................................................................................... 10 Generating data from a model ........................................................................................................... 13 Parameters and observables ...........................................................................................................
    [Show full text]
  • LECTURE 2: PROBABILITY DISTRIBUTIONS STATISTICAL ANALYSIS in EXPERIMENTAL PARTICLE PHYSICS Kai-Feng Chen National Taiwan University
    LECTURE 2: PROBABILITY DISTRIBUTIONS STATISTICAL ANALYSIS IN EXPERIMENTAL PARTICLE PHYSICS Kai-Feng Chen National Taiwan University !1 PROPERTIES OF DISTRIBUTIONS ➤ Several useful quantities which characterize probability distributions. The PDF f(X) is used as a weighting function to obtain the corresponding quantities. ➤ The expectation E of a function g(X) is given by E(g)= g(X) = g(X)f(X)dx h i Z⌦ where Ω is the entire space. ➤ The mean is simply the expected value of X: µ = E(X)= X = Xf(X)dx h i Z⌦ ➤ The expectation of the function (X–μ)2 is the variance V: V = σ2 = E((X µ)2)= (X µ)2f(X)dx = X2f(X)dx µ2 − − − Z⌦ Z⌦ !2 COVARIANCE AND CORRELATION ➤ Covariance and correlation are two further useful numerical characteristics. Consider a joint density f(X,Y) of two variables, the covariance is the expectation of (X–μX)(Y–μY): cov(X, Y )=E((X µ )(Y µ )) = E(XY ) E(X)E(Y ) − X − Y − ➤ Another one is the correlation coefficient, which is defined by cov(X, Y ) corr(X, Y )=⇢(X, Y )= σX σY ➤ When there are more than 2 variables, the covariance (and correlation) can be still defined for each 2D joint distribution for Xi and Xj. The matrix with elements cov(Xi,Xj) is called the covariance matrix (or variance/error matrix). The diagonal elements are just the variances: cov(X ,X )=E(X2) E(X )2 = σ2 i i i − i Xi !3 UNCORRELATED? INDEPENDENT? ➤ A usual confusion is the two statements “uncorrelated” and “independent”.
    [Show full text]
  • Ÿþc R Y S T a L B a L L R E F E R E N C E a N D E X a M P L E S
    Oracle® Crystal Ball Reference and Examples Guide Release 11.1.2.2 Crystal Ball Reference and Examples Guide, 11.1.2.2 Copyright © 1988, 2012, Oracle and/or its affiliates. All rights reserved. Authors: EPM Information Development Team Oracle and Java are registered trademarks of Oracle and/or its affiliates. Other names may be trademarks of their respective owners. This software and related documentation are provided under a license agreement containing restrictions on use and disclosure and are protected by intellectual property laws. Except as expressly permitted in your license agreement or allowed by law, you may not use, copy, reproduce, translate, broadcast, modify, license, transmit, distribute, exhibit, perform, publish, or display any part, in any form, or by any means. Reverse engineering, disassembly, or decompilation of this software, unless required by law for interoperability, is prohibited. The information contained herein is subject to change without notice and is not warranted to be error-free. If you find any errors, please report them to us in writing. If this is software or related documentation that is delivered to the U.S. Government or anyone licensing it on behalf of the U.S. Government, the following notice is applicable: U.S. GOVERNMENT RIGHTS: Programs, software, databases, and related documentation and technical data delivered to U.S. Government customers are "commercial computer software" or "commercial technical data" pursuant to the applicable Federal Acquisition Regulation and agency-specific supplemental regulations. As such, the use, duplication, disclosure, modification, and adaptation shall be subject to the restrictions and license terms set forth in the applicable Government contract, and, to the extent applicable by the terms of the Government contract, the additional rights set forth in FAR 52.227-19, Commercial Computer Software License (December 2007).
    [Show full text]
  • Ÿþc Rystal B All U
    Oracle® Crystal Ball Oracle® Crystal Ball Decision Optimizer Oracle® Crystal Ball Enterprise Performance Management Oracle® Crystal Ball Classroom Student Edition Oracle® Crystal Ball Classroom Faculty Edition Oracle® Crystal Ball Enterprise Performance Management for Oracle Hyperion Enterprise Planning Suite Oracle® Crystal Ball Suite User's Guide Release 11.1.2 Crystal Ball User's Guide, 11.1.2 Copyright © 1988, 2012, Oracle and/or its affiliates. All rights reserved. Authors: EPM Information Development Team Oracle and Java are registered trademarks of Oracle and/or its affiliates. Other names may be trademarks of their respective owners. This software and related documentation are provided under a license agreement containing restrictions on use and disclosure and are protected by intellectual property laws. Except as expressly permitted in your license agreement or allowed by law, you may not use, copy, reproduce, translate, broadcast, modify, license, transmit, distribute, exhibit, perform, publish, or display any part, in any form, or by any means. Reverse engineering, disassembly, or decompilation of this software, unless required by law for interoperability, is prohibited. The information contained herein is subject to change without notice and is not warranted to be error-free. If you find any errors, please report them to us in writing. If this is software or related documentation that is delivered to the U.S. Government or anyone licensing it on behalf of the U.S. Government, the following notice is applicable: U.S. GOVERNMENT RIGHTS: Programs, software, databases, and related documentation and technical data delivered to U.S. Government customers are "commercial computer software" or "commercial technical data" pursuant to the applicable Federal Acquisition Regulation and agency-specific supplemental regulations.
