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We propose a multifidelity dimension reduction method to identify a low-dimensional structure present in many engineering models. The structure of interest arises when functions vary primarily on a low-dimensional subspace of the…

Numerical Analysis · Mathematics 2020-01-08 Rémi Lam , Olivier Zahm , Youssef Marzouk , Karen Willcox

Scientists use mathematical modelling to understand and predict the properties of complex physical systems. In highly parameterised models there often exist relationships between parameters over which model predictions are identical, or…

Data Analysis, Statistics and Probability · Physics 2017-03-24 Dhruva V. Raman , James Anderson , Antonis Papachristodoulou

Parameter identifiability refers to the capability of accurately inferring the parameter values of a model from its observations (data). Traditional analysis methods exploit analytical properties of the closed form model, in particular…

Machine Learning · Computer Science 2024-12-30 Nikolaos Evangelou , Alexander M. Stankovic , Ioannis G. Kevrekidis , Mark K. Transtrum

The quality of numerical reconstructions for unknown parameters in inverse problems depends fundamentally on the selection of experimental data. To ensure a robust reconstruction, it is crucial to select data that are sensitive to the…

Numerical Analysis · Mathematics 2026-04-14 Kathrin Hellmuth , Christian Klingenberg , Qin Li

Reliable predictions from systems biology models require knowing whether parameters can be estimated from available data, and with what certainty. Identifiability analysis reveals whether parameters are learnable in principle (structural…

Global sensitivity metrics are essential tools for assessing parameter importance in complex models, particularly when precise information about parameter values is unavailable. In many cases, such metrics are used to provide parameter…

Statistics Theory · Mathematics 2025-11-19 Huiyan Zou , Allison L. Lewis

Understanding output variance is critical in modeling nonlinear dynamic systems, as it reflects the system's sensitivity to input variations and feature interactions. This work presents a methodology for dynamically determining relevance…

Machine Learning · Computer Science 2024-12-31 Vahid MohammadZadeh Eivaghi , Mahdi Aliyari Shoorehdeli

Identifiability is a necessary condition for successful parameter estimation of dynamic system models. A major component of identifiability analysis is determining the identifiable parameter combinations, the functional forms for the…

Quantitative Methods · Quantitative Biology 2013-10-07 Marisa C. Eisenberg , Michael A. L. Hayashi

Stochastic modeling and simulation provide powerful predictive methods for the intrinsic understanding of fundamental mechanisms in complex biochemical networks. Typically, such mathematical models involve networks of coupled jump…

Information Theory · Computer Science 2013-08-02 Yannis Pantazis , Markos A. Katsoulakis , Dionisios G. Vlachos

In this paper, we consider the problem of parameter sensitivity in models of complex dynamical systems through the lens of information geometry. We calculate the sensitivity of model behavior to variations in parameters. In most cases,…

Statistical Mechanics · Physics 2019-07-17 Benjamin L. Francis , Mark K. Transtrum

Lower-dimensional subspaces that impact estimates of uncertainty are often described by Linear combinations of input variables, leading to active variables. This paper extends the derivative-based active subspace methods and…

Numerical Analysis · Mathematics 2026-01-08 Matieyendou Lamboni , Sergei Kucherenko

The expected decrease in system inertia and frequency stability motivates the development and maintenance of dynamic system models by Transmission System Operators. However, some dynamic model parameters can be unavailable due to market…

Signal Processing · Electrical Eng. & Systems 2025-05-27 Dawn Virginillo , Asja Derviškadić , Mario Paolone

Motivated by the growing interest in quantum machine learning, in particular quantum neural networks (QNNs), we study how recently introduced evaluation metrics based on the Fisher information matrix (FIM) are effective for predicting their…

Machine Learning · Computer Science 2025-10-09 Lorenzo Pastori , Veronika Eyring , Mierk Schwabe

Practical identifiability is a critical concern in data-driven modeling of mathematical systems. In this paper, we propose a novel framework for practical identifiability analysis to evaluate parameter identifiability in mathematical models…

Quantitative Methods · Quantitative Biology 2026-01-06 Shun Wang , Wenrui Hao

Using mathematical models to assist in the interpretation of experiments is becoming increasingly important in research across applied mathematics, and in particular in biology and ecology. In this context, accurate parameter estimation is…

Statistics Theory · Mathematics 2025-04-29 Jie Qi , Ruth E. Baker

Large scale models of physical phenomena demand the development of new statistical and computational tools in order to be effective. Many such models are `sloppy', i.e., exhibit behavior controlled by a relatively small number of parameter…

Parameter inference and uncertainty quantification are important steps when relating mathematical models to real-world observations, and when estimating uncertainty in model predictions. However, methods for doing this can be…

Quantitative Methods · Quantitative Biology 2025-08-27 Michael J. Plank , Matthew J. Simpson

Interpreting data with mathematical models is an important aspect of real-world industrial and applied mathematical modeling. Often we are interested to understand the extent to which a particular set of data informs and constrains model…

Methodology · Statistics 2025-03-06 Matthew J Simpson , Ruth E Baker

Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral…

The Fisher information matrix (FIM) is fundamental to understanding the trainability of deep neural nets (DNN), since it describes the parameter space's local metric. We investigate the spectral distribution of the conditional FIM, which is…

Machine Learning · Statistics 2021-03-31 Tomohiro Hayase , Ryo Karakida
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