Search for high mass resonances decaying into electron-positron pairs in proton-proton collisions at sqrt(s) = 7 TeV with the ATLAS detector

The Standard Model of particle physics was developed to describe the fundamental particles, which form matter, and their interactions via the strong, electromagnetic and weak force. Although most measurements are described with high accuracy, some observations indicate that the Standard Model is incomplete. Numerous extensions were developed to solve these limitations. Several of these extensions predict heavy resonances, so-called Z' bosons, that can decay into an electron positron pair. The particle accelerator Large Hadron Collider (LHC) at CERN in Switzerland was built to collide protons at unprecedented center-of-mass energies, namely 7 TeV in 2011. With the data set recorded in 2011 by the ATLAS detector, a large multi-purpose detector located at the LHC, the electron positron pair mass spectrum was measured up to high masses in the TeV range. The properties of electrons and the probability that other particles are mis-identified as electrons were studied in detail. Using the obtained information, a sophisticated Standard Model expectation was derived with data-driven methods and Monte Carlo simulations. In the comparison of the measurement with the expectation, no significant deviations from the Standard Model expectations were observed. Therefore exclusion limits for several Standard Model extensions were calculated. For example, Sequential Standard Model (SSM) Z' bosons with masses below 2.10 TeV were excluded with 95% Confidence Level (C.L.).

Outcome-based adaptive randomization for binary data in clinical trials---Compare and contrast

Monte Carlo simulation has been conducted to investigate parameter estimation and hypothesis testing in some well known adaptive randomization procedures. The four urn models studied are Randomized Play-the-Winner (RPW), Randomized Pôlya Urn (RPU), Birth and Death Urn with Immigration (BDUI), and Drop-the-Loses Urn (DL). Two sequential estimation methods, the sequential maximum likelihood estimation (SMLE) and the doubly adaptive biased coin design (DABC), are simulated at three optimal allocation targets that minimize the expected number of failures under the assumption of constant variance of simple difference (RSIHR), relative risk (ORR), and odds ratio (OOR) respectively. Log likelihood ratio test and three Wald-type tests (simple difference, log of relative risk, log of odds ratio) are compared in different adaptive procedures. ^ Simulation results indicates that although RPW is slightly better in assigning more patients to the superior treatment, the DL method is considerably less variable and the test statistics have better normality. When compared with SMLE, DABC has slightly higher overall response rate with lower variance, but has larger bias and variance in parameter estimation. Additionally, the test statistics in SMLE have better normality and lower type I error rate, and the power of hypothesis testing is more comparable with the equal randomization. Usually, RSIHR has the highest power among the 3 optimal allocation ratios. However, the ORR allocation has better power and lower type I error rate when the log of relative risk is the test statistics. The number of expected failures in ORR is smaller than RSIHR. It is also shown that the simple difference of response rates has the worst normality among all 4 test statistics. The power of hypothesis test is always inflated when simple difference is used. On the other hand, the normality of the log likelihood ratio test statistics is robust against the change of adaptive randomization procedures. ^

Probability inundation map for a scenario combining storm surge and sea-level rise

Coastal managers require reliable spatial data on the extent and timing of potential coastal inundation, particularly in a changing climate. Most sea level rise (SLR) vulnerability assessments are undertaken using the easily implemented bathtub approach, where areas adjacent to the sea and below a given elevation are mapped using a deterministic line dividing potentially inundated from dry areas. This method only requires elevation data usually in the form of a digital elevation model (DEM). However, inherent errors in the DEM and spatial analysis of the bathtub model propagate into the inundation mapping. The aim of this study was to assess the impacts of spatially variable and spatially correlated elevation errors in high-spatial resolution DEMs for mapping coastal inundation. Elevation errors were best modelled using regression-kriging. This geostatistical model takes the spatial correlation in elevation errors into account, which has a significant impact on analyses that include spatial interactions, such as inundation modelling. The spatial variability of elevation errors was partially explained by land cover and terrain variables. Elevation errors were simulated using sequential Gaussian simulation, a Monte Carlo probabilistic approach. 1,000 error simulations were added to the original DEM and reclassified using a hydrologically correct bathtub method. The probability of inundation to a scenario combining a 1 in 100 year storm event over a 1 m SLR was calculated by counting the proportion of times from the 1,000 simulations that a location was inundated. This probabilistic approach can be used in a risk-aversive decision making process by planning for scenarios with different probabilities of occurrence. For example, results showed that when considering a 1% probability exceedance, the inundated area was approximately 11% larger than mapped using the deterministic bathtub approach. The probabilistic approach provides visually intuitive maps that convey uncertainties inherent to spatial data and analysis.

