The Bayesian Method

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Description of the Bayesian method
Other methods
Comparison between Rfit/Bayesian methods



Description of the Bayesian method




The method is explained in details in M. Ciuchini et al. JHEP 0107 (2001) 013. hep-ph/0012308

Given N parameters xi(A, BK, fBd, ...) and M constraints ci (Δmi, εK, ...) (whose actual value depends on xi and on CKM parameters (ρ,η), what is the best determination of (ρ,η)? Bayes Theorem tells us that:

ƒ( ρ, η, x1, x2 , ..., xN | c1, c2 , ..., cM ) ∝ ∏j=1,M ƒj(cj | ρ, η, x1, x2 , ..., xN)i=1,N ƒi(xi)ƒo (ρ, η)

where ƒ is the p.d.f. for the constraints or parameters and ƒo is the a-priori probability for (ρ, η).

The output p.d.f. for (ρ, η) is obtained by integrating over the parameters space:

ƒ(ρ, η) ∝ ∫ ∏j=1,M ƒj(cj | ρ, η, x1, x2 , ..., xN)i=1,N ƒi(xi)ƒo (ρ, η)
Several remarks are in order: How do we treat the inputs? The final p.d.f. of the parameter is computed as a convolution between all the uncertainties. Example of p.d.f. for a theoretical parameter:
BK = (0.87 ± 0.06stat ± 0.13flat)

B_K p.d.f. plot
The interpretation of the result of a Bayesian fit has a well defined probabilistic interpretation, since the output of the fir is given in terms of p.d.f.'s.



Other Methods




Other statistical approaches are based on a frequentist understanding of systematic theoretical uncertainties, which cannot be treated as statistically distributed quantities. In this framework two main approaches can be distinguished : the Rfit method and the Scanning method. In both methods, the ``theoretically allowed'' values for some theoretical parameters are ``scanned'', i.e. no statistical weight is assigned to these parameters as long as their values are inside a ``theoretically allowed'' range.
At present three groups are producing results in this framework :
- Rfit Group ( hep-ph/0104062). (see also the web page).
- Frequentist-K.Schubert ( proceedings at CKM workshop ).
- Scan Group ( hep-ph/0308262).
The Rfit and the Scan methods are also described in Chapter V of the Yellow Report (CERN-EP/2003-002) ( hep-ph/0304132).



Comparison between Rfit/Bayesian methods




The comparison between Rfit and Bayesian methods has been done during the first CKM Workshop held at CERN on 13-16 February 2002. The results are reported into Chapter V of the Yellow Report (CERN-EP/2003-002) ( hep-ph/0304132 ). We summarize here the main results.
The aim of this comparison was to evaluate the difference in the output quantities as obtained from the two statistical methods and not to judge their validity (statistical foundation).
At the Workshop it was concluded that the output results differ mainly because of the different treatment of the input quantities.
Treatment of the inputs
Table of inputs for this comparison
Comparison on output quantities




Treatment of the input quantities

The treatment of the inputs differ between the two methods.
The uncertainty on a quantity is usually split in two parts: a statistical part which can be described by a Gaussian p.d.f., (this part may contain many sources of uncertainties which have been already combined into a single p.d.f.) and another part which is usually of theoretical origin and is often related to uncertainties due to theoretical parameters. In the following we will denote it as theoretical systematics. It is often described using an uniform p.d.f. The resultant p.d.f. is obtained from the convolution of the two p.d.f., which is, obviously, not necessarily a Gaussian p.d.f.
In the frequentist analysis, no statistical meaning is attributed to the uncertainties related to theoretical systematics. The likelihood function which describes this quantity is obtained as a product between this uncertainty and the statistical one (which corresponds to a linear sum of the errors).
In conclusion even if the inputs used are the same in the two approaches (in term of Gaussian and uniform uncertainties), they correspond to different input likelihoods. An example, using the quantity BK, is given below.

