## Statistical Data Analysis for Particle Physics

### Tsinghua University, Center for High Energy Physics, Beijing

Glen Cowan, Physics Department, Royal Holloway, University of London, e-mail: g.cowan@rhul.ac.uk

Dates and times: April 12 to 16, 2010; lectures 9:00 to 11:00; computer exercises at 14:00.

Course description: The lectures will present an introduction to statistical methods as used in High Energy Physics. The topics will include:

• Monday: Review of probability, Monte Carlo, parameter estimation.
• Tuesday: Multivariate methods (I). Event selection as a statistical test, cut-based, linear and neural network classifiers.
• Wednesday: Multivariate methods (II). Probability densitiy estimation methods, boosted decision trees, support vector machines.
• Thursday: Significance tests for discovery and limits. Profile likelihood methods for systematic uncertainties.
• Friday: Bayesian methods. Parameter estimation, marginalization with MCMC, Bayesian model selection.
Lecture Notes (approx. by day and still evolving): The lectures follow on from a course at the University of London. The complete set of lecture notes for that course plus other resources can be found here.

Problem sheets: Here are the statistics exercises used for the London course (problem sheets 1 to 3 were on computing). We will select from these:

• Problem sheet 4: ps, pdf
• Problem sheet 5: ps, pdf
• Problem sheet 6: ps, pdf. The materials for this problem sheet can be found here and info on how to set up the ROOT environment can be found here. Here are some slides (ppt,pdf) that give a brief intro on how to work with ROOT.
• Problem sheet 7: ps, pdf For problem 3 you need the programs here (see also the file readme.txt. You can download all the code in a single tarball here; to unpack, use tar -xvf tmvaTsinghua.tar . You can get the code to draw a contour of constant classifier output here. (Download to your tmva directory at same level as analyze and then tar -xvf contour.tar.)
• Problem sheet 8: ps, pdf For problem 2 you need the programs makeData and expFit (download the files, setup ROOT as before with setup.sh (or setup.csh as appropriate), and type gmake).
• Extra problems: ps, pdf
• Here is an extended version of problem 7-2 (for Friday): ps, pdf.
• Some books:

G. Cowan, Statistical Data Analysis, Clarendon Press, Oxford, 1998.
R.J.Barlow, A Guide to the Use of Statistical Methods in the Physical Sciences, John Wiley, 1989;
Frederick James, Statistical Methods in Experimental Physics, 2nd Edition, World Scientific, 2006;
S.Brandt, Statistical and Computational Methods in Data Analysis, Springer, New York, 1998;
L.Lyons, Statistics for Nuclear and Particle Physics, CUP, 1986.

You can also download the sections on probability, statistics, and Monte Carlo (pdf files) from the Review of Particle Physics by the Particle Data Group.

Glen Cowan