Statistics for model calibration
- Mathematical models of dynamic processes contain parameters which have to be estimated based on time-resolved experimental data. This task is often approached by optimization of a suitably chosen objective function. Maximization of the likelihood, i.e. maximum likelihood estimation, has several beneficial theoretical properties ensuring efficient and accurate statistical analyses and is therefore often performed for identification of model parameters.
For nonlinear models, optimization is challenging and advanced numerical techniques have been established to approach this issue. However, the statistical methodology typically applied to interpret the optimization outcomes often still rely on linear approximations of the likelihood.
In this review, we summarize the maximum likelihood methodology and focus on nonlinear models like ordinary differential equations. The profile likelihood methodology is utilized to derive confidence intervals and for performing identifiability andMathematical models of dynamic processes contain parameters which have to be estimated based on time-resolved experimental data. This task is often approached by optimization of a suitably chosen objective function. Maximization of the likelihood, i.e. maximum likelihood estimation, has several beneficial theoretical properties ensuring efficient and accurate statistical analyses and is therefore often performed for identification of model parameters.
For nonlinear models, optimization is challenging and advanced numerical techniques have been established to approach this issue. However, the statistical methodology typically applied to interpret the optimization outcomes often still rely on linear approximations of the likelihood.
In this review, we summarize the maximum likelihood methodology and focus on nonlinear models like ordinary differential equations. The profile likelihood methodology is utilized to derive confidence intervals and for performing identifiability and observability analyses.…
Author: | Clemens Kreutz, Andreas RaueORCiDGND, Jens Timmer |
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Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/113224 |
ISBN: | 9783319233208OPAC |
ISBN: | 9783319233215OPAC |
ISSN: | 2191-303XOPAC |
ISSN: | 2191-3048OPAC |
Parent Title (English): | Multiple shooting and time domain decomposition methods: MuS-TDD, Heidelberg, May 6-8, 2013 |
Publisher: | Springer |
Place of publication: | Cham |
Editor: | Thomas Carraro, Michael Geiger, Stefan Körkel, Rolf Rannacher |
Type: | Conference Proceeding |
Language: | English |
Year of first Publication: | 2015 |
Publishing Institution: | Universität Augsburg |
Release Date: | 2024/06/03 |
First Page: | 355 |
Last Page: | 375 |
Series: | Contributions in Mathematical and Computational Sciences ; 9 |
DOI: | https://doi.org/10.1007/978-3-319-23321-5_14 |
Institutes: | Fakultät für Angewandte Informatik |
Fakultät für Angewandte Informatik / Institut für Informatik | |
Fakultät für Angewandte Informatik / Institut für Informatik / Lehrstuhl für Modellierung und Simulation biologischer Prozesse | |
Dewey Decimal Classification: | 6 Technik, Medizin, angewandte Wissenschaften / 61 Medizin und Gesundheit / 610 Medizin und Gesundheit |