Fast estimation of the look-elsewhere effect using Gaussian random fields
Abstract We discuss the use of Gaussian random fields to estimate the look-elsewhere effect correction. We show that Gaussian random fields can be used to model the null-hypothesis significance maps from a large set of statistical problems commonly encountered in physics, such as template matching and likelihood ratio tests. Some specific examples are searches for dark matter using pixel arrays, searches for astronomical transients, and searches for fast-radio bursts. Gaussian random fields can be sampled efficiently in the frequency domain, and the excursion probability can be fitted with these samples to extend any estimation of the look-elsewhere effect to lower p values. In addition, in cases where the Gaussian random field is stationary and the parameter space is Euclidean, the look-elsewhere effect correction can be computed analytically. We demonstrate these methods using two example template matching problems. Finally, we apply these methods to estimate the trial factor of a $$4^3$$ 4 3 accelerometer array for the detection of dark matter tracks in the Windchime project. When a global significance of $$3\sigma $$ 3 σ is required, the estimated trial factor for such an accelerometer array is $$10^{14}$$ 10 14 for a one-second search, and $$10^{22}$$ 10 22 for a 1-year search.