Sequential design of computer experiments for the estimation of a probability of failure

This paper deals with the problem of estimating the volume of the excursion set of a function $f:\mathbb{R}^d \to \mathbb{R}$ above a given threshold, under a probability measure on $\mathbb{R}^d$ that is assumed to be known. In the industrial world, this corresponds to the problem of estimating a probability of failure of a system. When only an expensive-to-simulate model of the system is available, the budget for simulations is usually severely limited and therefore classical Monte Carlo methods ought to be avoided. One of the main contributions of this article is to derive SUR (stepwise uncertainty reduction) strategies from a Bayesian-theoretic formulation of the problem of estimating a probability of failure. These sequential strategies use a Gaussian process model of $f$ and aim at performing evaluations of $f$ as efficiently as possible to infer the value of the probability of failure. We compare these strategies to other strategies also based on a Gaussian process model for estimating a probability of failure.Comment: This is an author-generated postprint version. The published version is available at http://www.springerlink.co

A High Statistics Search for Ultra-High Energy Gamma-Ray Emission from Cygnus X-3 and Hercules X-1

We have carried out a high statistics (2 Billion events) search for ultra-high energy gamma-ray emission from the X-ray binary sources Cygnus X-3 and Hercules X-1. Using data taken with the CASA-MIA detector over a five year period (1990-1995), we find no evidence for steady emission from either source at energies above 115 TeV. The derived upper limits on such emission are more than two orders of magnitude lower than earlier claimed detections. We also find no evidence for neutral particle or gamma-ray emission from either source on time scales of one day and 0.5 hr. For Cygnus X-3, there is no evidence for emission correlated with the 4.8 hr X-ray periodicity or with the occurrence of large radio flares. Unless one postulates that these sources were very active earlier and are now dormant, the limits presented here put into question the earlier results, and highlight the difficulties that possible future experiments will have in detecting gamma-ray signals at ultra-high energies.Comment: 26 LaTeX pages, 16 PostScript figures, uses psfig.sty to be published in Physical Review

Search for Higgs Bosons in e+e- Collisions at 183 GeV

The data collected by the OPAL experiment at sqrts=183 GeV were used to search for Higgs bosons which are predicted by the Standard Model and various extensions, such as general models with two Higgs field doublets and the Minimal Supersymmetric Standard Model (MSSM). The data correspond to an integrated luminosity of approximately 54pb-1. None of the searches for neutral and charged Higgs bosons have revealed an excess of events beyond the expected background. This negative outcome, in combination with similar results from searches at lower energies, leads to new limits for the Higgs boson masses and other model parameters. In particular, the 95% confidence level lower limit for the mass of the Standard Model Higgs boson is 88.3 GeV. Charged Higgs bosons can be excluded for masses up to 59.5 GeV. In the MSSM, mh > 70.5 GeV and mA > 72.0 GeV are obtained for tan{beta}>1, no and maximal scalar top mixing and soft SUSY-breaking masses of 1 TeV. The range 0.8 < tanb < 1.9 is excluded for minimal scalar top mixing and m{top} < 175 GeV. More general scans of the MSSM parameter space are also considered.Comment: 49 pages. LaTeX, including 33 eps figures, submitted to European Physical Journal

A Measurement of the Product Branching Ratio f(b->Lambda_b).BR(Lambda_b->Lambda X) in Z0 Decays

The product branching ratio, f(b->Lambda_b).BR(Lambda_b->Lambda X), where Lambda_b denotes any weakly-decaying b-baryon, has been measured using the OPAL detector at LEP. Lambda_b are selected by the presence of energetic Lambda particles in bottom events tagged by the presence of displaced secondary vertices. A fit to the momenta of the Lambda particles separates signal from B meson and fragmentation backgrounds. The measured product branching ratio is f(b->Lambda_b).BR(Lambda_b->Lambda X) = (2.67+-0.38(stat)+0.67-0.60(sys))% Combined with a previous OPAL measurement, one obtains f(b->Lambda_b).BR(Lambda_b->Lambda X) = (3.50+-0.32(stat)+-0.35(sys))%.Comment: 16 pages, LaTeX, 3 eps figs included, submitted to the European Physical Journal

