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Title of article :
Standard error computations for uncertainty quantification in inverse problems: Asymptotic theory vs. bootstrapping
Author/Authors :
Banks، نويسنده , , H.T. and Holm، نويسنده , , Kathleen and Robbins، نويسنده , , Danielle، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
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Abstract :
We computationally investigate two approaches for uncertainty quantification in inverse problems for nonlinear parameter dependent dynamical systems. We compare the bootstrapping and asymptotic theory approaches for problems involving data with several noise forms and levels. We consider both constant variance absolute error data and relative error, which produce non-constant variance data in our parameter estimation formulations. We compare and contrast parameter estimates, standard errors, confidence intervals, and computational times for both bootstrapping and asymptotic theory methods.
Keywords :
Asymptotic standard errors , Parameter estimation , Bootstrapping
Journal title :
Mathematical and Computer Modelling
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Link To Document :