Metrics of model goodness-of-fit, model comparison, and model parameter estimation are the main categories of statistical problems in science. Bayesian and frequentist methods that address these questions often rely on a likelihood function, which is the key ingredient in order to assess the plausibility of model parameters given observed data. In some complex systems or experimental setups, predicting the outcome of a model cannot be done analytically, and Monte Carlo techniques are used. In this paper, we present a new analytic likelihood that takes into account Monte Carlo uncertainties, appropriate for use in the large and small sample size limits. Our formulation performs better than semi-analytic methods, prevents strong claims on biased statements, and provides improved coverage properties compared to available methods.
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ArXiv ePrint: 1901.04645
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Argüelles, C.A., Schneider, A. & Yuan, T. A binned likelihood for stochastic models. J. High Energ. Phys. 2019, 30 (2019). https://doi.org/10.1007/JHEP06(2019)030
- Event-by-event fluctuation
- Neutrino Detectors and Telescopes (experiments)