Measurement of the Hadronic Photon Structure Function F_2^gamma at LEP2

The hadronic structure function of the photon F_2^gamma is measured as a function of Bjorken x and of the factorisation scale Q^2 using data taken by the OPAL detector at LEP. Previous OPAL measurements of the x dependence of F_2^gamma are extended to an average Q^2 of 767 GeV^2. The Q^2 evolution of F_2^gamma is studied for average Q^2 between 11.9 and 1051 GeV^2. As predicted by QCD, the data show positive scaling violations in F_2^gamma. Several parameterisations of F_2^gamma are in agreement with the measurements whereas the quark-parton model prediction fails to describe the data.Comment: 4 pages, 2 figures, to appear in the proceedings of Photon 2001, Ascona, Switzerlan

Measurement of the Michel Parameters in Leptonic Tau Decays

The Michel parameters of the leptonic tau decays are measured using the OPAL detector at LEP. The Michel parameters are extracted from the energy spectra of the charged decay leptons and from their energy-energy correlations. A new method involving a global likelihood fit of Monte Carlo generated events with complete detector simulation and background treatment has been applied to the data recorded at center-of-mass energies close to sqrt(s) = M(Z) corresponding to an integrated luminosity of 155 pb-1 during the years 1990 to 1995. If e-mu universality is assumed and inferring the tau polarization from neutral current data, the measured Michel parameters are extracted. Limits on non-standard coupling constants and on the masses of new gauge bosons are obtained. The results are in agreement with the V-A prediction of the Standard Model.Comment: 32 pages, LaTeX, 9 eps figures included, submitted to the European Physical Journal

Measurement of the Bs0→J/ψKS0B_s^0\to J/\psi K_S^0 branching fraction

The $B_s^0\to J/\psi K_S^0$ branching fraction is measured in a data sample corresponding to 0.41$fb^{-1}$ of integrated luminosity collected with the LHCb detector at the LHC. This channel is sensitive to the penguin contributions affecting the sin2$\beta$ measurement from $B^0\to J/\psi K_S^0$ The time-integrated branching fraction is measured to be $BF(B_s^0\to J/\psi K_S^0)=(1.83\pm0.28)\times10^{-5}$. This is the most precise measurement to date

Measurement of the CP-violating phase \phi s in Bs->J/\psi\pi+\pi- decays

Measurement of the mixing-induced CP-violating phase phi_s in Bs decays is of prime importance in probing new physics. Here 7421 +/- 105 signal events from the dominantly CP-odd final state J/\psi pi+ pi- are selected in 1/fb of pp collision data collected at sqrt{s} = 7 TeV with the LHCb detector. A time-dependent fit to the data yields a value of phi_s=-0.019^{+0.173+0.004}_{-0.174-0.003} rad, consistent with the Standard Model expectation. No evidence of direct CP violation is found.Comment: 15 pages, 10 figures; minor revisions on May 23, 201

Model-independent search for CP violation in D0→K−K+π−π+ and D0→π−π+π+π− decays

A search for CP violation in the phase-space structures of D0 and View the MathML source decays to the final states K−K+π−π+ and π−π+π+π− is presented. The search is carried out with a data set corresponding to an integrated luminosity of 1.0 fb−1 collected in 2011 by the LHCb experiment in pp collisions at a centre-of-mass energy of 7 TeV. For the K−K+π−π+ final state, the four-body phase space is divided into 32 bins, each bin with approximately 1800 decays. The p-value under the hypothesis of no CP violation is 9.1%, and in no bin is a CP asymmetry greater than 6.5% observed. The phase space of the π−π+π+π− final state is partitioned into 128 bins, each bin with approximately 2500 decays. The p-value under the hypothesis of no CP violation is 41%, and in no bin is a CP asymmetry greater than 5.5% observed. All results are consistent with the hypothesis of no CP violation at the current sensitivity