TY - JOUR AU - Feroz, F. AU - Cranmer, K. AU - Hobson, M. AU - Ruiz de Austri, R. AU - Trotta, R. PY - 2011 DA - 2011// TI - Challenges of profile likelihood evaluation in multi-dimensional SUSY scans T2 - J. High Energy Phys. JO - Journal of High Energy Physics SP - 042 EP - 23pp VL - 06 IS - 6 PB - Springer KW - Supersymmetry Phenomenology AB - Statistical inference of the fundamental parameters of supersymmetric theories is a challenging and active endeavor. Several sophisticated algorithms have been employed to this end. While Markov-Chain Monte Carlo (MCMC) and nested sampling techniques are geared towards Bayesian inference, they have also been used to estimate frequentist confidence intervals based on the profile likelihood ratio. We investigate the performance and appropriate configuration of MULTINEST, a nested sampling based algorithm, when used for profile likelihood-based analyses both on toy models and on the parameter space of the Constrained MSSM. We find that while the standard configuration previously used in the literarture is appropriate for an accurate reconstruction of the Bayesian posterior, the profile likelihood is poorly approximated. We identify a more appropriate MULTINEST configuration for profile likelihood analyses, which gives an excellent exploration of the profile likelihood (albeit at a larger computational cost), including the identification of the global maximum likelihood value. We conclude that with the appropriate configuration MULTINEST is a suitable tool for profile likelihood studies, indicating previous claims to the contrary are not well founded. SN - 1126-6708 UR - http://arxiv.org/abs/1101.3296 UR - https://doi.org/10.1007/JHEP06(2011)042 DO - 10.1007/JHEP06(2011)042 LA - English N1 - WOS:000293136500042 ID - Feroz_etal2011 ER -