Bayesian analysis of the scatterometer wind retrieval inverse problem:Some new approaches

The retrieval of wind vectors from satellite scatterometer observations is a non-linear inverse problem. A common approach to solving inverse problems is to adopt a Bayesian framework and to infer the posterior distribution of the parameters of interest given the observations by using a likelihood model relating the observations to the parameters, and a prior distribution over the parameters. We show how Gaussian process priors can be used efficiently with a variety of likelihood models, using local forward (observation) models and direct inverse models for the scatterometer. We present an enhanced Markov chain Monte Carlo method to sample from the resulting multimodal posterior distribution. We go on to show how the computational complexity of the inference can be controlled by using a sparse, sequential Bayes algorithm for estimation with Gaussian processes. This helps to overcome the most serious barrier to the use of probabilistic, Gaussian process methods in remote sensing inverse problems, which is the prohibitively large size of the data sets. We contrast the sampling results with the approximations that are found by using the sparse, sequential Bayes algorithm.

A projected process kriging algorithm for sensor networks with heterogeneous error characteristics

Large monitoring networks are becoming increasingly common and can generate large datasets from thousands to millions of observations in size, often with high temporal resolution. Processing large datasets using traditional geostatistical methods is prohibitively slow and in real world applications different types of sensor can be found across a monitoring network. Heterogeneities in the error characteristics of different sensors, both in terms of distribution and magnitude, presents problems for generating coherent maps. An assumption in traditional geostatistics is that observations are made directly of the underlying process being studied and that the observations are contaminated with Gaussian errors. Under this assumption, sub–optimal predictions will be obtained if the error characteristics of the sensor are effectively non–Gaussian. One method, model based geostatistics, assumes that a Gaussian process prior is imposed over the (latent) process being studied and that the sensor model forms part of the likelihood term. One problem with this type of approach is that the corresponding posterior distribution will be non–Gaussian and computationally demanding as Monte Carlo methods have to be used. An extension of a sequential, approximate Bayesian inference method enables observations with arbitrary likelihoods to be treated, in a projected process kriging framework which is less computationally intensive. The approach is illustrated using a simulated dataset with a range of sensor models and error characteristics.

An Environment for Rapid Derivatives Design and Experimentation

In the highly competitive world of modern finance, new derivatives are continually required to take advantage of changes in financial markets, and to hedge businesses against new risks. The research described in this paper aims to accelerate the development and pricing of new derivatives in two different ways. Firstly, new derivatives can be specified mathematically within a general framework, enabling new mathematical formulae to be specified rather than just new parameter settings. This Generic Pricing Engine (GPE) is expressively powerful enough to specify a wide range of stand¬ard pricing engines. Secondly, the associated price simulation using the Monte Carlo method is accelerated using GPU or multicore hardware. The parallel implementation (in OpenCL) is automatically derived from the mathematical description of the derivative. As a test, for a Basket Option Pricing Engine (BOPE) generated using the GPE, on the largest problem size, an NVidia GPU runs the generated pricing engine at 45 times the speed of a sequential, specific hand-coded implementation of the same BOPE. Thus a user can more rapidly devise, simulate and experiment with new derivatives without actual programming.

Property cash flow studies : focusing on model consistency and data accuracy

The high degree of variability and inconsistency in cash flow study usage by property professionals demands improvement in knowledge and processes. Until recently limited research was being undertaken on the use of cash flow studies in property valuations but the growing acceptance of this approach for major investment valuations has resulted in renewed interest in this topic. Studies on valuation variations identify data accuracy, model consistency and bias as major concerns. In cash flow studies there are practical problems with the input data and the consistency of the models. This study will refer to the recent literature and identify the major factors in model inconsistency and data selection. A detailed case study will be used to examine the effects of changes in structure and inputs. The key variable inputs will be identified and proposals developed to improve the selection process for these key variables. The variables will be selected with the aid of sensitivity studies and alternative ways of quantifying the key variables explained. The paper recommends, with reservations, the use of probability profiles of the variables and the incorporation of this data in simulation exercises. The use of Monte Carlo simulation is demonstrated and the factors influencing the structure of the probability distributions of the key variables are outline. This study relates to ongoing research into functional performance of commercial property within an Australian Cooperative Research Centre.

