Parameter estimation and uncertainty quantification using information geometry

  title={Parameter estimation and uncertainty quantification using information geometry},
  author={Jesse A. Sharp and Alexander P. Browning and Kevin Burrage and Matthew J. Simpson},
  journal={Journal of the Royal Society Interface},
In this work, we: (i) review likelihood-based inference for parameter estimation and the construction of confidence regions; and (ii) explore the use of techniques from information geometry, including geodesic curves and Riemann scalar curvature, to supplement typical techniques for uncertainty quantification, such as Bayesian methods, profile likelihood, asymptotic analysis and bootstrapping. These techniques from information geometry provide data-independent insights into uncertainty and… 
1 Citations

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