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Nested sampling (NS) is a popular algorithm for Bayesian computation. We investigate statistical errors in NS both analytically and numerically. We show two analytic results. First, we show that the leading terms in Skilling's expression using information theory match the leading terms in Keeton's expression from an analysis of moments. This approximate agreement was previously only known numerically and was somewhat mysterious. Second, we show that the uncertainty in single NS runs approximately equals the standard deviation in repeated NS runs. Whilst intuitive, this was previously taken for granted. We close by investigating our results and their assumptions in several numerical examples, including cases in which NS uncertainties increase without bound., 12 pages + appendices, 3 figures

Prior to the execution of this project, there were limited options for repairing a failed production packer. Conventional oilfield practice would default to a well workover to replace the failed component. In an offshore environment, this approach not only carries significant capital cost, but also material risk and health, safety and environment exposure associated with the large operational footprint and time requirement of the operation. An innovative solution was developed to remediate the failed packer without a workover while simultaneously significantly reducing cost and risk. A new packer was formed by melting a bismuth alloy plug into the annulus using wireline equipment, eliminating the requirement for a workover rig. Bismuth alloy pellets were deposited onto the packer via precisely drilled holes in the tubing before being melted into an annular plug, forming a gas-tight metal-to-metal seal. As this was an industry first, prototype testing of the annular bismuth plug was undertaken to demonstrate concept feasibility. After a series of iterative testing a viable concept was achieved, and the prototype was taken forward to qualification. The annular plug was qualified to industry standard ISO 14310 V0 for the well’s operating conditions which included both pressure differential and axial loads. After the bismuth annular plug was qualified, the deployment method for the bismuth pellets was optimised to ensure they reached targeted location without compromising well integrity. After 2 years of design, the industry-first wireline intervention was successfully executed in 2021 and the well was returned to production.

We point out that the Neyman-Pearson lemma applies to Bayes factors if we consider expected type-1 and type-2 error rates. That is, the Bayes factor is the test statistic that maximises the expected power for a fixed expected type-1 error rate. For Bayes factors involving a simple null hypothesis, the expected type-1 error rate is just the completely frequentist type-1 error rate. Lastly we remark on connections between the Karlin-Rubin theorem and uniformly most powerful tests, and Bayes factors. This provides frequentist motivations for computing the Bayes factor and could help reconcile Bayesians and frequentists., Comment: 8 pages

We investigate the extent to which perturbative calculations of the electroweak phase transition are arbitrary and uncertain, owing to their gauge, renormalisation scale and scheme dependence, as well as treatments of the Goldstone catastrophe and daisy diagrams. Using the complete parameter space of the Standard Model extended by a real scalar singlet with a $\mathbb{Z}_2$ symmetry as a test, we explore the properties of the electroweak phase transition in general $R_\xi$ and covariant gauges, OS and $\overline{\text{MS}}$ renormalisation schemes, and for common treatments of the Goldstone catastrophe and daisy diagrams. Reassuringly, we find that different renormalisation schemes and different treatments of the Goldstone catastrophe and daisy diagrams typically lead to only modest changes in predictions for the critical temperature and strength of the phase transition. On the other hand, the gauge and renormalisation scale dependence may be significant, and often impact the existence of the phase transition altogether., Comment: 45 pages, 16 figures and 2 tables; version accepted for publication in JHEP; Correct the signs of mu in Table 2

Helical Auxetic Yarns (HAYs) can be used in a variety of applications from healthcare to blast and impact resistance. This work focuses on the effect of the use of different core materials (e.g. rubber, polyurethane, polytetrafluoroethylene/teflon, polypropylene, polyetheretherketone, polycarbonate, acetal) with a nitinol wire wrap component on the maximum Negative Poisson Ratio (NPR) produced and thus the auxetic performance of Helical Auxetic Yarns (HAYs). From the analytical model, it was found that an acetal core produced the largest NPR when compared to the other six materials. The trend obtained from the experimental tensile tests (validation) correlated closely with the theoretical predictions of the NPR as axial strain was increased. The experimental method presented a maximum NPR at an average axial strain of 0.148 which was close to the strain of 0.155 predicted by theory. However, the maximum experimental NPR was significantly lower than that predicted by the analytical model.

