Statistical Methods in Particle Physics
Wintersemester 2020/2021
Dozent: Prof. Dr. Klaus Reygers (lecture), Dr. Rainer Stamen (tutorials)
Link zum LSF
36 Teilnehmer/innen
Dozent: Prof. Dr. Klaus Reygers (lecture), Dr. Rainer Stamen (tutorials)
Link zum LSF
36 Teilnehmer/innen
Learning goals and required knowledge
This course is a natural follow-up to PEP4 for Bachelor students interested in Particle Physics. Master students are invited to attend this lecture in parallel or after the Particle Physics course
Learning goals
- Get to know and apply the toolbox of statistical methods used in particle physics
- Understand error bars and confidence limts as reported in publications
- Solid understanding of maximum likelihood and least squares fits
- From measurement to message: which conclusion can you draw from your data (and which not)?
- Learn to apply machine learning methods
Required knowledge
- Basic understanding of experimental particle physics (as taught in the bachelor's course)
- Basic knowledge of python is helpful
Contents
Links to slides appear in red:
-
Basics concepts
- Probability
- Mean, median, mode
- Covariance and correlation
- Probability distributions
-
Uncertainty
- Statistical and systematic uncertainties
- Propagation of uncertainties
- Combination of uncorrelated measurements
-
Monte Carlo and numerical methods
- Generation of random numbers
- Monte Carlo integration
- Applications in HEP
-
Maximum likelihood estimation
- Basics: consistency, bias, efficiency
- Maximum likelihood method
- Method of least squares
- Goodness-of-fit and hypothesis testing
-
Confidence limits and intervals
- Neyman construction
- Feldman-Cousins confidence intervals
-
Machine learning
- General Overview: machine learning, deep learning and all that
- Neural Networks
- Boosted Decision trees
-
Unfolding
- Response matrix
- Regularized unfolding
- "Bayesian" unfolding
A. Selected topics
Lecture videos
Week 1 (5 Nov 2020)
- 01. Basic concepts, video 1 (slides 10-16, 17 min)
- 01. Basics concepts, video 2 (slides 17-22, 18 min)
- 01. Basics concepts,video 3 (slides 23-28, 18 min)
- 01. Basics concepts, video 4 (slides 29-33, 10 min)
Week 2 (12 Nov 2020)
- 01. Basic concepts, video 5 (slides 34-43, 17 min)
- 02. Probability distributions, video 1 (slides 1-9, 23 min)
- 02. Probability distributions, video 2 (slides 10-17, 17 min)
- 02. Probability distributions, video 3 (slides 18-27, 23 min)
Week 3 (19 Nov 2020)
- 03. Experimental uncertainties, video 1 (slides 1-5, 11 min)
- 03. Experimental uncertainties, video 2 (slides 6-12, 15 min)
- 03. Experimental uncertainties, video 3 (slides 13-19, 15 min)
- 03. Experimental uncertainties, video 4 (slides 20-24, 13 min)
- 03. Experimental uncertainties, video 5 (slides 25-29, 10 min)
Week 4 (26 Nov 2020)
- 03. Experimental uncertainties, video 6 (slides 30-39, 24 min)
- 04. Monte Carlo Methods, video 1 (slides 1-4, 10 min)
- 04. Monte Carlo Methods, video 2 (slides 5-9, 14 min)
- 04. Monte Carlo Methods, video 3 (slides 10-15, 15 min)
- 04. Monte Carlo Methods, video 4 (slides 16-19, 10 min)
Week 5 (3 Dez 2020)
- 04. Monte Carlo Methods, video 5 (slides 20-23, 9 min)
- 05. Maximum likelihood estimate, video 1 (slides 1-6, 16 min)
- 05. Maximum likelihood estimate, video 2 (slides 7-11, 8 min)
- 05. Maximum likelihood estimate, video 3 (slides 12-15, 12 min)
- 05. Maximum likelihood estimate, video 4 (slides 16-19, 11 min)
- 05. Maximum likelihood estimate, video 5 (slides 20-25, 16 min)
Week 6 (10 Dez 2020)
- 05. Maximum likelihood estimate, video 6 (slides 27-30, 11 min)
- 05. Maximum likelihood estimate, video 7 (slides 31-35, 13 min)
- 06. Least squares method, video 1 (slides 1-5, 9 min)
- 06. Least squares method, video 2 (slides 6-8, 9 min)
- 06. Least squares method, video 3 (slides 9-13, 11 min)
- 06. Least squares method, video 4 (slides 14-16, 10 min)
- 07. Hypothesis testing and goodnees-of-fit, video 1 (slides 1-7, 15 min)
Week 7 (17 Dez 2020)
- 07. Hypothesis testing and goodnees-of-fit, video 2 (slides 8-15, 16 min)
- 07. Hypothesis testing and goodnees-of-fit, video 3 (slides 16-20, 14 min)
- 07. Hypothesis testing and goodnees-of-fit, video 4 (slides 21-26, 21 min)
- 07. Hypothesis testing and goodnees-of-fit, video 5 (slides 27-32, 18 min)
Week 8 (14 January 2021)
- 08. Confidence Limits and Intervals, video 1 (slides 1-6, 12 min)
- 08. Confidence Limits and Intervals, video 2 (slides 7-15, 14 min)
- 08. Confidence Limits and Intervals, video 3 (slides 16-22, 13 min)
- 08. Confidence Limits and Intervals, video 4 (slides 23-30, 11 min)
- 08. Confidence Limits and Intervals, video 5 (slides 31-39, 17 min)
Week 9 (21 January 2021)
- 09. Machine Learning, video 1 (slides 1-7, 15 min)
- 09. Machine Learning, video 2 (slides 8-15, 9 min)
- 09. Machine Learning, video 3 (slides 16-21, 11 min)
- 09. Machine Learning, video 4 (slides 22-28, 14 min)
- 09. Machine Learning, video 5 (slides 29-39, 14 min)
- 09. Machine Learning, video 6 (slides 40-43, 9 min)
Week 10 (28 January 2021)
- 09. Machine Learning, video 7 (slides 44-49, 12 min)
- 09. Machine Learning, video 8 (slides 51-59, 9 min)
