Description

Data analysis and modelling

• Basic concepts :
  • Definition of statistical and systematical uncertainties on measurements
  • Random variables, probabilities, momenta and probabilistic laws
  • Basic laws of random variables, the normal law and the central limit theorem
  • Application : counting rates, selection efficiency, estimation for means

• Combining uncertainties from measurements :
  • Joint probabilistic laws, covariance, correlation, the two-gaussians cases
  • Uncertainty propagation
  • Parameter estimation
  • Introduction to statistics
  • Basic methods : maximum likelihood (gaussian case, uncertainties, binned likelihood, extended likelihood), least squares (linear case, uncertainties, chi2 law)
  • Minimising methods

• Hypothesis testing :
  • Histogram fits
  • Tests : two and single hypothesis, power and error, p-value, the Neyman test, chi2-test , Kolmogorov-test

• Advanced estimation :
  • Interval estimation (confidence levels and intervals), low statistics, nuisance parameters
  • Dynamic estimation, Kalman filter

• Modelization :
  • Random number generation, Monte-Carlo techniques
  • Application to simulation, use cases with ROOT

• Advanced techniques :
  • Principle analysis components (PCA) and linear discriminant analysis (LDA)
  • Multivariate Analysis (MVA), artificial neural networks and decision trees

Bibliographie

 Books to be used as references 
• W.T.Eadie, D.Drijard, F.E.James, M.Roos, B.Sadoulet, Statistical methods in experimental physics, North Holland, Amsterdam and London, 1971. 
• J.R.Taylor, An introduction to Error Analysis University Science Books,1982 
• P.R.Bevington and D.K.Robinson, Data reduction and error analysis for the Physical Sciences McGraw-Hill Book Company,1969

 Textbooks 
• L.Lyons, Statistics for nuclear and particle physics Cambridge University press, New York, 1986 
• B.Escoubès, Statistiques et probabilités à l'usage des physiciens 1998 
• R.Früwirth, Data analysis techniques for high energy physics Cambridge university press, 2000 
• W.H.Hines, D.C.Montgomery, D.M.Goldsman, C.M.Borror, Probabilités et Statistique pour ingénieurs, Chenelière éducation, 2011

 Reviews and Briefbooks 
• the particle data group, Review of particle physics
• R.K.Bock, W.Krischer, The data analysis briefbook, Springer Verlag, 1998, 

Contacts

Responsable(s) de l'enseignement

• Boris Hippolyte

MCC

Les épreuves indiquées respectent et appliquent le règlement de votre formation, disponible dans l'onglet Documents de la description de la formation.

Régime d'évaluation

CT (Contrôle terminal, mêlé de contrôle continu)

Coefficient

2.2

Évaluation initiale / Session principale - Épreuves

Seconde chance / Session de rattrapage - Épreuves