This C++ version of BAT is still being maintained, but addition of new features is unlikely. Check out our new incarnation, BAT.jl, the Bayesian analysis toolkit in Julia. In addition to Metropolis-Hastings sampling, BAT.jl supports Hamiltonian Monte Carlo (HMC) with automatic differentiation, automatic prior-based parameter space transformations, and much more. See the BAT.jl documentation.

Cross-section combination - a BAT tutorial

Physics motivation

This tutorial shows how to combine two different measurements of the same physical quantity, or parameter. The shape of the posterior probabilities of the individual measurements are not constrained to a Gaussian. In addtion, the treatment of correlated and uncorrelated systematic uncertainties is explained using a nuisance parameter ansatz.

Tutorial

The physics case is that of a combination of two cross-section measurements. A process observed in a collider is supposed to be measured in two different channels, one with electrons in the final state, one with muons in the final state. A certain number of events is observed in each channel after an event selection. The corresponding efficiencies and the luminosity are treated as uncorrelated and correlated uncertainties, respectively.

The cross-section, σ, is connected to the number of observed events via the following equation:

N = L ⋅ ε ⋅ σ

where L. is the luminosity, ε is the efficiency for selecting events from the process under study and N is the number of observed events. Background is not considered in this tutorial.

Systematic uncertainties can be included in the model by added nuisance parameters. A quantity, e.g., the efficiency or luminosity, is known up to some precision. The nuisance parameter, δε, is linearly added to the parameter. The prior for the nuisance parameter is usually described by a Gaussian distribution with mean 0 and standard deviation 1. The nuisance parameter is multiplied with a scale factor, Δε, which describes the size of the effect, i.e.,

ε → ε + δε ⋅ Δε .

The tutorial is split into five steps:

Steps marked with * are advanced examples and independent of the limit of the rest of the tutorial. A proposal for additional studies is also given.


Step 1 - Calculating the cross-section

This step shows how to calculate the cross-section for a given number of observed events in one channel and how to present the results. The number of observed events in the muon channel is 38. The luminosity is 10 pb-1 and the efficiency for selecting muon events is 35%.

  1. Calculate the cross-section using the formula above.

  2. Create a new project (XSecCombiModel). Execute it to generate a BAT analysis skeleton. Look trough the code.

  3. Set up a statistical model with the cross-section as the sole parameter and calculate the posterior probability for the cross-section. Choose a parameter range of (2., 210.) pb.

  4. Use a Gaussian uncertainty using (a) the observed number of events, and (b) the expected number of events as an uncertainty and compare the results with (c) the case when using a Poisson distribution. Consider only the latter ansatz in the following.

  5. Look at different possible values to describe the posterior for the cross-section, e.g., mean and variance, mode and smallest interval, or the median together with the 16% and 84% quantiles.

Solution


Step 2 - A first combination

Step 2 shows how to combine the results from two simultaneous measurements, e.g., in two different channels.

  1. Repeat the last study for the electron channel. The number of observed events in the electron channel is 21 for the same luminosity. The efficiency is 20%.

  2. Extend your model so that it combines the results from the muon and the electron channel.

  3. How does the combination improve the measurement of the cross-section?

  4. Calculate the central value and the uncertainties using Gaussian error propagation for the individual channels and the combination. Compare your results.

Hint: you can do the calculation on a piece of paper.

Solution


Step 3 - Including uncorrelated uncertainties

This step shows how to include systematic uncertainties into the analysis. The uncertainties are on the efficiencies for the two channels and are assumed to be uncorrelated.

  1. Extend your model to include the systematic uncertainties for the efficiencies for both channels separately. Assume the uncertainties are uncorrelated and amount to 0.01. How do the central value and the uncertainties change?

  2. Calculate the correlation factors between the three parameters.

  3. Compare your results to those obtained with a variation ansatz, in particular the central value.

  4. Compare your results to those obtained with Gaussian error propagation.

Solution


Step 4 - Including correlated uncertainties

One source of systematic uncertainty common to both channels is the luminosity. This steps shows how to include correlated uncertainties giving this example.

  1. Include a systematic uncertainty for the luminosity of 3%. How does the (marginalized) posterior for the cross-section change?

  2. Calculate the correlation factors between the four parameters.

  3. Compare your results to those obtained with Gaussian error propagation, in particular the central value. Mind the correlation in both channels.

Solution


Step 5 - Large and small statistics

The last step shows that the extreme case for large statistics yields the same results obtained with Gaussian error propagation.

  1. Repeat your study using a luminosity of 100 pb-1 and 361 and 212 events in the muon and electron channel, respectively. Compare the results obtained with a Gaussian ansatz using common error propagation.

  2. Repeat your study using a luminosity of 0.5 pb-1 and 0 observed events in both channels. Compare the results obtained with a Gaussian ansatz using common error propagation. Describe the transition from setting a limit to an actual measurement. How does the combination improve the limit?

  3. Repeat your study using a luminosity of 0.5 pb-1 and 1 observed events in both channels. Compare the results obtained with a Gaussian ansatz using common error propagation. Describe the transition from setting a limit to an actual measurement. How does the combination improve the limit?

Solution


Additional studies


Further material and documentation

For a short introduction to this tutorial, see this PDF.



Kevin Kröninger
Last modified: Mon Sep 28 14:33:38 CEST 2009