19–21 Dec 2022
Dipartimento di Fisica - Università di Bari "Aldo Moro"
Europe/Rome timezone
SM&FT 2022 Frontiers in Computational Physics

On fits to correlated and auto-correlated data

21 Dec 2022, 11:30
30m
Dipartimento di Fisica - Università di Bari "Aldo Moro" - aula B - 1st floor

Dipartimento di Fisica - Università di Bari "Aldo Moro" - aula B - 1st floor

Speaker

Mattia Bruno (Universita' di Milano-Bicocca)

Description

Observables in particle physics and specifically in lattice QCD calculations are often extracted from fits. Standard chi^2 tests require a reliable determination of the covariance matrix and its inverse from correlated and auto-correlated data, a challenging task often leading to close-to-singular estimates. These motivate modifications of the definition of chi^2 such as uncorrelated fits. We show how the goodness-of-fit measured by their p-value can still be estimated robustly for a broad class of such fits.

Primary author

Mattia Bruno (Universita' di Milano-Bicocca)

Presentation materials