模型参数估计与不准确的信息估计
Wolfgang Rauch1, Nikolaus Rauch2, Manfred Kleidorfer3
1University of Innsbruck, Unit of Environmental Engineering, Technikerstrasse 13, Innsbruck, A-6020, Austria
概括
大致贝叶斯计算为模型参数估计提供了一个简单的方法,使用不精确的数据,如审查或二进制信息. 这种方法简化了复杂的反向问题,提高了水文模型的准确性.
科学领域:
- 环境建模环境建模
- 统计推断的统计推断.
- 水文学的水文学
背景情况:
- 模型参数估计是一个具有挑战性的反向问题,特别是在不精确的测量时.
- 经典的统计方法在与非标准数据 (如审查或二进制观测) 进行斗争.
- 准确的参数估计对于可靠的系统性能评估至关重要.
研究的目的:
- 引入近似贝叶斯计算 (ABC) 作为使用不准确数据进行参数估计的可行方法.
- 为了展示ABC的应用,使用降雨-流水模型.
- 用Shapley值来评估不同类型的观察对参数估计的贡献.
主要方法:
- 使用近似贝叶斯计算 (ABC) 进行模型参数估计.
- 将该方法应用于标准降雨-流水模型.
- 采用Shapley值来分析各种数据类型在参数估计中的重要性.
主要成果:
- ABC成功地使用不准确的数据 (审查和二进制) 进行了参数估计.
- 该研究说明了在这种情况下使用ABC的实际优势和局限性.
- 沙普利值有效地确定了关键的观察数据驱动参数估计.
结论:
- 在处理不准确的观测数据时,近似贝叶斯计算为模型参数估计提供了灵活和有效的方法.
- 降雨-排水模型案例研究强调了ABC的实用性和潜在的挑战.
- 沙普利价值分析为数据实用性提供了有价值的见解,用于可靠的参数估计.
相关概念视频
Mechanistic Models: Compartment Models in Individual and Population Analysis
36
Mechanistic models are utilized in individual analysis using single-source data, but imperfections arise due to data collection errors, preventing perfect prediction of observed data. The mathematical equation involves known values (Xi), observed concentrations (Ci), measurement errors (εi), model parameters (ϕj), and the related function (ƒi) for i number of values. Different least-squares metrics quantify differences between predicted and observed values. The ordinary least...
36
Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving
48
Mechanistic models play a crucial role in algorithms for numerical problem-solving, particularly in nonlinear mixed effects modeling (NMEM). These models aim to minimize specific objective functions by evaluating various parameter estimates, leading to the development of systematic algorithms. In some cases, linearization techniques approximate the model using linear equations.
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
48
Model Approaches for Pharmacokinetic Data: Distributed Parameter Models
68
Pharmacokinetic models are mathematical constructs that represent and predict the time course of drug concentrations in the body, providing meaningful pharmacokinetic parameters. These models are categorized into compartment, physiological, and distributed parameter models.
The distributed parameter models are specifically designed to account for variations and differences in some drug classes. This model is particularly useful for assessing regional concentrations of anticancer or...
The distributed parameter models are specifically designed to account for variations and differences in some drug classes. This model is particularly useful for assessing regional concentrations of anticancer or...
68
One-Compartment Open Model: Wagner-Nelson and Loo Riegelman Method for ka Estimation
454
This lesson introduces two critical methods in pharmacokinetics, the Wagner-Nelson and Loo-Riegelman methods, used for estimating the absorption rate constant (ka) for drugs administered via non-intravenous routes. The Wagner-Nelson method relates ka to the plasma concentration derived from the slope of a semilog percent unabsorbed time plot. However, it is limited to drugs with one-compartment kinetics and can be impacted by factors like gastrointestinal motility or enzymatic degradation.
On...
On...
454
Estimating Population Mean with Unknown Standard Deviation
7.7K
In practice, we rarely know the population standard deviation. In the past, when the sample size was large, this did not present a problem to statisticians. They used the sample standard deviation s as an estimate for σ and proceeded as before to calculate a confidence interval with close enough results. However, statisticians ran into problems when the sample size was small. A small sample size caused inaccuracies in the confidence interval.
William S. Gosset (1876–1937) of the...
William S. Gosset (1876–1937) of the...
7.7K
Distributions to Estimate Population Parameter
4.1K
The accurate values of population parameters such as population proportion, population mean, and population standard deviation (or variance) are usually unknown. These are fixed values that can only be estimated from the data collected from the samples. The estimates of each of these parameters are sample proportion, the sample mean, and sample standard deviation (or variance). To obtain the values of these sample statistics, data are required that have particular distribution and central...
4.1K


