TY - JOUR
T1 - The Geometry of Sloppiness
AU - Dufresne, Emilie Sonia
AU - Harrington, Heather A
AU - Raman, Dhruva V
N1 - This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.
PY - 2018/9/27
Y1 - 2018/9/27
N2 - 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.
AB - 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.
M3 - Article
SN - 1309-3452
VL - 9
SP - 30
EP - 68
JO - Journal of Algebraic Statistics
JF - Journal of Algebraic Statistics
IS - 1
ER -