In this work, we study the impact of electroweak and Higgs precision measurements at future electron-positron colliders on several typical supersymmetric models, including the Constrained Minimal Supersymmetric Standard Model (CMSSM), Non-Universal Higgs Mass generalisations (NUHM1, NUHM2), and the 7-dimensional Minimal Supersymmetric Standard Model (MSSM7). Using publicly-available data from the \textsf{GAMBIT} community, we post-process previous SUSY global fits with additional likelihoods to explore the discovery potential of Higgs factories, such as the Circular Electron Positron Collider (CEPC), the Future Circular Collider (FCC) and the International Linear Collider (ILC). We show that the currently allowed parameter space of these models will be further tested by future precision measurements. In particular, dark matter annihilation mechanisms may be distinguished by precise measurements of Higgs observables., Comment: 24 pages, 8 figures, 4 tables. Contribution to Snowmass 2021. Version accepted for publication in PRD

We consider the Jeffreys-Lindley paradox from an objective Bayesian perspective by attempting to find priors representing complete indifference to sample size in the problem. This means that we ensure that the prior for the unknown mean and the prior predictive for the $t$-statistic are independent of the sample size. If successful, this would lead to Bayesian model comparison that was independent of sample size and ameliorate the paradox. Unfortunately, it leads to an improper scale-invariant prior for the unknown mean. We show, however, that a truncated scale-invariant prior delays the dependence on sample size, which could be practically significant. Lastly, we shed light on the paradox by relating it to the fact that the scale-invariant prior is improper., Comment: 6 pages, 1 figure, added one comment and reference

We review Skilling's nested sampling (NS) algorithm for Bayesian inference and more broadly multi-dimensional integration. After recapitulating the principles of NS, we survey developments in implementing efficient NS algorithms in practice in high-dimensions, including methods for sampling from the so-called constrained prior. We outline the ways in which NS may be applied and describe the application of NS in three scientific fields in which the algorithm has proved to be useful: cosmology, gravitational-wave astronomy, and materials science. We close by making recommendations for best practice when using NS and by summarizing potential limitations and optimizations of NS., Comment: 20 pages + supplementary information, 5 figures. preprint version; published version at https://www.nature.com/articles/s43586-022-00121-x

The European physical journal / C 81(11), 992 (2021). doi:10.1140/epjc/s10052-021-09712-6, We assess the status of a wide class of WIMP dark matter (DM) models in light of the latest experimental results using the global fitting framework GAMBIT. We perform a global analysis of effective field theory (EFT) operators describing the interactions between a gauge-singlet Dirac fermion and the Standard Model quarks, the gluons and the photon. In this bottom-up approach, we simultaneously vary the coefficients of 14 such operators up to dimension 7, along with the DM mass, the scale of new physics and several nuisance parameters. Our likelihood functions include the latest data from Planck, direct and indirect detection experiments, and the LHC. For DM masses below 100 GeV, we find that it is impossible to satisfy all constraints simultaneously while maintaining EFT validity at LHC energies. For new physics scales around 1 TeV, our results are influenced by several small excesses in the LHC data and depend on the prescription that we adopt to ensure EFT validity. Furthermore, we find large regions of viable parameter space where the EFT is valid and the relic density can be reproduced, implying that WIMPs can still account for the DM of the universe while being consistent with the latest data., Published by Springer, Heidelberg

The statistical models used to derive the results of experimental analyses are of incredible scientific value and are essential information for analysis preservation and reuse. In this paper, we make the scientific case for systematically publishing the full statistical models and discuss the technical developments that make this practical. By means of a variety of physics cases -- including parton distribution functions, Higgs boson measurements, effective field theory interpretations, direct searches for new physics, heavy flavor physics, direct dark matter detection, world averages, and beyond the Standard Model global fits -- we illustrate how detailed information on the statistical modelling can enhance the short- and long-term impact of experimental results., Comment: 60 pages, 15 figures

We propose a novel method for computing $p$-values based on nested sampling (NS) applied to the sampling space rather than the parameter space of the problem, in contrast to its usage in Bayesian computation. The computational cost of NS scales as $\log^2{1/p}$, which compares favorably to the $1/p$ scaling for Monte Carlo (MC) simulations. For significances greater than about $4\sigma$ in both a toy problem and a simplified resonance search, we show that NS requires orders of magnitude fewer simulations than ordinary MC estimates. This is particularly relevant for high-energy physics, which adopts a $5\sigma$ gold standard for discovery. We conclude with remarks on new connections between Bayesian and frequentist computation and possibilities for tuning NS implementations for still better performance in this setting., Comment: 5 pages + refs, 3 figures. added refs + schematic of algorithm. closely matches published version

