TY  - EJOUR
AU  - Bruno, Mattia
AU  - Sommer, Rainer
TI  - On fits to correlated and auto-correlated data
IS  - arXiv:2209.14188
M1  - PUBDB-2022-05083
M1  - arXiv:2209.14188
M1  - DESY-22-154
PY  - 2022
N1  - 15 pages, 4 figures
AB  - Observables in particle physics and specifically in lattice QCD calculations are often extracted from fits. Standard χ<sup>2</sup> 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<sup>2</sup> 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.
KW  - lattice field theory (INSPIRE)
KW  - covariance (INSPIRE)
LB  - PUB:(DE-HGF)25
DO  - DOI:10.3204/PUBDB-2022-05083
UR  - https://bib-pubdb1.desy.de/record/483012
ER  -