Study of constraint and impact of a nuisance parameter in maximum likelihood method
Study of constraint and impact of a nuisance parameter in maximum likelihood method
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DOI：
10.1088/1361-6471/ab02c0
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发表时间：
2018-05
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影响因子：
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通讯作者：
L. Xia
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文献类型：
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作者：
L. Xia
极大似然法是高能物理中广泛应用的参数估计方法。为了考虑各种系统不确定性，在似然拟合中引入了数十甚至数百个干扰参数（NPs）。NP的约束及其对感兴趣参数的影响将是精确测量的主要关注点。涉及许多参数的拟合通常很慢，而且调查一个参数为什么过度约束或有很大影响甚至更耗时。在本文中，我们试图了解这背后的原因，并提供简单的公式来直接估计约束和影响。
The maximum likelihood method is widely used for parameter estimation in high energy physics. To consider various systematic uncertainties, tens of or even hundreds of nuisance parameters (NPs) are introduced in a likelihood fit. The constraint of an NP and its impact on the parameter of interest will be the main concerns for a precise measurement. A fit involving many parameters is usually slow and it is even more time-consuming to investigate why a parameter is over-constrained or has a large impact. In this paper, we are trying to understand the reasons behind this and provide simple formulae to estimate the constraint and impact directly.