Locally adaptive estimation methods with application to univariate time series

The paper offers a unified approach to the study of three locally adaptive estimation methods in the context of univariate time series from both theoretical and empirical points of view. A general procedure for the computation of critical values is given. The underlying model encompasses all distributions from the exponential family providing for great flexibility. The procedures are applied to simulated and real financial data distributed according to the Gaussian, volatility, Poisson, exponential and Bernoulli models. Numerical results exhibit a very reasonable performance of the methods.Comment: Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org

Probabilistic Particle Flow Algorithm for High Occupancy Environment

Algorithms based on the particle flow approach are becoming increasingly utilized in collider experiments due to their superior jet energy and missing energy resolution compared to the traditional calorimeter-based measurements. Such methods have been shown to work well in environments with low occupancy of particles per unit of calorimeter granularity. However, at higher instantaneous luminosity or in detectors with coarse calorimeter segmentation, the overlaps of calorimeter energy deposits from charged and neutral particles significantly complicate particle energy reconstruction, reducing the overall energy resolution of the method. We present a technique designed to resolve overlapping energy depositions of spatially close particles using a statistically consistent probabilistic procedure. The technique is nearly free of ad-hoc corrections, improves energy resolution, and provides new important handles that can improve the sensitivity of physics analyses: the uncertainty of the jet energy on an event-by-event basis and the estimate of the probability of a given particle hypothesis for a given detector response. When applied to the reconstruction of hadronic jets produced in the decays of tau leptons using the CDF-II detector at Fermilab, the method has demonstrated reliable and robust performance.Comment: Accepted by Nuclear Instruments and Methods