Parameter redundancy and identifiability

Parameter redundancy and identifiability

by Cole, Diana

Type Book
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"Statistical and mathematical models are defined by parameters that describe different characteristics of those models. Ideally it would be possible to find parameter estimates for every parameter in that model, but in some cases this is not possible. For example, two parameters that only ever appear in the model as a product could not be estimated individually; only the product can be estimated. Such a model is said to be parameter redundant, or the parameters are described as non-identifiable…

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Title Statements

  • Full title :Parameter redundancy and identifiability / Diana J. Cole.

Summary

"Statistical and mathematical models are defined by parameters that describe different characteristics of those models. Ideally it would be possible to find parameter estimates for every parameter in that model, but in some cases this is not possible. For example, two parameters that only ever appear in the model as a product could not be estimated individually; only the product can be estimated. Such a model is said to be parameter redundant, or the parameters are described as non-identifiable. This book explains why parameter redundancy and non-identifiability is a problem and the different methods that can be used for detection, including in a Bayesian context"--

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Edition Statements

  • Publication Date:©2020

Publication Statements

  • Publisher(s):CRC Press
  • Place of Publication:Boca Raton, FL
  • Language:eng
  • Publication Date:©2020

Notes

"A Chapman & Hall Book."

The Physical Object

  • Description:1 online resource (xx, 252 pages) : : illustrations.

Edition Identifiers

  • ISBN:9781315120003, 1315120003, 9781351646314, 1351646311, 9781498720908, 1498720900, 9781351636780, 1351636782
  • oclc:on1143815046
  • LC Classification:QA276.8
  • Dewey Decimal:519.5/44

Table of Contents

Problems with parameter redundancy -- Parameter redundancy and identifiability definitions and theory -- Practical general methods for detecting parameter redundancy and identifiability -- Detecting parameter redundancy and identifiability in complex models -- Bayesian identifiability -- Identifiability in continuous state-space models -- Identifiability in discrete state-space models -- Detecting parameter redundancy in ecological models.

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Writers

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