Observables in particle physics and specifically in lattice QCD calculations are often extracted from fits. Standard χ2 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 χ2 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.
Bruno, M., Sommer, R. (2023). On fits to correlated and auto-correlated data. COMPUTER PHYSICS COMMUNICATIONS, 285(April 2023) [10.1016/j.cpc.2022.108643].
On fits to correlated and auto-correlated data
Bruno M.
;
2023
Abstract
Observables in particle physics and specifically in lattice QCD calculations are often extracted from fits. Standard χ2 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 χ2 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.
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