- 09. Machine Learning, video 9 (slides 60-66, 11 min)
- 09. Machine Learning, video 10 (slides 67-74, 12 min)
- 09. Machine Learning, video 11 (slides 75-79, 8 min)
Week 11 (4 February 2021)
- 09. Machine Learning, video 12 (slides 80-87, 16 min)
- 10. Unfolding, video 1 (slides 1-5, 8 min)
- 10. Unfolding, video 2 (slides 6-9, 12 min)
- 10. Unfolding, video 3 (slides 10-13, 8 min)
- 10. Unfolding, video 4 (slides 14-20, 16 min)
- 10. Unfolding, video 5 (slides 21-29, 15 min)
Week 12 (11 February 2021)
- Selected topic 1 (Martin Völkl): Kalman filter, video 1 (slides 1-6, 9 min)
- Selected topic 1: Kalman filter, video 2 (slides 7-11, 12 min)
- Selected topic 1: Kalman filter, video 3 (slides 12-17, 11 min)
- Selected topic 1: Kalman filter, video 4 (slides 18-19, 5 min)
- Selected topic 1: Kalman filter, video 5 (slides 20-24, 9 min)
- Selected topic 2: MNIST classification with a simple convolutional neural network using Keras
- Selected topic 3: Practical tips
Übungsblätter
Exercise Sheets- Exercise 1
- Exercise 2
- Exercise 3
- Exercise 4
- Exercise 5
- Exercise 6
- Exercise 7
- Exercise 8
- Exercise 9
- Exercise 10
Practical Information
Lecture
- Format: flipped/inverted classroom
- Thursday meetings start at 17:00
- Lectures will be provided as videos (screencasts) and can be accessed any time. Videos are made available every week prior to the Thursday meeting (likely already on Wednesday or earlier). This allows you a to study the material in a flexible way even in case of overlap with other lectures/seminars.
- Slides will be made available
- Contact time during the video meetings on Thursdays will only be used to discuss questions and do quizzes. This should take about 30 min.
- Question sent before the Thurday meeting (email, rocket.chat, ...) are very welcome
Tutorials
- Mondays, 16:00 – 17:45 (heiCONF or Zoom)
- First tutorial: November 2, 2020
- Used software: python + jupyter notebooks
- The KIP Jupyter server can be used to work on the exercises from any browser
- You can also install Jupyter notesbooks on you own computer
Zoom/heiCONF links
- links to the zoom/heiCONF rooms for the lecture and the tutorials will be sent to the registered participants via email prior to the first tutoral on November 2, 2020
Registration
- You need to register for this course
Exercise sheets
- will be handed out every week
- to be handed in by Thursday, 10:00 of the following week
Exam
- Date: March 3rd, 2021, 9:00-11:00
- Format: Virtual exam. Problem sheet will be made available as a pdf document, you return scanned hand-written solutions.
- Writing the exam on a tablet computer with a stylus is allowed.
- You sign a form confirming that you followed the rules (e.g., no communication with others during the exam). Signing this form on a tablet computer with a stylus is allowed.
- It is permitted to consult online resources like the lecture slides, summaries of important formulas produced in the course of the lecture, or wikipedia
- Programming plays no or only a minor role for the exam
- Computer algebra programs (Mathematica, Sympy, ...) may be used. However, the problems will be such that the use of these programs is not expected to be very helpful.
- The grade for this course is the grade of the exam
- There will be a test exam an February 15/16, 2021 during the normal time of the tutorials
ECTS points
- Lecture and tutorials: 4 ECTS points
Books
- G. Cowan, Statistical Data Analysis
- Behnke, Kroeninger, Schott, Schoerner-Sadenius: Data Analysis in High Energy Physics: A Practical Guide to Statistical Methods
- Claude A. Pruneau, Data Analysis Techniques for Physical Scientists
- L. Lista, Statistical Methods for Data Analysis in Particle Physics
- R. Barlow, Statistics: A Guide to the Use of Statistical Methods in the Physical Sciences
- Bohm, Zech, Introduction to Statistics and Data Analysis for Physicist, free ebook
- Blobel, Lohrmann: Statistische Methoden der Datenanlyse (in German), free ebook
- F. James, Statistical Methods in Experimental physics
- W. Metzger, Statistical Methods in Data Analysis, free ebook
Übungsgruppen
- Gruppe 1 (Rainer Stamen)
18 Teilnehmer/innen
Mo 16:00 - 18:00 - Gruppe 2 (Martin Völkl)
18 Teilnehmer/innen
Di 16:00 - 18:00
Example jupyter notebooks
- Plot 2d Gaussian
- Plot error ellipse
- p-values and number of standard deviations
- Unknown-sided dice example
- Gaussian error propagation with SymPy (uncorrelated variables)
- Gaussian error propagation with SymPy (correlated variables)
- Random numbers from multivariate Gaussian
- Random numbers from an arbitrary continous distribution
- Unbinned maximum likelihood fit with iminuit from the lecture
- Extended unbinned maximum likelihood fit with iminuit from the lecture
- Basic χ2 fit
- Total least squares (fit with errors in both x and y)
- Simple logistic regression example
- Classification example: the iris data set
- MNIST softmax regression
- MNIST classification with a convolutional neurel network using Keras (train model)
- MNIST classification with a convolutional neural network using Keras (apply model)
- Practical tips