The geometry of sloppiness

DOI10.18409/JAS.V9I1.64MaRDI QIDQ5226934zbMATH OpenOpenAlexFDO

Authors Emilie Dufresne, Heather A. Harrington, Dhruva V. Raman

Publication date 2 August 2019

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

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

zbMATH Keywords

Fisher information matrixinferencemetric geometrysloppinessstructural identifiability

Mathematics Subject Classification ID

Implicit function theorems, Jacobians, transformations with several variables (26B10) Real-analytic functions (26E05) Statistical aspects of information-theoretic topics (62B10) Parametric tolerance and confidence regions (62F25)

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.

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