An Inverse Problem Statistical Methodology Summary

We discuss statistical and computational aspects of inverse or parameter estimation problems for deterministic dynamical systems based on Ordinary Least Squares and Generalized Least Squares with appropriate corresponding data noise assumptions of constant variance and nonconstant variance (relative error), respectively. Among the topics included here are mathematical model, statistical model and data assumptions, and some techniques (residual plots, sensitivity analysis, model comparison tests) for verifying these. The ideas are illustrated throughout with the popular logistic growth model of Verhulst and Pearl as well as with a recently developed population level model of pneumococcal disease spread.

[1]  Franz Kappel,et al.  Cardiovascular and Respiratory Systems , 2007 .

[2]  Harvey Thomas Banks,et al.  Sensitivity functions and their uses in inverse problems , 2007 .

[3]  Jose B. Cruz,et al.  System Sensitivity Analysis , 1982 .

[4]  C. Vogel Computational Methods for Inverse Problems , 1987 .

[5]  J. Baumeister Stable solution of inverse problems , 1987 .

[6]  G. Duclos New York 1987 , 2000 .

[7]  Daniel Schneditz,et al.  Cardiovascular and Respiratory Systems: Modeling, Analysis, and Control , 2006 .

[8]  Chris P. Tsokos,et al.  Mathematical Statistics with Applications , 2009 .

[9]  Claudio Cobelli,et al.  Generalized Sensitivity Functions in Physiological System Identification , 1999, Annals of Biomedical Engineering.

[10]  Albert Tarantola,et al.  Inverse problem theory - and methods for model parameter estimation , 2004 .

[11]  Harvey Thomas Banks,et al.  Statistical methods for model comparison in parameter estimation problems for distributed systems , 1990 .

[12]  Arthur Gelb,et al.  Applied Optimal Estimation , 1974 .

[13]  H. Banks,et al.  Parameter estimation techniques for transport equations with application to population dispersal and tissue bulk flow models , 1983, Journal of mathematical biology.

[14]  L. Skovgaard NONLINEAR MODELS FOR REPEATED MEASUREMENT DATA. , 1996 .

[15]  S Dediu,et al.  Sensitivity of dynamical systems to parameters in a convex subset of a topological vector space. , 2007, Mathematical biosciences and engineering : MBE.

[16]  A. Gallant,et al.  Nonlinear Statistical Models , 1988 .

[17]  Harvey Thomas Banks,et al.  Sensitivity of dynamical systems to Banach space parameters , 2006 .

[18]  Harvey Thomas Banks,et al.  Standard errors and confidence intervals in inverse problems: sensitivity and associated pitfalls , 2007 .

[19]  David R. Anderson,et al.  Understanding AIC and BIC in Model Selection , 2004 .

[20]  Mansour Eslami,et al.  Theory of Sensitivity in Dynamic Systems: An Introduction , 1994 .

[21]  H. Bozdogan,et al.  Akaike's Information Criterion and Recent Developments in Information Complexity. , 2000, Journal of mathematical psychology.

[22]  Joseph A. C. Delaney Sensitivity analysis , 2018, The African Continental Free Trade Area: Economic and Distributional Effects.

[23]  M.J.W. Jansen,et al.  Review of Saltelli, A. & Chan, K. & E.M.Scott (Eds) (2000), Sensitivity analysis. Wiley (2000) , 2001 .

[24]  H T Banks,et al.  Stochastic and deterministic models for agricultural production networks. , 2007, Mathematical biosciences and engineering : MBE.

[25]  B. Chalmond Modeling and inverse problems in image analysis , 2003 .

[26]  John E Banks,et al.  Estimation of Dynamic Rate Parameters in Insect Populations Undergoing Sublethal Exposure to Pesticides , 2007, Bulletin of mathematical biology.

[27]  Chih-Ling Tsai,et al.  MODEL SELECTION FOR MULTIVARIATE REGRESSION IN SMALL SAMPLES , 1994 .

[28]  M. Eslami,et al.  Introduction to System Sensitivity Theory , 1980, IEEE Transactions on Systems, Man, and Cybernetics.

[29]  Carlos Castillo-Chavez,et al.  Estimation of invasive pneumococcal disease dynamics parameters and the impact of conjugate vaccination in Australia. , 2008, Mathematical biosciences and engineering : MBE.

[30]  David R. Anderson,et al.  Model selection and multimodel inference : a practical information-theoretic approach , 2003 .

[31]  Harvey Thomas Banks,et al.  Inverse Problems for Distributed Systems: Statistical Tests and ANOVA , 1989 .

[32]  R. Jennrich Asymptotic Properties of Non-Linear Least Squares Estimators , 1969 .

[33]  Andrej Pázman,et al.  Nonlinear Regression , 2019, Handbook of Regression Analysis With Applications in R.

[34]  H. Bozdogan Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions , 1987 .

[35]  G. Seber,et al.  Nonlinear Regression: Seber/Nonlinear Regression , 2005 .

[36]  Clifford M. Hurvich,et al.  Regression and time series model selection in small samples , 1989 .

[37]  D. Ruppert,et al.  Transformation and Weighting in Regression , 1988 .