The geometry of sloppiness

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Publication:5226934

DOI10.18409/JAS.V9I1.64zbMATH Open1422.62031arXiv1608.05679OpenAlexW2963095620MaRDI QIDQ5226934FDOQ5226934


Authors: Emilie Dufresne, Heather A. Harrington, Dhruva V. Raman Edit this on Wikidata


Publication date: 2 August 2019

Published in: Journal of Algebraic Statistics (Search for Journal in Brave)

Abstract: The use of mathematical models in the sciences often involves the estimation of unknown parameter values from data. Sloppiness provides information about the uncertainty of this task. In this paper, we develop a precise mathematical foundation for sloppiness and define rigorously its key concepts, such as `model manifold', in relation to concepts of structural identifiability. We redefine sloppiness conceptually as a comparison between the premetric on parameter space induced by measurement noise and a reference metric. This opens up the possibility of alternative quantification of sloppiness, beyond the standard use of the Fisher Information Matrix, which assumes that parameter space is equipped with the usual Euclidean metric and the measurement error is infinitesimal. Applications include parametric statistical models, explicit time dependent models, and ordinary differential equation models.


Full work available at URL: https://arxiv.org/abs/1608.05679




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