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Trial factors for the look elsewhere effect in high energy physics (1005.1891v3)

Published 11 May 2010 in physics.data-an and hep-ex

Abstract: When searching for a new resonance somewhere in a possible mass range, the significance of observing a local excess of events must take into account the probability of observing such an excess anywhere in the range. This is the so called "look elsewhere effect". The effect can be quantified in terms of a trial factor, which is the ratio between the probability of observing the excess at some fixed mass point, to the probability of observing it anywhere in the range. We propose a simple and fast procedure for estimating the trial factor, based on earlier results by Davies. We show that asymptotically, the trial factor grows linearly with the (fixed mass) significance.

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Summary

  • The paper proposes a systematic method to quantify trial factors, mitigating the look-elsewhere effect in resonance searches.
  • It employs analytical bounds on tail probabilities to reduce reliance on exhaustive Monte Carlo simulations.
  • Numerical results confirm that trial factors scale linearly with fixed-mass significance, refining hypothesis testing in high energy physics.

An Overview of the Look-Elsewhere Effect in High Energy Physics

The paper, "Trial factors for the look elsewhere effect in high energy physics" by Eilam Gross and Ofer Vitells, addresses a prominent statistical challenge in high energy physics: the look-elsewhere effect (LEE). When new resonances are searched within a mass range, determining the statistical significance of observed event excesses must account for the probability of detecting such anomalies anywhere within the specified range. This effect introduces complexities in hypothesis testing, particularly when nuisance parameters are only present under an alternative hypothesis, thereby contravening the traditional regularity conditions fundamental to Wilks' theorem.

Methodological Approach

The paper presents a systematic procedure for quantifying the LEE by evaluating trial factors, which gauge the excess probability at a fixed mass point relative to any location in the range. The authors build on earlier works, particularly those of Davies, to propose a practical and computationally efficient method of estimating these trial factors. This involves deriving bounds on tail probabilities for maxima of a chi-squared process, underlain by the probability of level crossings. The paper demonstrates that, asymptotically, these trial factors scale linearly with the fixed mass significance.

Practical Implementation

The proposed approach circumvents computationally intensive Monte Carlo simulations by providing an analytical framework that can yield accurate p-value estimates for observed signals. It involves estimating the number of 'upcrossings' at a reference level via a modest number of background Monte Carlo simulations. Subsequently, Davies' results are leveraged to extrapolate to higher levels, offering a feasible and robust estimation of p-values over the entire search range. A toy model simulation is used in the paper to illustrate this methodology, confirming its accuracy and computational efficiency.

Numerical Results and Implications

The authors present compelling numerical results confirming the validity and precision of their method across various scenarios, including models with one and multiple degrees of freedom. The paper reveals that trial factors, which describe the LEE, are linearly proportional to both the effective number of independent search regions and the fixed-mass significance. This provides a straightforward interpretation that demystifies the LEE by breaking it into comprehensible components: an increase in potential fluctuation locations and additional degree of freedom due to mass optimization in proximity to observed fluctuations.

Theoretical and Practical Implications

The work extends existing theoretical frameworks for hypothesis testing when dealing with parameters only relevant under alternative hypotheses. Practically, this research facilitates more rigorous assessments of statistical significance in particle physics experiments by refining methods for processing and interpreting experimental data. The efficiency gains from the methodology also translate to reduced computational resources, which is crucial given the data volumes in modern high energy physics.

Speculation on Future Developments

Looking ahead, the methodology might be adapted or extended to other fields dealing with similar statistical challenges, such as astrophysics or bioinformatics. Further research could explore enhancing computational methods, possibly by integrating machine learning techniques to refine significance detection under the LEE. Moreover, examining how these statistical methods can scale with increasing data complexity and dimensionality in real-world applications remains an intriguing avenue for further exploration. Overall, this paper significantly contributes to the statistical toolkit available to researchers in high energy physics and potentially other domains requiring the handling of complex models with nuisance parameters.

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