Statistics of Parameter Estimates: A Concrete Example

DOI10.1137/130929230zbMath1381.62053OpenAlexW1984769553WikidataQ60708779 ScholiaQ60708779MaRDI QIDQ2808245

Luis Tenorio, Moritz Allmaras, Oscar R. Aguilar, Wolfgang Bangerth

Publication date: 20 May 2016

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1969.1/185468

zbMATH Keywords

parameter estimationdata analysismaximum likelihoodnonlinear regressionBayesian inferencemodel validationresidual analysisfrequentist inferencesurrogate models

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to physics (62P35) Physics, astronomy, technology, engineering (aspects of mathematics education) (97M50)

Related Items (4)

Identification of dynamical systems with structured uncertainty ⋮ Bayesian calibration, validation and uncertainty quantification for predictive modelling of tumour growth: a tutorial ⋮ A Benchmark for the Bayesian Inversion of Coefficients in Partial Differential Equations ⋮ Modeling, Simulating, and Parameter Fitting of Biochemical Kinetic Experiments

Cites Work

• A comparison of the Bayesian and frequentist approaches to estimation
• Interval estimation for a binomial proportion. (With comments and a rejoinder).
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• Data analysis tools for uncertainty quantification of inverse problems
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Estimating Parameters in Physical Models through Bayesian Inversion: A Complete Example
• Testing Statistical Hypotheses
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Statistics of Parameter Estimates: A Concrete Example