2013
DOI: 10.1137/100788604
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Estimating Parameters in Physical Models through Bayesian Inversion: A Complete Example

Abstract: Abstract. All mathematical models of real-world phenomena contain parameters that need to be estimated from measurements, either for realistic predictions or simply to understand the characteristics of the model. Bayesian statistics provides a framework for parameter estimation in which uncertainties about models and measurements are translated into uncertainties in estimates of parameters. This paper provides a simple, step-by-step example-starting from a physical experiment and going through all of the mathe… Show more

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Cited by 43 publications
(43 citation statements)
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“…Bayesian inference and ensemble model techniques [3843], are used to compute a sample of the posterior distribution of parameter sets as a way of quantifying the uncertainty in the estimation of parameters. Each parameter set in the sample provides a parametrization of the system of differential equations that yields a potential predicted trajectory of analytes that is sufficiently close to experimental data and obeys the heuristics described above.…”
Section: Methodsmentioning
confidence: 99%
“…Bayesian inference and ensemble model techniques [3843], are used to compute a sample of the posterior distribution of parameter sets as a way of quantifying the uncertainty in the estimation of parameters. Each parameter set in the sample provides a parametrization of the system of differential equations that yields a potential predicted trajectory of analytes that is sufficiently close to experimental data and obeys the heuristics described above.…”
Section: Methodsmentioning
confidence: 99%
“…with a normalization constant κ (Allmaras et al, 2013). The likelihood ρ D (d|m), for measurements d given a set of parameters m, is computed by comparing d sim to d obs (assuming a noise-free d obs for the synthetic data).…”
Section: Inversion Methodsmentioning
confidence: 99%
“…(8) is to find a solution by calculating the relative entropy projection from the overall prior distribution p 0 (w, γ, y) to the admissible set of distributions p that are consistent with the constraints. In what follows, we develop the computational algorithm to solve this formulation Eq.…”
mentioning
confidence: 99%