The excess of electron recoil events seen by the XENON1T experiment has been interpreted as a potential signal of axion-like particles (ALPs), either produced in the Sun, or constituting part of the dark matter halo of the Milky Way. It has also been explained as a consequence of trace amounts of tritium in the experiment. We consider the evidence for the solar and dark-matter ALP hypotheses from the combination of XENON1T data and multiple astrophysical probes, including horizontal branch stars, red giants, and white dwarfs. We briefly address the influence of ALP decays and supernova cooling. While the different datasets are in clear tension for the case of solar ALPs, all measurements can be simultaneously accommodated for the case of a sub-dominant fraction of dark-matter ALPs. Nevertheless, this solution requires the tuning of several a priori unknown parameters, such that for our choices of priors a Bayesian analysis shows no strong preference for the ALP interpretation of the XENON1T excess over the background hypothesis., 40 pages, 9 figures. V3 corresponds to the accepted manuscript; added appendices on the DIC and MC simulations; supplementary material now available on Zenodo at https://doi.org/10.5281/zenodo.4384061

Physical theories that depend on many parameters or are tested against data from many different experiments pose unique challenges to statistical inference. Many models in particle physics, astrophysics and cosmology fall into one or both of these categories. These issues are often sidestepped with statistically unsound ad hoc methods, involving intersection of parameter intervals estimated by multiple experiments, and random or grid sampling of model parameters. Whilst these methods are easy to apply, they exhibit pathologies even in low-dimensional parameter spaces, and quickly become problematic to use and interpret in higher dimensions. In this article we give clear guidance for going beyond these procedures, suggesting where possible simple methods for performing statistically sound inference, and recommendations of readily-available software tools and standards that can assist in doing so. Our aim is to provide any physicists lacking comprehensive statistical training with recommendations for reaching correct scientific conclusions, with only a modest increase in analysis burden. Our examples can be reproduced with the code publicly available at https://doi.org/10.5281/zenodo.4322283., 15 pages, 4 figures. extended discussions. closely matches version accepted for publication

Nested sampling (NS) is an invaluable tool in data analysis in modern astrophysics, cosmology, gravitational wave astronomy and particle physics. We identify a previously unused property of NS related to order statistics: the insertion indexes of new live points into the existing live points should be uniformly distributed. This observation enabled us to create a novel cross-check of single NS runs. The tests can detect when an NS run failed to sample new live points from the constrained prior and plateaus in the likelihood function, which break an assumption of NS and thus leads to unreliable results. We applied our cross-check to NS runs on toy functions with known analytic results in 2 - 50 dimensions, showing that our approach can detect problematic runs on a variety of likelihoods, settings and dimensions. As an example of a realistic application, we cross-checked NS runs performed in the context of cosmological model selection. Since the cross-check is simple, we recommend that it become a mandatory test for every applicable NS run., minor changes & clarifications. closely matches published version

We present a C++ software package called PhaseTracer for mapping out cosmological phases, and potential transitions between them, for Standard Model extensions with any number of scalar fields. PhaseTracer traces the minima of effective potential as the temperature changes, and then calculates the critical temperatures, at which the minima are degenerate. PhaseTracer is constructed with modularity, flexibility and practicality in mind. It is fast and stable, and can receive potentials provided by other packages such as FlexibleSUSY. PhaseTracer can be useful analysing cosmological phase transitions which played an important role in the very early evolution of the Universe. If they were first order they could generate detectable gravitational waves and/or trigger electroweak baryogenesis to generate the observed matter anti-matter asymmetry of the Universe. The code can be obtained from https://github.com/PhaseTracer/PhaseTracer., Comment: 32 pages, 5 figures, matches published version

It was recently emphasised by Riley (2019); Schittenhelm & Wacker (2020) that that in the presence of plateaus in the likelihood function nested sampling (NS) produces faulty estimates of the evidence and posterior densities. After informally explaining the cause of the problem, we present a modified version of NS that handles plateaus and can be applied retrospectively to NS runs from popular NS software using anesthetic. In the modified NS, live points in a plateau are evicted one by one without replacement, with ordinary NS compression of the prior volume after each eviction but taking into account the dynamic number of live points. The live points are replenished once all points in the plateau are removed. We demonstrate it on a number of examples. Since the modification is simple, we propose that it becomes the canonical version of Skilling's NS algorithm., 7 pages, 6 figures. minor changes and clarifications. closely matches published version

