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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...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
The Royal Society
2022
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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. |
format | Online Article Text |
id | pubmed-9042578 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2022 |
publisher | The Royal Society |
record_format | MEDLINE/PubMed |
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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