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利用信息几何进行参数估计和不确定性量化。

Parameter estimation and uncertainty quantification using information geometry.

机构信息

School of Mathematical Sciences, Queensland University of Technology, Brisbane, Queensland, Australia.

ARC Centre of Excellence for Mathematical and Statistical Frontiers, Queensland University of Technology, Brisbane, Queensland, Australia.

出版信息

J R Soc Interface. 2022 Apr;19(189):20210940. doi: 10.1098/rsif.2021.0940. Epub 2022 Apr 27.

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.

摘要

在这项工作中,我们:(i)回顾了基于似然的参数估计推断和置信区域的构建;(ii)探索了信息几何学的技术,包括测地线和黎曼标量曲率,以补充不确定性量化的典型技术,如贝叶斯方法、轮廓似然、渐近分析和自举。这些信息几何技术提供了与数据无关的不确定性和可识别性的见解,并可用于为数据收集决策提供信息。本工作中用于实现推断和信息几何技术的所有代码都可在 GitHub 上获得。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/180c/9042578/ef905f885405/rsif20210940f01.jpg

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