Estimating Global Identifiability Using Conditional Mutual Information in a Bayesian Framework
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arXiv
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| Format: | Preprint |
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2023
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| _version_ | 1866929319803092992 |
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| author | Bhola, Sahil Duraisamy, Karthik |
| author_facet | Bhola, Sahil Duraisamy, Karthik |
| contents | A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model parameter is used to quantify the identifiability with practical considerations. No assumptions are made about the structure of the statistical model or the prior distribution while constructing the estimator. The estimator has the following notable advantages: first, no controlled experiment or data is required to conduct the practical identifiability analysis; second, unlike popular variance-based global sensitivity analysis methods, different forms of uncertainties, such as model-form, parameter, or measurement can be taken into account; third, the identifiability analysis is global, and therefore independent of a realization of the parameters. If an individual parameter has low identifiability, it can belong to an identifiable subset such that parameters within the subset have a functional relationship and thus have a combined effect on the statistical model. The practical identifiability framework is extended to highlight the dependencies between parameter pairs that emerge a posteriori to find identifiable parameter subsets. The applicability of the proposed approach is demonstrated using a linear Gaussian model and a non-linear methane-air reduced kinetics model. It is shown that by examining the information gained for each model parameter along with its dependencies with other parameters, a subset of parameters that can be estimated with high posterior certainty can be found. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2304_02025 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Estimating Global Identifiability Using Conditional Mutual Information in a Bayesian Framework Bhola, Sahil Duraisamy, Karthik Methodology Statistics Theory A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model parameter is used to quantify the identifiability with practical considerations. No assumptions are made about the structure of the statistical model or the prior distribution while constructing the estimator. The estimator has the following notable advantages: first, no controlled experiment or data is required to conduct the practical identifiability analysis; second, unlike popular variance-based global sensitivity analysis methods, different forms of uncertainties, such as model-form, parameter, or measurement can be taken into account; third, the identifiability analysis is global, and therefore independent of a realization of the parameters. If an individual parameter has low identifiability, it can belong to an identifiable subset such that parameters within the subset have a functional relationship and thus have a combined effect on the statistical model. The practical identifiability framework is extended to highlight the dependencies between parameter pairs that emerge a posteriori to find identifiable parameter subsets. The applicability of the proposed approach is demonstrated using a linear Gaussian model and a non-linear methane-air reduced kinetics model. It is shown that by examining the information gained for each model parameter along with its dependencies with other parameters, a subset of parameters that can be estimated with high posterior certainty can be found. |
| title | Estimating Global Identifiability Using Conditional Mutual Information in a Bayesian Framework |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2304.02025 |