Surrogate time series

Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanced techniques is justified "by the data". While many processes in nature seem very unlikely a priori to be linear, the possible nonlinear nature might not be evident in specific aspects of their dynamics. The method of surrogate data has become a very popular tool to address such a question. However, while it was meant to provide a statistically rigorous, foolproof framework, some limitations and caveats have shown up in its practical use. In this paper, recent efforts to understand the caveats, avoid the pitfalls, and to overcome some of the limitations, are reviewed and augmented by new material. In particular, we will discuss specific as well as more general approaches to constrained randomisation, providing a full range of examples. New algorithms will be introduced for unevenly sampled and multivariate data and for surrogate spike trains. The main limitation, which lies in the interpretability of the test results, will be illustrated through instructive case studies. We will also discuss some implementational aspects of the realisation of these methods in the TISEAN (http://www.mpipks-dresden.mpg.de/~tisean) software package.Comment: 28 pages, 23 figures, software at http://www.mpipks-dresden.mpg.de/~tisea

Practical Statistics for the LHC

This document is a pedagogical introduction to statistics for particle physics. Emphasis is placed on the terminology, concepts, and methods being used at the Large Hadron Collider. The document addresses both the statistical tests applied to a model of the data and the modeling itself.Comment: presented at the 2011 European School of High-Energy Physics, Cheile Gradistei, Romania, 7-20 September 2011 I expect to release updated versions of this document in the futur

Determination of the CMSSM Parameters using Neural Networks

In most (weakly interacting) extensions of the Standard Model the relation mapping the parameter values onto experimentally measurable quantities can be computed (with some uncertainties), but the inverse relation is usually not known. In this paper we demonstrate the ability of artificial neural networks to find this unknown relation, by determining the unknown parameters of the constrained minimal supersymmetric extension of the Standard Model (CMSSM) from quantities that can be measured at the LHC. We expect that the method works also for many other new physics models. We compare its performance with the results of a straightforward \chi^2 minimization. We simulate LHC signals at a center of mass energy of 14 TeV at the hadron level. In this proof-of-concept study we do not explicitly simulate Standard Model backgrounds, but apply cuts that have been shown to enhance the signal-to-background ratio. We analyze four different benchmark points that lie just beyond current lower limits on superparticle masses, each of which leads to around 1000 events after cuts for an integrated luminosity of 10 fb^{-1}. We use up to 84 observables, most of which are counting observables; we do not attempt to directly reconstruct (differences of) masses from kinematic edges or kinks of distributions. We nevertheless find that m_0 and m_{1/2} can be determined reliably, with errors as small as 1% in some cases. With 500 fb^{-1} of data tan\beta as well as A_0 can also be determined quite accurately. For comparable computational effort the \chi^2 minimization yielded much worse results.Comment: 46 pages, 10 figures, 4 tables; added short paragraph in Section 5 about the goodness of the fit, version to appear in Phys. Rev.

Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma. Part one: Sunspot dynamics

In this study, the nonlinear analysis of the sunspot index is embedded in the non-extensive statistical theory of Tsallis. The triplet of Tsallis, as well as the correlation dimension and the Lyapunov exponent spectrum were estimated for the SVD components of the sunspot index timeseries. Also the multifractal scaling exponent spectrum, the generalized Renyi dimension spectrum and the spectrum of the structure function exponents were estimated experimentally and theoretically by using the entropy principle included in Tsallis non extensive statistical theory, following Arimitsu and Arimitsu. Our analysis showed clearly the following: a) a phase transition process in the solar dynamics from high dimensional non Gaussian SOC state to a low dimensional non Gaussian chaotic state, b) strong intermittent solar turbulence and anomalous (multifractal) diffusion solar process, which is strengthened as the solar dynamics makes phase transition to low dimensional chaos in accordance to Ruzmaikin, Zeleny and Milovanov studies c) faithful agreement of Tsallis non equilibrium statistical theory with the experimental estimations of i) non-Gaussian probability distribution function, ii) multifractal scaling exponent spectrum and generalized Renyi dimension spectrum, iii) exponent spectrum of the structure functions estimated for the sunspot index and its underlying non equilibrium solar dynamics.Comment: 40 pages, 11 figure

Selection of sequence motifs and generative Hopfield-Potts models for protein familiesilies

Statistical models for families of evolutionary related proteins have recently gained interest: in particular pairwise Potts models, as those inferred by the Direct-Coupling Analysis, have been able to extract information about the three-dimensional structure of folded proteins, and about the effect of amino-acid substitutions in proteins. These models are typically requested to reproduce the one- and two-point statistics of the amino-acid usage in a protein family, {\em i.e.}~to capture the so-called residue conservation and covariation statistics of proteins of common evolutionary origin. Pairwise Potts models are the maximum-entropy models achieving this. While being successful, these models depend on huge numbers of {\em ad hoc} introduced parameters, which have to be estimated from finite amount of data and whose biophysical interpretation remains unclear. Here we propose an approach to parameter reduction, which is based on selecting collective sequence motifs. It naturally leads to the formulation of statistical sequence models in terms of Hopfield-Potts models. These models can be accurately inferred using a mapping to restricted Boltzmann machines and persistent contrastive divergence. We show that, when applied to protein data, even 20-40 patterns are sufficient to obtain statistically close-to-generative models. The Hopfield patterns form interpretable sequence motifs and may be used to clusterize amino-acid sequences into functional sub-families. However, the distributed collective nature of these motifs intrinsically limits the ability of Hopfield-Potts models in predicting contact maps, showing the necessity of developing models going beyond the Hopfield-Potts models discussed here.Comment: 26 pages, 16 figures, to app. in PR

Fitting the Phenomenological MSSM

We perform a global Bayesian fit of the phenomenological minimal supersymmetric standard model (pMSSM) to current indirect collider and dark matter data. The pMSSM contains the most relevant 25 weak-scale MSSM parameters, which are simultaneously fit using `nested sampling' Monte Carlo techniques in more than 15 years of CPU time. We calculate the Bayesian evidence for the pMSSM and constrain its parameters and observables in the context of two widely different, but reasonable, priors to determine which inferences are robust. We make inferences about sparticle masses, the sign of the $\mu$ parameter, the amount of fine tuning, dark matter properties and the prospects for direct dark matter detection without assuming a restrictive high-scale supersymmetry breaking model. We find the inferred lightest CP-even Higgs boson mass as an example of an approximately prior independent observable. This analysis constitutes the first statistically convergent pMSSM global fit to all current data.Comment: Added references, paragraph on fine-tunin