Universitätspublikationen
Refine
Document Type
- Working Paper (3)
- Doctoral Thesis (1)
Language
- English (4)
Has Fulltext
- yes (4) (remove)
Is part of the Bibliography
- no (4)
Keywords
- Kalman filter (4) (remove)
Institute
Modern experiments in heavy ion collisions operate with huge data rates that can not be fully stored on the currently available storage devices. Therefore the data flow should be reduced by selecting those collisions that potentially carry the information of the physics interest. The future CBM experiment will have no simple criteria for selecting such collisions and requires the full online reconstruction of the collision topology including reconstruction of short-lived particles.
In this work the KF Particle Finder package for online reconstruction and selection of short-lived particles is proposed and developed. It reconstructs more than 70 decays, covering signals from all the physics cases of the CBM experiment: strange particles, strange resonances, hypernuclei, low mass vector mesons, charmonium, and open-charm particles.
The package is based on the Kalman filter method providing a full set of the particle parameters together with their errors including position, momentum, mass, energy, lifetime, etc. It shows a high quality of the reconstructed particles, high efficiencies, and high signal to background ratios.
The KF Particle Finder is extremely fast for achieving the reconstruction speed of 1.5 ms per minimum-bias AuAu collision at 25 AGeV beam energy on single CPU core. It is fully vectorized and parallelized and shows a strong linear scalability on the many-core architectures of up to 80 cores. It also scales within the First Level Event Selection package on the many-core clusters up to 3200 cores.
The developed KF Particle Finder package is a universal platform for short- lived particle reconstruction, physics analysis and online selection.
he predictive likelihood is of particular relevance in a Bayesian setting when the purpose is to rank models in a forecast comparison exercise. This paper discusses how the predictive likelihood can be estimated for any subset of the observable variables in linear Gaussian state-space models with Bayesian methods, and proposes to utilize a missing observations consistent Kalman filter in the process of achieving this objective. As an empirical application, we analyze euro area data and compare the density forecast performance of a DSGE model to DSGE-VARs and reduced-form linear Gaussian models.
This paper examines to what extent the build-up of 'global imbalances' since the mid-1990s can be explained in a purely real open-economy DSGE model in which agents' perceptions of long-run growth are based on filtering observed changes in productivity. We show that long-run growth estimates based on filtering U.S. productivity data comove strongly with long-horizon survey expectations. By simulating the model in which agents filter data on U.S. productivity growth, we closely match the U.S. current account evolution. Moreover, with household preferences that control the wealth effect on labor supply, we can generate output movements in line with the data.
This paper examines to what extent the build-up of "global imbalances" since the mid-1990s can be explained in a purely real open-economy DSGE model in which agents’ perceptions of long-run growth are based on filtering observed changes in productivity. We show that long-run growth estimates based on filtering U.S. productivity data comove strongly with long-horizon survey expectations. By simulating the model in which agents filter data on U.S. productivity growth, we closely match the U.S. current account evolution. Moreover, with household preferences that control the wealth effect on labor supply, we can generate output movements in line with the data. JEL Classification: E13, E32, D83, O40