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| Main Authors: | , , , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2411.01786 |
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| _version_ | 1866910682612498432 |
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| author | Abers, David J. Hripcsak, George Mamykina, Lena Sirlanci, Melike Tabak, Esteban G. |
| author_facet | Abers, David J. Hripcsak, George Mamykina, Lena Sirlanci, Melike Tabak, Esteban G. |
| contents | This article develops a novel data assimilation methodology, addressing challenges that are common in real-world settings, such as severe sparsity of observations, lack of reliable models, and non-stationarity of the system dynamics. These challenges often cause identifiability issues and can confound model parameter initialization, both of which can lead to estimated models with unrealistic qualitative dynamics and induce deeper parameter estimation errors. The proposed methodology's objective function is constructed as a sum of components, each serving a different purpose: enforcing point-wise and distribution-wise agreement between data and model output, enforcing agreement of variables and parameters with a model provided, and penalizing unrealistic rapid parameter changes, unless they are due to external drivers or interventions. This methodology was motivated by, developed and evaluated in the context of estimating blood glucose levels in different medical settings. Both simulated and real data are used to evaluate the methodology from different perspectives, such as its ability to estimate unmeasured variables, its ability to reproduce the correct qualitative blood glucose dynamics, how it manages known non-stationarity, and how it performs when given a range of dense and severely sparse data. The results show that a multicomponent cost function can balance the minimization of point-wise errors with global properties, robustly preserving correct qualitative dynamics and managing data sparsity. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_01786 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A new approach to data assimilation initialization problems with sparse data using multiple cost functions Abers, David J. Hripcsak, George Mamykina, Lena Sirlanci, Melike Tabak, Esteban G. Optimization and Control Dynamical Systems 34A34, 37N25, 60G99, 65L08, 92C50 G.0; G.1.6; G.1.7 This article develops a novel data assimilation methodology, addressing challenges that are common in real-world settings, such as severe sparsity of observations, lack of reliable models, and non-stationarity of the system dynamics. These challenges often cause identifiability issues and can confound model parameter initialization, both of which can lead to estimated models with unrealistic qualitative dynamics and induce deeper parameter estimation errors. The proposed methodology's objective function is constructed as a sum of components, each serving a different purpose: enforcing point-wise and distribution-wise agreement between data and model output, enforcing agreement of variables and parameters with a model provided, and penalizing unrealistic rapid parameter changes, unless they are due to external drivers or interventions. This methodology was motivated by, developed and evaluated in the context of estimating blood glucose levels in different medical settings. Both simulated and real data are used to evaluate the methodology from different perspectives, such as its ability to estimate unmeasured variables, its ability to reproduce the correct qualitative blood glucose dynamics, how it manages known non-stationarity, and how it performs when given a range of dense and severely sparse data. The results show that a multicomponent cost function can balance the minimization of point-wise errors with global properties, robustly preserving correct qualitative dynamics and managing data sparsity. |
| title | A new approach to data assimilation initialization problems with sparse data using multiple cost functions |
| topic | Optimization and Control Dynamical Systems 34A34, 37N25, 60G99, 65L08, 92C50 G.0; G.1.6; G.1.7 |
| url | https://arxiv.org/abs/2411.01786 |