Multivariate Analysis from a Statistical Point of View

Physics – Data Analysis – Statistics and Probability

Scientific paper

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Talk from PhyStat2003, Stanford, Ca, USA, September 2003, 4 pages, LaTeX, 1 eps figures. PSN WEJT002

Scientific paper

Multivariate Analysis is an increasingly common tool in experimental high
energy physics; however, many of the common approaches were borrowed from other
fields. We clarify what the goal of a multivariate algorithm should be for the
search for a new particle and compare different approaches. We also translate
the Neyman-Pearson theory into the language of statistical learning theory.

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