Bayesian vs Rfit method





Table of inputs for this comparison

Constraints, Parameters Value Gauss Error Flat Error Comments
sin2β 0.762 0.064 -
λ 0.2210 0.0020 -
|Vcb|(10-3) 42.1 2.1 - Average of exclusive
|Vcb|(10-3) 40.4 0.7 0.8 Average of inclusive
|Vub| 10-4 (excl.) 32.5 2.9 5.5 For the moment -> only CLEO
|Vub| 10-4(incl.) 40.9 4.6 3.6 For the moment --> LEP + CLE0 end-point
Δmd(ps-1) 0.494 0.007 - WA (CDF/CLEO/LEP/BaBar/Belle)
Δms(ps-1) > 14.9 @ 95 % C.L. - - Sensitivity at 19.3 (CDF/LEP/SLD)
The Likelihood Ratio is used.
mt(GeV/c2) 167 5 - (CDF/D0)
   fBd√BBd (MeV) 230 30 15 Lattice QCD
ξ 1.18 0.03 0.04 Lattice QCD




Comparison on output quantities

For the comparison of the results of the fit we use ρ, η, sin2β and γ. Those quantities are compared at the 95%, 99% and 99.9% C.L. It has to be stressed that in the frequentist approach those confidence levels correspond to >95%, >99% and >99.9%

(ρ,η) 95% area comparison (ρ,η) 99% area comparison

Allowed regions for (ρ-η). The closed contours at 95% C.L. and 99% C.L. on the left and right plots respectively. The green and the blue contours are obtained using the Rfit and Bayesian method respectively. The constraints used are : | Vub|/| Vcb|, εK, Δmd, Δms and sin2β.
The ratio Rfit/Bayesian between the ranges, at different C.L., for the most relevant output quantities, is given in the Table below.

Parameter 95% C.L. 99% C.L. 99.9% C.L.
  ρ 1.43 1.34 1.12
  η 1.18 1.12 1.05
  sin 2β 1.17 1.18 1.16
  γ 1.46 1.31 1.09



The origin of the residual difference between the two methods has been further tested performing the following tests: both methods use the distributions as obtained from Rfit or from the Bayesian method to account for the information on input quantities. The results of the comparison using the input distributions as obtained from Rfit are shown in the Figures below and the results are summarized in the Table below. In some cases (99.9% and 99% C.L.) the ranges selected by the Bayesian approach are wider. The comparison using the input distributions, as obtained from the Bayesian method, give a maximal difference of 5%.

(ρ,η) 95% area comparison with Rfit Lik (ρ,η) 99% area comparison with Rfit Lik

Parameter 95% C.L. 99% C.L. 99.9% C.L.
  ρ 1.20 1.13 0.96
  η 1.03 0.99 0.94
  sin 2β 1.07 1.08 1.07
  γ 1.24 1.12 0.95

These two tests show that, if same input likelihood are used, the results on the output quantities are very similar. The main origin of the residual difference on the output quantities, between the Bayesian and the Rfit method comes from the likelihood associated to the input quantities.

We report here the conclusion as written in Chapter V of the Yellow Report (CERN-EP/2003-002) (hep-ph/0304132).

"The Bayesian and the Rfit methods are compared in an agreed framework in terms of input and output quantities. For the input quantities the total error has been split in two errors. The splitting and the p.d.f distribution associated to any of the errors is not really important in the Bayesian approach. It becomes central in the Rfit approach where the systematic errors are treated as ``non statistical'' errors. The result is that, even if the same central values and errors are used in the two methods, the likelihood associated to the input parameters, which are entering in the fitting procedure, can be different. The output results (ρ, η, sin2β, γ) differ by 15%-45%, 10%-35% and 5-15% if the 95%, 99% and 99.9% confidence regions are compared, respectively, with ranges from the frequentist method being wider. If the same likelihoods are used the output results are very similar.

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