Statistical Data Analysis

2025/26 University of London Postgraduate
Lectures for Particle Physicists

University of London MSci PH4515

 

  University of London crest


Glen Cowan, Royal Holloway, University of London, phone: (01784) 44 3452, e-mail: g.cowan@rhul.ac.uk

Time & Place: The 2025/26 course takes place Mondays 2-5 pm starting 29 September ending 8 December (11 weeks with no reading week). The lectures will take place in London in Stewart House, Room 2. The entrance to Stewart House is through Senate House, Malet Street, London WC1E 7HU -- here is a map. Once in Senate House go up the big staircase, turn left and through the corridor past the Royal Holloway sign.

The core material is presented in the first two hours; the third hour is used for examples and discussion.

Moodle page: U. of London MSc and MSci students should access the course through its RHUL moodle page.

Aims: This series of lectures is intended for PhD students in Particle Physics and it also forms the University of London MSci course PH4515. The purpose of the lectures on probability and statistics is to present the basic mathematical tools needed for the analysis of experimental data. The methods will be practiced by writing and running short computer programs.

Although the examples used in the course often relate to particle physics this is done in a relatively simple way and MSci students from other physics areas should not find this too great a difficulty.

Computing: The statistical methods will be practiced using computer programs in python or C++. Students should have some familiarity with at least one of these languages or be willing to use additional resources to acquire the needed computing skills.

Syllabus: A general outline of the course topics.

Slides and notes:

  • Week 1 slides, discussion notes, an introductory paper on Bayes'theorem
  • Week 2 slides, discussion notes
  • Week 3 slides, discussion slides, Monte Carlo code cauchyMC.py, cauchyMC.ipynb, importance_sampling.py, importance_sampling.ipynb.
  • Problem sheets: There are 9 problem sheets due on Mondays at 18:00 from lecture weeks 3 through 11. Scan/merge everything (including code) into a single pdf file with filename: YourName_stat_prob_sheet_n.pdf (n=1,2,...). MSc/MSci students: submit via moodle. PhD students: email to me with the exact subject line: statistics problem sheet n (n=1,2,...).

  • Problem Sheet 1, due 13 October 2025.
  • Problem Sheet 2, due 20 October 2025.
  • Books on statistical methods:

    Books on multivariate methods:

    Some additional notes/resources:

  • Python programs and slides from the 4th KMI School on Statistical Data Analysis and Anomalies (Nagoya, December 2022).
  • The materials from RHUL's year-3 introduction to statistics include a short program simpleFit.py for doing least-squares fits with the python routine curve_fit; also a root/C++ version simpleFit.C.
  • A note on the Jeffreys prior.
  • A note on the Poisson distribution and one on the exponential distribution.
  • See Sec. 40.5 of the PDG Statistics Review for a discussion of experimental sensitivity.
  • G. Cowan, Statistical Models with Uncertain Error Parameters, Eur. Phys. J. C (2019) 79:133 or arXiv:1809.05778
  • The "Asimov Paper", aka Asymptotic formulae for likelihood-based tests of new physics, by Cowan, Cranmer, Gross and Vitells, EPJC 71 (2011) 1554. or arXiv:1007.1727 for more on statistical tests for searches.
  • G. Cowan, Topics in statistical data analysis for high energy physics, arXiv:1012.3589 (2010).
  • G. Cowan, Statistics for Searches at the LHC, arXiv:1307.2487 (2013).
  • G. Cowan, Bayes Factors for Discovery (draft note).
  • Lectures at the Galileo Galilei Institute (January 2017) .
  • An introductory paper on Bayesian statistics: G. Cowan, Data analysis: Frequently Bayesian. Physics Today, Vol. 60, No. 4. (2007), pp. 82-3.
  • The sections on probability, statistics, and Monte Carlo from the Review of Particle Physics, P.A. Zyla et al., Prog. Theor. Exp. Phys. 2020, 083C01 (2020), by the Particle Data Group.
  • G. Cowan, A Survey of Unfolding Methods in Particle Physics, in M. Whalley and L. Lyons (eds.), Advanced Statistical Techniques in Particle Physics (Proceedings) Durham, UK, March 18-22, 2002, Conf.Proc.C 0203181 (2002) 248-257.
  • Computing:

  • Some more lectures on statistics I've given:

    Archives -- Statistical Data Analysis old lectures:

    Information on computing setup: Some info on how to log into the RHUL particle physics linux machine linappserv1 from the teaching lab or your own computer is available here.

    Once you have your account on linappserv0 you connect from any other networked linux machine with

    ssh -X username@linappserv0.pp.rhul.ac.uk

    where for "username" you substitute your login name, and then enter your password. You will have been given information on computer security and on how to change your password. It is your responsibility to read and follow these rules.

    The -X qualifier above should allow you to open up an "x-window". You can check this by typing at the prompt

    xclock &

    which should open up a clock in a small window. If it doesn't work, try using -Y or -XY.

    Your default shell is bash. Your account should have in the home directory a file called .bash_profile (check this with ls -la). If it isn't there, you can copy this .bash_profile to your home directory. This defines certain aliases and environment variables automatically when you log in. In particular, it defines the environment variable ROOTSYS, which you need for the ROOT programs we will use.

    You can also copy to your home directory the file .emacs, which will set some defaults for the emacs editor.


    Glen Cowan