Why scoring functions cannot assess tail properties

Motivated by the growing interest in sound forecast evaluation techniques with an emphasis on distribution tails rather than average behaviour, we investigate a fundamental question arising in this context: Can statistical features of distribution tails be elicitable, i.e. be the unique minimizer of an expected score? We demonstrate that expected scores are not suitable to distinguish genuine tail properties in a very strong sense. Specifically, we introduce the class of max-functionals, which contains key characteristics from extreme value theory, for instance the extreme value index. We show that its members fail to be elicitable and that their elicitation complexity is in fact infinite under mild regularity assumptions. Further we prove that, even if the information of a max-functional is reported via the entire distribution function, a proper scoring rule cannot separate max-functional values. These findings highlight the caution needed in forecast evaluation and statistical inference if relevant information is encoded by such functionals.Comment: 18 page

Pushing Higgs Effective Theory over the Edge

Based on a vector triplet model we study a possible failure of dimension-6 operators in describing LHC Higgs kinematics. First, we illustrate that including dimension-6 contributions squared can significantly improve the agreement between the full model and the dimension-6 approximation, both in associated Higgs production and in weak-boson-fusion Higgs production. Second, we test how a simplified model with an additional heavy scalar could improve the agreement in critical LHC observables. In weak boson fusion we find an improvement for virtuality-related observables at large energies, but at the cost of sizeable deviations in interference patterns and angular correlations.Comment: 19 pages. v2: references added. v3: minor corrections, more references added, matches published versio

Mining gold from implicit models to improve likelihood-free inference

Simulators often provide the best description of real-world phenomena. However, they also lead to challenging inverse problems because the density they implicitly define is often intractable. We present a new suite of simulation-based inference techniques that go beyond the traditional Approximate Bayesian Computation approach, which struggles in a high-dimensional setting, and extend methods that use surrogate models based on neural networks. We show that additional information, such as the joint likelihood ratio and the joint score, can often be extracted from simulators and used to augment the training data for these surrogate models. Finally, we demonstrate that these new techniques are more sample efficient and provide higher-fidelity inference than traditional methods.Comment: Code available at https://github.com/johannbrehmer/simulator-mining-example . v2: Fixed typos. v3: Expanded discussion, added Lotka-Volterra example. v4: Improved clarit

Exploitation des données sonar, type omnidirectionnel (type SR240)

Le SR240 est un sonar multifaisceaux de longue portée, son utilisation au niveau du traitement des données passe par divers calculs et méthodes qui lui sont spécifiques. La méthode de dépouillement des données n'est pas répétée (cf. rapport précédent), seuls les principaux calculs et méthodes à connaître sont résumés ici (correction de la taille des bancs, erreurs systématiques de taille, réglages, densité, indice de compaction, les biais...). Des résolutions sont à prendre pour les prochaines campagnes VARGET (IRD, ISRA, FLASA) au niveau des réglages acoustiques. Test de la fonction TVG, en 30 log R, validité du paramètres "along beam dimension" : taille des bancs. Des méthodes sont proposés afin de diminuer voir contrôler les différents biais apportés par le sonar. (Résumé d'auteur

Better Higgs-CP Tests Through Information Geometry

Measuring the CP symmetry in the Higgs sector is one of the key tasks of the LHC and a crucial ingredient for precision studies, for example in the language of effective Lagrangians. We systematically analyze which LHC signatures offer dedicated CP measurements in the Higgs-gauge sector, and discuss the nature of the information they provide. Based on the Fisher information measure, we compare the maximal reach for CP-violating effects in weak boson fusion, associated ZH production, and Higgs decays into four leptons. We find a subtle balance between more theory-independent approaches and more powerful analysis channels, indicating that rigorous evidence for CP violation in the Higgs-gauge sector will likely require a multi-step process.Comment: 27 pages, 8 figure