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Standard errors and confidence intervals in inverse problems: sensitivity and associated pitfalls
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H. T. Banks
Veröffentlicht/Copyright:
31. Mai 2007
We review the asymptotic theory for standard errors in classical ordinary least squares (OLS) inverse or parameter estimation problems involving general nonlinear dynamical systems where sensitivity matrices can be used to compute the asymptotic covariance matrices. We discuss possible pitfalls in computing standard errors in regions of low parameter sensitivity and/or near a steady state solution of the underlying dynamical system.
Key Words: inverse problems,; standard errors,; dynamical systems,; parameter estimation,; sensitivity matrices,; asymptotic theory.
Published Online: 2007-05-31
Published in Print: 2007-04-19
Copyright 2007, Walter de Gruyter
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Artikel in diesem Heft
- Standard errors and confidence intervals in inverse problems: sensitivity and associated pitfalls
- Polynomial bases for subspaces of vector fields in the unit ball. Method of ridge functions
- A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles
- On the analysis of distance functions for linear ill-posed problems with an application to the integration operator in L2
- Computation of discontinuous solutions of 2D linear ill-posed integral equations via adaptive grid regularization
- International Conferences Inverse Problems: Modeling and Simulation (Fethiye-Turkey), 2002, 2004, 2006
- International Conference Inverse and Ill-Posed Problems of Mathematical Physics dedicated to Professor M. M. Lavrent'ev on the occasion of his 75-th birthday August 20–25, 2007, Novosibirsk, Russia
Schlagwörter für diesen Artikel
inverse problems,;
standard errors,;
dynamical systems,;
parameter estimation,;
sensitivity matrices,;
asymptotic theory.
Artikel in diesem Heft
- Standard errors and confidence intervals in inverse problems: sensitivity and associated pitfalls
- Polynomial bases for subspaces of vector fields in the unit ball. Method of ridge functions
- A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles
- On the analysis of distance functions for linear ill-posed problems with an application to the integration operator in L2
- Computation of discontinuous solutions of 2D linear ill-posed integral equations via adaptive grid regularization
- International Conferences Inverse Problems: Modeling and Simulation (Fethiye-Turkey), 2002, 2004, 2006
- International Conference Inverse and Ill-Posed Problems of Mathematical Physics dedicated to Professor M. M. Lavrent'ev on the occasion of his 75-th birthday August 20–25, 2007, Novosibirsk, Russia
