Loading…

Constrained fits with non-Gaussian distributions

Non-normally distributed data are ubiquitous in many areas of science, including high-energy physics. We present a general formalism for constrained fits, also called data reconciliation, with data that are not normally distributed. It is based on Bayesian reasoning and implemented via MCMC sampling...

Full description

Saved in:
Bibliographic Details
Published in:Journal of physics. Conference series 2016-10, Vol.762 (1), p.12037
Main Authors: Frühwirth, R., Cencic, O.
Format: Article
Language:English
Subjects:
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Non-normally distributed data are ubiquitous in many areas of science, including high-energy physics. We present a general formalism for constrained fits, also called data reconciliation, with data that are not normally distributed. It is based on Bayesian reasoning and implemented via MCMC sampling. We show how systems of both linear and non-linear constraints can be efficiently treated. We also show how the fit can be made robust against outlying observations. The method is demonstrated on a couple of examples ranging from material flow analysis to the combination of non-normal measurements. Finally, we discuss possible applications in the field of event reconstruction, such as vertex fitting and kinematic fitting with non-normal track errors.
ISSN:1742-6588
1742-6596
DOI:10.1088/1742-6596/762/1/012037