Matt Kenzie (Warwick)

Custom Orthogonal Weight functions (COWs) - an improved event weighting procedure for removing background from signal

Abstract: A common problem in data analysis is the separation of signal and background. This talk is based on in which we revisit and generalise the so-called sWeights method, which allows one to calculate an empirical estimate of the signal density of a control variable using a fit of a mixed signal and background model to a discriminating variable. We show that sWeights are a special case of a larger class of Custom Orthogonal Weight functions (COWs), which can be applied to a more general class of problems in which the discriminating and control variables are not necessarily independent and still achieve close to optimal performance. We also investigate the properties of parameters estimated from fits of statistical models to sWeighted data and provide closed formulas for the asymptotic covariance matrix of the fitted parameters. To illustrate our findings, we discuss several practical applications of these techniques.