    [Show full text]
  • Comparison of Unfolding Methods Using Roofitunfold
    Comparison of unfolding methods using RooFitUnfold Lydia Brenner,∗ Pim Verschuuren∗, Rahul Balasubramanian, Carsten Burgard, Vincent Croft, Glen Cowan, Wouter Verkerke May 14, 2020 Abstract In this paper we describe RooFitUnfold, an extension of the RooFit statistical software package to treat unfolding problems, and which includes most of the unfolding methods that commonly used in particle physics. The package provides a common interface to these algorithms as well as common uniform methods to evaluate their performance in terms of bias, variance and coverage. In this paper we exploit this common interface of RooFitUnfold to compare the performance of unfolding with the Richardson-Lucy, Iterative Dynamically Stabilized, Tikhonov, Gaussian Process, Bin- by-bin and inversion methods on several example problems. 1 Introduction In High Energy Physics (HEP) and in many other fields one often measures distributions of quantities such as particle energies or other characteristics of observed events. Because the experimental apparatus (the \detector") inevitably has a limited resolution, the measured (or \reconstructed") value of the quantity in question will differ in general from its true value. This results in a distortion or smearing of the measured distribution relative to what would be obtained if the detector had perfect resolution. The statistical procedure of estimating the true distribution from the directly measured one is usually called unfolding in HEP, or deconvolution in many other fields. Unfolding algorithms and their implementation in software have been widely discussed in HEP (see, e.g., Refs. [5, 23, 6, 11, 19, 2, 3]). In this paper we describe an extension of the statistical software RooFit [22] to treat unfolding problems called RooFitUnfold.
    [Show full text]
  • UNIVERSITY of CALIFORNIA SAN DIEGO Observation of Higgs Boson
    UNIVERSITY OF CALIFORNIA SAN DIEGO Observation of Higgs boson production in association with a top quark-antiquark pair in the diphoton decay channel A dissertation submitted in partial satisfaction of the requirements for the degree Doctor of Philosophy in Physics by Samuel James May Committee in charge: Professor Avraham Yagil, Chair Professor Garrison Cottrell Professor Aneesh Manohar Professor Julian McAuley Professor Frank Würthwein 2020 Copyright Samuel James May, 2020 All rights reserved. The dissertation of Samuel James May is approved, and it is acceptable in quality and form for publication on microfilm and electronically: Chair University of California San Diego 2020 iii DEDICATION To my mom and dad, who have always encouraged my curiosity and supported my education. iv EPIGRAPH Sometimes science is more art than science. —Rick Sanchez v TABLE OF CONTENTS Signature Page . iii Dedication . iv Epigraph . v Table of Contents . vi List of Figures . ix List of Tables . xiii Acknowledgements . xiv Vita . xvii Abstract of the Dissertation . xviii Chapter 1 Introduction . 1 Chapter 2 Theory . 3 2.1 Introduction . 3 2.2 Quantum Field Theory . 5 2.2.1 Classical Field Theory . 5 2.2.2 Quantum Mechanics . 6 2.2.3 The Klein-Gordon Field . 6 2.2.4 Spinor & Vector Fields . 9 2.3 The Standard Model of Particle Physics . 10 2.3.1 Gauge Fields . 11 2.3.2 Quantum Electrodynamics . 12 2.3.3 Quantum Chromodynamics . 13 2.3.4 Spontaneous Symmetry Breaking & The Higgs Mechanism . 15 2.3.5 Electroweak Interactions . 18 2.3.6 Shortcomings of the Standard Model . 21 2.3.7 The Higgs Boson .