Whole of life cycle cost analysis in bridge rehabilitation

The report presents a methodology for whole of life cycle cost analysis of alternative treatment options for bridge structures, which require rehabilitation. The methodology has been developed after a review of current methods and establishing that a life cycle analysis based on a probabilistic risk approach has many advantages including the essential ability to consider variability of input parameters. The input parameters for the analysis are identified as initial cost, maintenance, monitoring and repair cost, user cost and failure cost. The methodology utilizes the advanced simulation technique of Monte Carlo simulation to combine a number of probability distributions to establish the distribution of whole of life cycle cost. In performing the simulation, the need for a powerful software package, which would work with spreadsheet program, has been identified. After exploring several products on the market, @RISK software has been selected for the simulation. In conclusion, the report presents a typical decision making scenario considering two alternative treatment options.

Identification of critical input variables for risk-based cost estimates for road maintenance and rehabilitation

An estimation of costs for maintenance and rehabilitation is subject to variation due to the uncertainties of input parameters. This paper presents the results of an analysis to identify input parameters that affect the prediction of variation in road deterioration. Road data obtained from 1688 km of a national highway located in the tropical northeast of Queensland in Australia were used in the analysis. Data were analysed using a probability-based method, the Monte Carlo simulation technique and HDM-4’s roughness prediction model. The results of the analysis indicated that among the input parameters the variability of pavement strength, rut depth, annual equivalent axle load and initial roughness affected the variability of the predicted roughness. The second part of the paper presents an analysis to assess the variation in cost estimates due to the variability of the overall identified critical input parameters.

A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean

Phase-type distributions represent the time to absorption for a finite state Markov chain in continuous time, generalising the exponential distribution and providing a flexible and useful modelling tool. We present a new reversible jump Markov chain Monte Carlo scheme for performing a fully Bayesian analysis of the popular Coxian subclass of phase-type models; the convenient Coxian representation involves fewer parameters than a more general phase-type model. The key novelty of our approach is that we model covariate dependence in the mean whilst using the Coxian phase-type model as a very general residual distribution. Such incorporation of covariates into the model has not previously been attempted in the Bayesian literature. A further novelty is that we also propose a reversible jump scheme for investigating structural changes to the model brought about by the introduction of Erlang phases. Our approach addresses more questions of inference than previous Bayesian treatments of this model and is automatic in nature. We analyse an example dataset comprising lengths of hospital stays of a sample of patients collected from two Australian hospitals to produce a model for a patient's expected length of stay which incorporates the effects of several covariates. This leads to interesting conclusions about what contributes to length of hospital stay with implications for hospital planning. We compare our results with an alternative classical analysis of these data.

CTCombine : rotating and combining CT data with an accurate detector model, to simulate radiotherapy portal imaging at non-zero beam angles

Established Monte Carlo user codes BEAMnrc and DOSXYZnrc permit the accurate and straightforward simulation of radiotherapy experiments and treatments delivered from multiple beam angles. However, when an electronic portal imaging detector (EPID) is included in these simulations, treatment delivery from non-zero beam angles becomes problematic. This study introduces CTCombine, a purpose-built code for rotating selected CT data volumes, converting CT numbers to mass densities, combining the results with model EPIDs and writing output in a form which can easily be read and used by the dose calculation code DOSXYZnrc. The geometric and dosimetric accuracy of CTCombine’s output has been assessed by simulating simple and complex treatments applied to a rotated planar phantom and a rotated humanoid phantom and comparing the resulting virtual EPID images with the images acquired using experimental measurements and independent simulations of equivalent phantoms. It is expected that CTCombine will be useful for Monte Carlo studies of EPID dosimetry as well as other EPID imaging applications.