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Parameter estimation and uncertainty quantification using information geometry

delete2022-04-27
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OA
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J
J.A. Sharp *
A
Alexander P. Browning
K
Kevin Burrage
M
Matthew J. Simpson
DOI:10.1098/rsif.2021.0940delete
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Abstract

Abstract

En 中文
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.
Keywords:
inference
likelihood
population models
logistic growth
epidemic models
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Journal

Journal of the Royal Society Interface cover
Journal of the Royal Society Interface
IF:
3.5
Papers:
4.8K
Citations:
1.7W

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