DEPPISCH1

Markov Chain Monte Carlo Techniques for Parameter Inference

Type

Theoretical

#students

1

Orientation

Fitting experimental data to theoretical models is a crucial task in many physics analyses. If the number of parameters in a model is large or if the relation between the parameters and the experimental observables is complicated, this can be difficult and non-trivial. Among other applications, Monte Carlo techniques based on randomly (but adaptively) exploring the parameter space have been proven highly successful in this regard.

What

In this project, you will learn the basic principles of so called Markov Chain Monte Carlo algorithms for statistical analysis. This includes a review of existing types of algorithms and tools. You will implement your own analysis software framework, and compare it to other solutions, and you will apply it to a real life physics problem (fitting neutrino parameters in particle physics).

Special Knowledge

Programming knowledge (C++ or Java preferred), Interest in numerical and statistical analysis

Supervisor

Dr. Frank Deppisch (f.deppisch@ucl.ac.uk)
Physics D106B