On the Importance of the Jacobian Determinant in Parameter Inference for Random Parameter and Random Measurement Error Models
From MaRDI portal
Publication:5237182
DOI10.1137/17M1114405zbMath1433.62091OpenAlexW2965995835MaRDI QIDQ5237182
David Swigon, Sven Zenker, Shelby R. Stanhope, Jonathan E. Rubin
Publication date: 17 October 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1114405
Bayesian inference (62F15) Determinants, permanents, traces, other special matrix functions (15A15) System identification (93B30)
Related Items (3)
Qualitative inverse problems: mapping data to the features of trajectories and parameter values of an ODE model ⋮ Rigorous mapping of data to qualitative properties of parameter values and dynamics: a case study on a two-variable Lotka-Volterra system ⋮ A data-driven model of the role of energy in sepsis
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tools for statistical inference. Observed data and data augmentation methods
- Random differential equations in science and engineering
- Bayesian aggregation of average data: an application in drug development
- An ensemble of models of the acute inflammatory response to bacterial lipopolysaccharide in rats: results from parameter space reduction
- For differential equations with \(r\) parameters, \(2r+1\) experiments are enough for identification
- Numerical methods and software for sensitivity analysis of differential-algebraic systems
- The Bernstein-von Mises theorem under misspecification
- Dynamics of Bayesian updating with dependent data and misspecified models
- A mathematical model of intrahost pneumococcal pneumonia infection dynamics in murine strains
- Inverse problems: A Bayesian perspective
- Identifiability of Linear and Linear-in-Parameters Dynamical Systems from a Single Trajectory
- On Identifiability of Nonlinear ODE Models and Applications in Viral Dynamics
- Multiple Imputation After 18+ Years
- Polynomial Chaos in Stochastic Finite Elements
- An Attempt to Avoid Exact Jacobian and Nonlinear Equations in the Numerical Solution of Stiff Differential Equations
- Thomas Bayes's Bayesian Inference
- Inference and missing data
- Probability Theory
- Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
- Bayesian Logical Data Analysis for the Physical Sciences
- Sensitivity analysis of ODEs and DAEs — theory and implementation guide
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- 2.1 Ensemble Modeling of Biological Systems
- Equation of State Calculations by Fast Computing Machines
- Robustness of Solutions of the Inverse Problem for Linear Dynamical Systems with Uncertain Data
- A Class of Methods for Solving Nonlinear Simultaneous Equations
- Sensitivity Analysis of ODES/DAES Using the Taylor Series Method
- Exponential Operators and Parameter Differentiation in Quantum Physics
- Monte Carlo sampling methods using Markov chains and their applications
- An invariant form for the prior probability in estimation problems
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- The case for objective Bayesian analysis
- Subjective Bayesian analysis: principles and practice
This page was built for publication: On the Importance of the Jacobian Determinant in Parameter Inference for Random Parameter and Random Measurement Error Models