There has been a steady interest in flavor anomalies and their global fits as ideal probes of new physics. If the anomalies are real, one promising explanation is a new Z′ gauge boson with a flavor-changing coupling to bottom and strange quarks and a flavor-conserving coupling to muons and, possibly, electrons. We point out that direct production of such a Z′, emerging from the collision of b and s quarks, may offer a complementary window into these phenomena because collider searches already provide competitive constraints. On top of that, we analyze the same Z′ scenario in relation to another long-standing discrepancy between theory and experiment that concerns the anomalous magnetic moment of the muon. By scanning the allowed Z′ coupling strengths in the low-mass region, we assess the compatibility of the signals from LHCb with the Z′ searches in the high energy LHC data and the measurements of the anomalous magnetic moments of the involved leptons. We also argue that observations of the latter can break the degeneracy pattern in the Wilson coefficients C9 and C10 presented by LHCb data. The Z′ model we consider is compatible with the new measurement of RK⁎, therefore it can potentially account for the long-standing deviations observed in B-physics.

We present an algorithm for the reconstruction of the Higgs mass in events with Higgs bosons decaying into a pair of leptons. The algorithm is based on matrix element (ME) techniques and achieves a relative resolution on the Higgs boson mass of typically 15–20%. A previous version of the algorithm has been used in analyses of Higgs boson production performed by the CMS collaboration during LHC Run 1. The algorithm is described in detail and its performance on simulated events is assessed. The development of techniques to handle decays in the ME formalism represents an important result of this paper., Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment, 862, ISSN:0168-9002, ISSN:1872-9576

We present BubbleProfiler, a C++ software package for finding field profiles in bubble walls and calculating the bounce action during phase transitions involving multiple scalar fields. Our code uses a recently proposed perturbative method for potentials with multiple fields and a shooting method for single field cases. BubbleProfiler is constructed with modularity, flexibility and practicality in mind. These principles extend from the input of an arbitrary potential with multiple scalar fields in various forms, through the code structure, to the testing suite. After reviewing the physics context, we describe how the methods are implemented in BubbleProfiler, provide an overview of the code structure and detail usage scenarios. We present a number of examples that serve as test cases of BubbleProfiler and comparisons to existing public codes with similar functionality. We also show a physics application of BubbleProfiler in the scalar singlet extension of the Standard Model of particle physics by calculating the action as a function of model parameters during the electroweak phase transition. BubbleProfiler completes an important link in the toolchain for studying the properties of the thermal phase transition driving baryogenesis and properties of gravitational waves in models with multiple scalar fields. The code can be obtained from: https://github.com/bubbleprofiler/bubbleprofiler, 43 pages, 12 figures, 1 table

Motivated by the fact that the Next-to-Minimal Supersymmetric Standard Model is one of the most plausible models that can accommodate electroweak baryogenesis, we analyze its phase structure by tracing the temperature dependence of the minima of the effective potential. Our results reveal rich patterns of phase structure that end in the observed electroweak symmetry breaking vacuum. We classify these patterns according to the first transition in their history and show the strong first-order phase transitions that may be possible in each type of pattern. These could allow for the generation of the matter-antimatter asymmetry or potentially observable gravitational waves. For a selection of benchmark points, we checked that the phase transitions completed and calculated the nucleation temperatures. We furthermore present samples that feature strong first-order phase transitions from an extensive scan of the whole parameter space. We highlight common features of our samples, including the fact that the Standard Model like Higgs is often not the lightest Higgs in the model., Comment: 41 pages, 13 figures. V3: corrected typos and extended discussion about Higgs masses. Accepted in JHEP

We present a Bayesian and frequentist analysis of the DAMPE charged cosmic ray spectrum. The spectrum, by eye, contained a spectral break at about 1 TeV and a monochromatic excess at about 1.4 TeV. The break was supported by a Bayes factor of about $10^{10}$ and we argue that the statistical significance was resounding. We investigated whether we should attribute the excess to dark matter annihilation into electrons in a nearby subhalo. We found a local significance of about $3.6\sigma$ and a global significance of about $2.3\sigma$, including a two-dimensional look-elsewhere effect by simulating 1000 pseudo-experiments. The Bayes factor was sensitive to our choices of priors, but favoured the excess by about 2 for our choices. Thus, whilst intriguing, the evidence for a signal is not currently compelling., Comment: 4 pages, 2 figures

