Abstract
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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Banks HT, Banks JE, Dick LK, Stark JD (2007) Estimation of dynamic rate parameters in insect populations undergoing sublethal exposure to pesticides, CRSC-TR05-22, May, 2005. Bull. Math. Biol. 69:2139–2180.
Banks HT, Dediu S, Ernstberger SE (2007) Sensitivity functions and their uses in inverse problems, CRSC-TR07-12, July, 2007. J. Inv. Ill-Posed Probl. 15:683–708.
Banks HT, Dediu S, Nguyen HK (2007) Sensitivity of dynamical systems to parameters in a convex subset of a topological vector space, CRSC-TR06-25, September, 2006. Math. Biosci. Eng. 4:403–430.
Banks HT, Ernstberger SL, Grove SL (2006) Standard errors and confidence intervals in inverse problems: sensitivity and associated pitfalls, CRSC-TR06-10, March, 2006. J. Inv. Ill-Posed Probl. 15:1–18.
Banks HT, Fitzpatrick BG (1989) Inverse problems for distributed systems: statistical tests and ANOVA, LCDS/CCS Rep. 88-16, July, 1988, Brown University; Proc. International Symposium on Math. Approaches Envir. Ecol. Probl. Springer Lecture Note Biomath. 81:262–273.
Banks HT, Fitzpatrick BG (1990) Statistical methods for model comparison in parameter estimation problems for distributed systems, CAMS Tech. Rep. 89-4, September, 1989, University of Southern California. J. Math. Biol. 28:501–527.
Banks HT, Kareiva P (1983) Parameter estimation techniques for transport equations with application to population dispersal and tissue bulk flow models, LCDS Report #82-13, July 1982, Brown University; J. Math. Biol. 17:253–273.
Banks HT, Kunsich K (1989) Estimation Techniques for Distributed Parameter Systems. Birkhauser, Boston.
Banks HT, Nguyen HK (2006) Sensitivity of dynamical system to Banach space parameters, CRSC-TR05-13, February, 2005. J. Math. Anal. Appl. 323:146–161.
Bai P, Banks HT, Dediu S, Govan AY, Last M, Loyd A, Nguyen HK, Olufsen MS, Rempala G, Slenning BD (2007) Stochastic and deterministic models for agricultural production networks, CRSC-TR07-06, February, 2007. Math. Biosci. and Engineering 4:373–402.
Batzel JJ, Kappel F, Schneditz D, Tran HT (2006) Cardiovascular and Respiratory Systems: Modeling, Analysis and Control. SIAM, Philadelphia.
Baumeister J (1987) Stable Solution of Inverse Problems. Vieweg, Braunschweig.
Bedrick EJ, Tsai CL (1994) Model selection for multivariate regression in small samples. Biometrics 50:226–231.
Bozdogan H (1987) Model selection and Akaike’s Information Criterion (AIC): The general theory and its analytical extensions. Psychometrika 52:345–370.
Bozdogan H (2000) Akaike’s Information Criterion and recent developments in information complexity. J. Math. Psychol. 44:62–91.
Burnham KP, Anderson DR (2002) Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach. Springer, Berlin Heidelberg New York.
Burnham KP, Anderson DR (2004) Multimodel inference: Understanding AIC and BIC in model selection. Sociological Methods and Research 33:261–304.
Carroll RJ, Ruppert D (1988) Transformation and Weighting in Regression. Chapman & Hall, New York.
Casella G, Berger RL (2002) Statistical Inference. Duxbury, California.
Chalmond B (2003) Modeling and Inverse Problems in Image Analysis. Springer, Berlin Heidelberg New York.
Cruz JB (ed) (1973) System Sensitivity Analysis. Dowden, Hutchinson & Ross,Stroudsberg, PA.
Davidian M, Giltinan D (1998) Nonlinear Models for Repeated Measurement Data. Chapman & Hall, London.
Engl HW, Hanke M, Neubauer A (1996) Regularization of Inverse Problems.Kluwer, Dordrecht.
Eslami M (1994) Theory of Sensitivity in Dynamic Systems: An Introduction. Springer, Berlin Heidelberg New York.
Frank PM (1978) Introduction to System Sensitivity Theory. Academic, New York.
Gallant AR (1987) Nonlinear Statistical Models. Wiley, New York.
Gelb A (ed) (1979) Applied Optimal Estimation. MIT Press, Cambridge.
Hurvich CM, Tsai CL (1989) Regression and time series model selection in small samples. Biometrika 76: 297–307.
Jennrich RI (1969) Asymptotic properties of non-linear least squares estimators. Ann. Math. Statist. 40:633–643.
Saltelli A, Chan K, Scott EM (eds) (2000) Sensitivity Analysis. Wiley, New York.
Seber GAF, Wild CJ (1989) Nonlinear Regression. Wiley, New York.
Sutton KL, Banks HT, Castillo-Chávez C (2008) Estimation of invasive pneumococcal disease dynamic parameters and the impact of conjugate vaccination in Australia, CRSC-TR07-15, August, 2007. Math. Biosci. Eng. 5:175–204.
Tarantola A (2004) Inverse Problem Theory and Methods for Model Parameter Estimation. SIAM, Philadelphia.
Thomaseth K, Cobelli C (1999) Generalized sensitivity functions in physiological system identification. Ann. Biomed. Eng. 27(5):607–616.
Vogel CR (2002) Computational Methods for Inverse Problems. SIAM, Philadelphia.
Wackerly DD, Mendenhall III W, Scheaffer RL (2002) Mathematical Statistics with Applications. Duxbury Thompson Learning, USA.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer Science+Business Media B.V.
About this chapter
Cite this chapter
Banks, H.T., Davidian, M., Samuels, J.R., Sutton, K.L. (2009). An Inverse Problem Statistical Methodology Summary. In: Chowell, G., Hyman, J.M., Bettencourt, L.M.A., Castillo-Chavez, C. (eds) Mathematical and Statistical Estimation Approaches in Epidemiology. Springer, Dordrecht. https://doi.org/10.1007/978-90-481-2313-1_11
Download citation
DOI: https://doi.org/10.1007/978-90-481-2313-1_11
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-2312-4
Online ISBN: 978-90-481-2313-1
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)