Abstract
Non-normally distributed data are ubiquitous in many areas of science, including high-energy physics. We present a general formalism for constrained fits, also called data reconciliation, with data that are not normally distributed. It is based on Bayesian reasoning and implemented via MCMC sampling. We show how systems of both linear and non-linear constraints can be efficiently treated. We also show how the fit can be made robust against outlying observations. The method is demonstrated on a couple of examples ranging from material flow analysis to the combination of non-normal measurements. Finally, we discuss possible applications in the field of event reconstruction, such as vertex fitting and kinematic fitting with non-normal track errors.
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