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
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