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Parameter estimation and uncertainty quantification using information geometry

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 quan...

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Detalles Bibliográficos
Autores principales: Sharp, Jesse A., Browning, Alexander P., Burrage, Kevin, Simpson, Matthew J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Royal Society 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9042578/
https://www.ncbi.nlm.nih.gov/pubmed/35472269
http://dx.doi.org/10.1098/rsif.2021.0940
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author Sharp, Jesse A.
Browning, Alexander P.
Burrage, Kevin
Simpson, Matthew J.
author_facet Sharp, Jesse A.
Browning, Alexander P.
Burrage, Kevin
Simpson, Matthew J.
author_sort Sharp, Jesse A.
collection PubMed
description 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.
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spelling pubmed-90425782022-04-27 Parameter estimation and uncertainty quantification using information geometry Sharp, Jesse A. Browning, Alexander P. Burrage, Kevin Simpson, Matthew J. J R Soc Interface Life Sciences–Mathematics interface 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. The Royal Society 2022-04-27 /pmc/articles/PMC9042578/ /pubmed/35472269 http://dx.doi.org/10.1098/rsif.2021.0940 Text en © 2022 The Authors. https://creativecommons.org/licenses/by/4.0/Published by the Royal Society under the terms of the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) , which permits unrestricted use, provided the original author and source are credited.
spellingShingle Life Sciences–Mathematics interface
Sharp, Jesse A.
Browning, Alexander P.
Burrage, Kevin
Simpson, Matthew J.
Parameter estimation and uncertainty quantification using information geometry
title Parameter estimation and uncertainty quantification using information geometry
title_full Parameter estimation and uncertainty quantification using information geometry
title_fullStr Parameter estimation and uncertainty quantification using information geometry
title_full_unstemmed Parameter estimation and uncertainty quantification using information geometry
title_short Parameter estimation and uncertainty quantification using information geometry
title_sort parameter estimation and uncertainty quantification using information geometry
topic Life Sciences–Mathematics interface
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9042578/
https://www.ncbi.nlm.nih.gov/pubmed/35472269
http://dx.doi.org/10.1098/rsif.2021.0940
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