We perform frequentist and Bayesian statistical analyses of Higgs- and Z-portal models of dark matter particles with spin 0, 1/2 and 1. Our analyses incorporate data from direct detection and indirect detection experiments, as well as LHC searches for monojet and monophoton events, and we also analyze the potential impacts of future direct detection experiments. We find acceptable regions of the parameter spaces for Higgs-portal models with real scalar, neutral vector, Majorana or Dirac fermion dark matter particles, and Z-portal models with Majorana or Dirac fermion dark matter particles. In many of these cases, there are interesting prospects for discovering dark matter particles in Higgs or Z decays, as well as dark matter particles weighing $\gtrsim 100$ GeV. Negative results from planned direct detection experiments would still allow acceptable regions for Higgs- and Z-portal models with Majorana or Dirac fermion dark matter particles., Comment: 9 figures, 8 tables, 34 pages. v3: closely matches published version

A new gauge singlet scalar field can undergo a strongly first-order phase transition (PT) leading to gravitational waves (GW) potentially observable at aLIGO and simultaneously stabilize the electroweak vacuum. aLIGO (O5) is potentially sensitive to cosmological PTs at $10^7$-$10^8$ GeV, which coincides with the requirement that the singlet scale is less than the Standard Model (SM) vacuum instability scale, which is between $10^8$ GeV and $10^{14}$ GeV. After sampling its parameter space, we identify three benchmark points with a PT at about $T\approx 10^7$ GeV in a gauge singlet extension of the SM. We calculate the nucleation temperature, order parameter, characteristic timescale, and peak amplitude and frequency of GW from bubble collisions during the PT for the benchmarks and find that, in an optimistic scenario, GW from such a PT may be in reach of aLIGO (O5). We confirm that the singlet stabilizes the electroweak vacuum whilst remaining consistent with zero-temperature phenomenology as well. Thus, this scenario presents an intriguing possibility that aLIGO may detect traces of fundamental physics motivated by vacuum stability at an energy scale that is well above the reach of any other experiment., Comment: 10 pages, 7 figures. Improved calculation of beta parameter. Conclusions unchanged. Closely matches published version

As an example of using Bayesian statistics in searches for new physics at the LHC, we present a calculation of Bayes factors for the erstwhile digamma resonance (\(\digamma\)) versus the SM in light of ATLAS 8 TeV 20.3/fb, 13 TeV 3.2/fb and 13 TeV 15.4/fb data. We matched, wherever possible, parameterisations in the ATLAS analysis. We calculated that the plausibility of the \(\digamma\)versus the Standard Model increased by about eight in light of the 8 TeV 20.3/fb and 13 TeV 3.2/fb ATLAS data, somewhat justifying interest in \(\digamma\) models. All told, however, in light of 15.4/fb data, the \(\digamma\) was disfavoured by about 0.7. We argue that Bayes factors could play an important role in future anomalies by clarifying the plausibility of new physics and sidestepping look-elsewhere effects.

The Higgs boson discovery stirred interest in next-to-minimal supersymmetric models, due to the apparent fine-tuning required to accommodate it in minimal theories. To assess their naturalness, we compare fine-tuning in a $\mathbb{Z}_3$ conserving semi-constrained Next-to-Minimal Supersymmetric Standard Model (NMSSM) to the constrained MSSM (CMSSM). We contrast popular fine-tuning measures with naturalness priors, which automatically appear in statistical measures of the plausibility that a given model reproduces the weak scale. Our comparison shows that naturalness priors provide valuable insight into the hierarchy problem and rigorously ground naturalness in Bayesian statistics. For the CMSSM and semi-constrained NMSSM we demonstrate qualitative agreement between naturalness priors and popular fine tuning measures. Thus, we give a clear plausibility argument that favours relatively light superpartners., Comment: 52 pages, 11 figures and 3 tables, Published in JHEP

The Dark Matter Particle Explorer (DAMPE) recently released measurements of the electron spectrum with a hint of a narrow peak at about 1.4 TeV. We investigate dark matter (DM) models that could produce such a signal by annihilation in a nearby subhalo whilst simultaneously satisfying constraints from DM searches. In our model-independent approach, we consider all renormalizable interactions via a spin 0 or 1 mediator between spin 0 or 1/2 DM particles and the Standard Model leptons. We find that of the 20 combinations, 10 are ruled out by velocity or helicity suppression of the annihilation cross section to fermions. The remaining 10 models, though, evade constraints from the relic density, collider and direct detection searches, and include models of spin 0 and 1/2 DM coupling to a spin 0 or 1 mediator. We delineate the regions of mediator mass and couplings that could explain the DAMPE excess. In all cases the mediator is required to be heaver than about 2 TeV by LEP limits., Comment: 28 pages, 5 figures and 2 tables. v2: references added. v3: minor changes, matches published version