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arXiv · 2209.14188

On fits to correlated and auto-correlated data

Mattia Bruno·Rainer Sommer
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Abstract

Observables in particle physics and specifically in lattice QCD calculations are often extracted from fits. Standard $χ^2$ 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 $χ^2$ 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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Mattia Bruno, Rainer Sommer. 2023-03-18. On fits to correlated and auto-correlated data. https://doi.org/10.1016/j.cpc.2022.108643

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