Statistical Methods in Particle Physics
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 needed (see below)
Content
Links to slides appear in red:
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Basics concepts
- Probability
- Mean, median, mode
- Covariance and correlation
- Probability distributions
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Uncertainty
- Statistical and systematic uncertainties
- Propagation of uncertainties
- Combination of uncorrelated measurements
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Monte Carlo and numerical methods
- Generation of random numbers
- Monte Carlo integration
- Applications in HEP
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Maximum likelihood estimation
- Basics: consistency, bias, efficiency
- Maximum likelihood method
- Method of least squares
- Goodness-of-fit and hypthesis testing
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Confidence limits and intervals
- Neyman construction
- Feldman-Cousins confidence intervals
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Machine Learning
- General Overview: machine learning, deep learning and all that
- Neural Networks
- Boosted Decision trees
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Unfolding
- Response matrix
- Regularized unfolding
- "Bayesian" unfolding
A. Selected topics
Lecture videos
Week 1 (21 Oct 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 (28 Oct 2021)
- 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 (4 Nov 2021)
- 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 (11 Nov 2021)
- 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 (18 Nov 2021)
- 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 (25 Nov 2021)
- 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 (2 Dec 2021)
- 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 (9 Dec 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 (16 Dec 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 (13 January 2022)
- 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 (20 January 2022)
- 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 (27 January 2022)
- 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
Practical Information
Lecture
- Format: flipped/inverted classroom
- Thursday meetings start at 17:00 (via zoom)
- The zoom link for the meeting will be send to the registered people by email prior to the first lecture on October 21st.
- Lectures will be provided as videos (screencasts) and can be accessed any time. Videos are made available every week on Tuesday evening. 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 as well.
- 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
- Tutorials will be in presence in the KIP CIP pool
- Group 1 (Mo: 16:00 - 17:45)
- Group 2 (Tu 16:00 - 17:45)
- First tutorial: October 25/26, 2021
- 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
Registration
- You need to register for this course
Exercise sheets
- will be handed out every week after the lecture
- can be downloaded from this web page
- to be handed in by Thursday, 10:00 of the following week
- should be handed in electronically using the Übungsgruppenverwaltung
- will be handed out as jupyter notebooks
- should be handed in as jupityer notebooks or as pdf file. (e.g. scan of a handwritten solution)
- At least 60% of the points are needed to qualify for the exam.
Exam
- Date: to be defined
- Format: most likely in presence
- The grade for this course is the grade of the exam
ECTS points
- Lecture and tutorials: 4 ECTS points
Python
- A large fraction (>50%) of the problems consist of the implementation of statistical methods in Python in the framework of jupyter notebooks.
- A basic level of knowledge in Python is needed. Advanced modules will be used but special knowledge is not needed prior to the lecture.
- There are several good tutorials and courses on the internet which you can use to acquire a basic programming level.
- The tutorials start only in the second week and the first problem sheet will be handed out on Thursday of the first week. So you might consider the first few days to go through some of these Python courses.
Literature
- 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
Übungsblätter
- Übungsblatt EX01
- Übungsblatt EX02
- Übungsblatt EX03
- Übungsblatt EX04
- Übungsblatt EX05
- Übungsblatt EX06
- Übungsblatt EX07
- Übungsblatt EX08
- Übungsblatt EX09
- Übungsblatt EX10
- Übungsblatt EX11
Übungsgruppen
- Gruppe 2 (Martin Völkl)
13 Teilnehmer/innen
INF 227 / CIP-Pool KIP 1.401, Di 16:00 - 18:00 - Gruppe 1 (Rainer Stamen)
13 Teilnehmer/innen
INF 227 / CIP-Pool KIP 1.401, Mo 16:00 - 18:00
Example jupyter notebooks
Error ellipse
Error propgation
- Gaussian error propagation with SymPy (uncorrelated variables)
- Gaussian error propagation with SymPy (correlated variables)
Machine Learning
- Simple logistic regression
- Iris data set
- MNIST softmax regression
- MINST classification with Keras (train model, apply model)
Maximum-likelihood and least-squares fits
- Simple maximum likelihood fit
- Basic least squares fit
- Total least-squares (errors in x and y)
Numerics, clean code
Random numbers