The geometry of sloppiness

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 as initially introduced and define rigoro...

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Main Authors: Dufresne, Emilie, Harrington, Heather A., Raman, Dhruva V.
Format: Article
Language:English
Published: 2018
Online Access:https://eprints.nottingham.ac.uk/53659/
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author Dufresne, Emilie
Harrington, Heather A.
Raman, Dhruva V.
author_facet Dufresne, Emilie
Harrington, Heather A.
Raman, Dhruva V.
author_sort Dufresne, Emilie
building Nottingham Research Data Repository
collection Online Access
description 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 as initially introduced and define rigorously 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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spelling nottingham-536592018-09-04T09:03:28Z https://eprints.nottingham.ac.uk/53659/ The geometry of sloppiness Dufresne, Emilie Harrington, Heather A. Raman, Dhruva V. 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 as initially introduced and define rigorously 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. 2018-05-31 Article PeerReviewed application/pdf en https://eprints.nottingham.ac.uk/53659/1/Dufresne-Raman-Harrington--GeometryOfSloppiness.pdf Dufresne, Emilie, Harrington, Heather A. and Raman, Dhruva V. (2018) The geometry of sloppiness. Journal of Algebraic Statistics . ISSN 1309-3452 (In Press)
spellingShingle Dufresne, Emilie
Harrington, Heather A.
Raman, Dhruva V.
The geometry of sloppiness
title The geometry of sloppiness
title_full The geometry of sloppiness
title_fullStr The geometry of sloppiness
title_full_unstemmed The geometry of sloppiness
title_short The geometry of sloppiness
title_sort geometry of sloppiness
url https://eprints.nottingham.ac.uk/53659/