We consider the problem of estimating amodeling parameter θ using a weighted least squares criterion for given data y by introducing an abstract framework involving generalized measurement procedures characterized by probability measures. We take an optimal design perspective, the general premise (illustrated via examples) being that in any data collected, the information content with respect to estimating θ may vary considerably from one time measurement to another, and in this regard some measurements may be much more informative than others. We propose mathematical tools which can be used to collect data in an almost optimal way, by specifying the duration and distribution of time sampling in the measurements to be taken, consequently improving the accuracy (i.e., reducing the uncertainty in estimates) of the parameters to be estimated. We recall the concepts of traditional and generalized sensitivity functions and use these to develop a strategy to determine the “optimal” final time T for an experiment; this is based on the time evolution of the sensitivity functions and of the condition number of the Fisher information matrix. We illustrate the role of the sensitivity functions as tools in optimal design of experiments, in particular in finding “best” sampling distributions. Numerical examples are presented throughout to motivate and illustrate the ideas.
In this note we present a critical review of the some of the positive features as well as some of the shortcomings of the generalized sensitivity functions (GSF) of Thomaseth-Cobelli in comparison to traditional sensitivity functions (TSF). We do this from a computational perspective of ordinary least squares estimation or inverse problems using two illustrative examples: the Verhulst-Pearl logistic growth model and a recently developed agricultural production network model. Because GSF provide information on the relevance of data measurements for the identification of certain parameters in a typical parameter estimation problems, we argue that they provide the basis for new tools for investigators in design of inverse problem studies.Keywords: Inverse problems, sensitivity and generalized sensitivity functions, Fisher information matrix, logistic growth model, agricultural production networks. In this note we present a critical review of the some of the positive features as well as some of the shortcomings of the generalized sensitivity functions (GSF) of Thomaseth-Cobelli in comparison to traditional sensitivity functions (TSF). We do this from a computational perspective of ordinary least squares estimation or inverse problems using two illustrative examples: the Verhulst-Pearl logistic growth model and a recently developed agricultural production network model. Because GSF provide information on the relevance of data measurements for the identification of certain parameters in a typical parameter estimation problems, we argue that they provide the basis for new tools for investigators in design of inverse problem studies.
In this note we present a critical review of the some of the positive features as well as some of the shortcomings of the generalized sensitivity functions (GSF) of Thomaseth-Cobelli in comparison to traditional sensitivity functions (TSF). We do this from a computational perspective of ordinary least squares estimation or inverse problems using two illustrative examples: the Verhulst-Pearl logistic growth model and a recently developed agricultural production network model. Because GSF provide information on the relevance of data measurements for the identification of certain parameters in a typical parameter estimation problems, we argue that they provide the basis for new tools for investigators in design of inverse problem studies.Keywords: Inverse problems, sensitivity and generalized sensitivity functions, Fisher information matrix, logistic growth model, agricultural production networks. In this note we present a critical review of the some of the positive features as well as some of the shortcomings of the generalized sensitivity functions (GSF) of Thomaseth-Cobelli in comparison to traditional sensitivity functions (TSF). We do this from a computational perspective of ordinary least squares estimation or inverse problems using two illustrative examples: the Verhulst-Pearl logistic growth model and a recently developed agricultural production network model. Because GSF provide information on the relevance of data measurements for the identification of certain parameters in a typical parameter estimation problems, we argue that they provide the basis for new tools for investigators in design of inverse problem studies.
We compare two approaches for inclusion of uncertainty/variability in modelling growth in size-structured population models. One entails imposing a probabilistic structure on growth rates in the population while the other involves formulating growth as a stochastic Markov diffusion process. We present a theoretical analysis that allows one to include comparable levels of uncertainty in the two distinct formulations in making comparisons of the two approaches.
We review the asymptotic theory for standard errors in classical ordinary least squares (OLS) inverse or parameter estimation problems involving general nonlinear dynamical systems where sensitivity matrices can be used to compute the asymptotic covariance matrices. We discuss possible pitfalls in computing standard errors in regions of low parameter sensitivity and/or near a steady state solution of the underlying dynamical system. 1 Report Documentation PageForm Public reporting burden for the collection of information is estimated to average 1 hour per response, including the time for reviewing instructions, searching existing data sources, gathering and maintaining the data needed, and completing and reviewing the collection of information. Send comments regarding this burden estimate or any other aspect of this collection of information, including suggestions for reducing this burden, to Washington Headquarters Services, Directorate for Information Operations and Reports, 1215 Jefferson Davis Highway, Suite 1204, Arlington VA 22202-4302. Respondents should be aware that notwithstanding any other provision of law, no person shall be subject to a penalty for failing to comply with a collection of information if it does not display a currently valid OMB control number.
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