    [Show full text]
  • Uncertainty Quantification in Unfolding Elementary Particle Spectra at the Large Hadron Collider
    Uncertainty quantification in unfolding elementary particle spectra at the Large Hadron Collider THÈSE NO 7118 (2016) PRÉSENTÉE LE 22 JUILLET 2016 À LA FACULTÉ DES SCIENCES DE BASE CHAIRE DE STATISTIQUE MATHÉMATIQUE PROGRAMME DOCTORAL EN MATHÉMATIQUES ÉCOLE POLYTECHNIQUE FÉDÉRALE DE LAUSANNE POUR L'OBTENTION DU GRADE DE DOCTEUR ÈS SCIENCES PAR Mikael Johan KUUSELA acceptée sur proposition du jury: Prof. F. Nobile, président du jury Prof. V. Panaretos, directeur de thèse Prof. Ph. Stark, rapporteur Prof. S. Wood, rapporteur Prof. A. Davison, rapporteur Suisse 2016 “If everybody tells you it’s possible, then you are not dreaming big enough.” — Bertrand Piccard and André Borschberg, while crossing the Pacific Ocean on a solar-powered aircraft To my parents Acknowledgements I would first and foremost like to sincerely thank my advisor Victor Panaretos for the opportu- nity of carrying out this work as a member of the Chair of Mathematical Statistics at EPFL and for his tireless support and advice during these past four years. The opportunity of doing a PhD that combines statistical research with an intriguing applied problem from CERN was truly a dream come true for me and these years have indeed been very exciting and intellectually satisfying. I believe that during this work we have been able to make important contributions to both statistical methodology and to data analysis at the LHC and all this would not have been possible without Victor’s continuous support. Throughout this work, I have served as a Statistics Consultant on unfolding issues for the Statistics Committee of the CMS experiment at CERN.
    [Show full text]
  • See Significance Level ˇ2, See Kurtosis , See Unnormalized Skewness 1, See
    Index ˛, see significance level deep learning, 192 ˇ2, see kurtosis Asimov dataset, 231 , see unnormalized skewness asymmetric errors, 99, 110 1, see skewness combination of, 123 2, see excess asymptotic formulae for test statistics, ", see efficiency 231 . see Gaussian average value or signal average value strength continuous case, 27 , see correlation coefficient discrete case, 12 , see standard deviation or Gaussian standard in Bayesian inference, 69 deviation , see lifetime ˚, see Gaussian cumulative distribution back propagation, neural network, 191 2 background distribution, 32 dependence of Feldman–Cousins upper method, 114 limits, 218, 220 binned case, 119 determination from control regions, in multiple dimensions, 132 129 random variable, 32, 114, 120 fluctuation for significance level, 205 Baker–Cousins, 120 in convolution and unfolding, 160 Neyman’s, 119 modeling in extended likelihood, 107 Pearson’s, 119 modeling with Argus function, 43 , see sample space rejection in hypothesis test, 176 3 evidence, 207 treatment in iterative unfolding, 171 5 observation, 207 uncertainty in significance evaluation, 209 uncertainty in test statistic, 227, 236 Baker–Cousins 2, 120 activation function, 191 Bayes factor, 73 adaptive boosting, 198 Bayes’ theorem, 59 AI, artificial intelligence, 195 learning process, 67 alternative hypothesis, 175 Bayesian Anderson–Darling test, 184 inference, 68 Argus function, 43 probability, 59, 64 artificial intelligence, 195 visual derivation, 60 artificial neural network, 181, 190 unfolding, 166 © Springer International
    [Show full text]
  • Empirical Bayes Unfolding of Elementary Particle Spectra at the Large Hadron Collider
    Empirical Bayes unfolding of elementary particle spectra at the Large Hadron Collider Mikael Kuusela∗ Victor M. Panaretos [email protected] [email protected] Section de Math´ematiques Ecole´ Polytechnique F´ed´eralede Lausanne EPFL Station 8, 1015 Lausanne Switzerland Abstract We consider the so-called unfolding problem in experimental high energy physics, where the goal is to estimate the true spectrum of el- ementary particles given observations distorted by measurement error due to the limited resolution of a particle detector. This an impor- tant statistical inverse problem arising in the analysis of data at the Large Hadron Collider at CERN. Mathematically, the problem is for- malized as one of estimating the intensity function of an indirectly observed Poisson point process. Particle physicists are particularly keen on unfolding methods that feature a principled way of choosing the regularization strength and allow for the quantification of the un- certainty inherent in the solution. Though there are many approaches that have been considered by experimental physicists, it can be ar- gued that few { if any { of these deal with these two key issues in a satisfactory manner. In this paper, we propose to attack the un- folding problem within the framework of empirical Bayes estimation: we consider Bayes estimators of the coefficients of a basis expansion of the unknown intensity, using a regularizing prior; and employ a Monte Carlo expectation-maximization algorithm to find the marginal maximum likelihood estimate of the hyperparameter controlling the strength of the regularization. Due to the data-driven choice of the hyperparameter, credible intervals derived using the empirical Bayes posterior lose their subjective Bayesian interpretation.
    [Show full text]