Parameter estimation and uncertainty quantification using information geometry

被引:8
|
作者
Sharp, Jesse A. [1 ,2 ]
Browning, Alexander P. [1 ,2 ]
Burrage, Kevin [1 ,2 ,3 ]
Simpson, Matthew J. [1 ,4 ]
机构
[1] Queensland Univ Technol, Sch Math Sci, Brisbane, Qld, Australia
[2] Queensland Univ Technol, ARC Ctr Excellence Math & Stat Frontiers, Brisbane, Qld, Australia
[3] Univ Oxford, Dept Comp Sci, Oxford, England
[4] Queensland Univ Technol, Ctr Data Sci, Brisbane, Qld, Australia
基金
澳大利亚研究理事会;
关键词
inference; likelihood; population models; logistic growth; epidemic models; APPROXIMATE BAYESIAN COMPUTATION; IDENTIFIABILITY ANALYSIS; MONTE-CARLO; FISHER INFORMATION; MODEL SELECTION; INFERENCE; SENSITIVITY; DIVERGENCE; LIKELIHOOD; GROWTH;
D O I
10.1098/rsif.2021.0940
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
In this work, we: (i) review likelihood-based inference for parameter estimation and the construction of confidence regions; and (ii) explore the use of techniques from information geometry, including geodesic curves and Riemann scalar curvature, to supplement typical techniques for uncertainty quantification, such as Bayesian methods, profile likelihood, asymptotic analysis and bootstrapping. These techniques from information geometry provide data-independent insights into uncertainty and identifiability, and can be used to inform data collection decisions. All code used in this work to implement the inference and information geometry techniques is available on GitHub.
引用
收藏
页数:24
相关论文
共 50 条
  • [1] PARAMETER ESTIMATION AND UNCERTAINTY QUANTIFICATION FOR AN EPIDEMIC MODEL
    Capaldi, Alex
    Behrend, Samuel
    Berman, Benjamin
    Smith, Jason
    Wright, Justin
    Lloyd, Alun L.
    MATHEMATICAL BIOSCIENCES AND ENGINEERING, 2012, 9 (03) : 553 - 576
  • [2] Bayesian uncertainty quantification for transmissibility of influenza, norovirus and Ebola using information geometry
    House, Thomas
    Ford, Ashley
    Lan, Shiwei
    Bilson, Samuel
    Buckingham-Jeffery, Elizabeth
    Girolami, Mark
    JOURNAL OF THE ROYAL SOCIETY INTERFACE, 2016, 13 (121)
  • [3] Uncertainty Quantification for parameter estimation of an industrial electric motor using hierarchical Bayesian inversion
    Rehme, Michael F.
    John, David N.
    Schick, Michael
    Pflueger, Dirk
    MECHATRONICS, 2023, 92
  • [4] Uncertainty Quantification Using Parameter Space Partitioning
    Tao, Ye
    Ferranti, Francesco
    Nakhla, Michel S.
    IEEE TRANSACTIONS ON MICROWAVE THEORY AND TECHNIQUES, 2021, 69 (04) : 2110 - 2119
  • [5] Fast and robust parameter estimation with uncertainty quantification for the cardiac function
    Salvador, Matteo
    Regazzoni, Francesco
    Dede, Luca
    Quarteroni, Alfio
    COMPUTER METHODS AND PROGRAMS IN BIOMEDICINE, 2023, 231
  • [6] Parameter Estimation and Uncertainty Quantification of a Subframe with Mass Loaded Bushings
    Gibanica, Mladen
    Abrahamsson, Thomas J. S.
    MODEL VALIDATION AND UNCERTAINTY QUANTIFICATION, VOL 3, 2017, : 61 - 76
  • [7] Quantification of uncertainty information in remaining useful life estimation
    Zhao, Changdong
    Xiang, Shihu
    Hao, Songhua
    Niu, Feng
    Li, Kui
    APPLIED MATHEMATICAL MODELLING, 2025, 142
  • [8] INFORMATION GEOMETRY APPROACH TO PARAMETER ESTIMATION IN MARKOV CHAINS
    Hayashi, Masahito
    Watanabe, Shun
    ANNALS OF STATISTICS, 2016, 44 (04): : 1495 - 1535
  • [9] Information Geometry Approach to Parameter Estimation in Markov Chains
    Hayashi, Masahito
    Watanabe, Shun
    2014 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT), 2014, : 1091 - 1095
  • [10] HOMODYNED K-DISTRIBUTION: PARAMETER ESTIMATION AND UNCERTAINTY QUANTIFICATION USING BAYESIAN NEURAL NETWORKS
    Tehrani, Ali K. Z.
    Rosado-Mendez, Ivan M.
    Rivaz, Hassan
    2023 IEEE 20TH INTERNATIONAL SYMPOSIUM ON BIOMEDICAL IMAGING, ISBI, 2023,