Parameter estimation and uncertainty quantification using information geometry

利用信息几何进行参数估计和不确定性量化

阅读:1

Abstract

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.

特别声明

1、本页面内容包含部分的内容是基于公开信息的合理引用;引用内容仅为补充信息,不代表本站立场。

2、若认为本页面引用内容涉及侵权,请及时与本站联系,我们将第一时间处理。

3、其他媒体/个人如需使用本页面原创内容,需注明“来源:[生知库]”并获得授权;使用引用内容的,需自行联系原作者获得许可。

4、投稿及合作请联系:info@biocloudy.com。