scholarly journals Parameter Uncertainty and Model Predictions: A Review of Monte Carlo Results

Author(s):  
R. H. Gardner ◽  
R. V. O’Neill
2015 ◽  
Vol 45 (1) ◽  
pp. 44-51 ◽  
Author(s):  
Ronald E. McRoberts ◽  
Paolo Moser ◽  
Laio Zimermann Oliveira ◽  
Alexander C. Vibrans

Forest inventory estimates of tree volume for large areas are typically calculated by adding the model predictions of volumes for individual trees at the plot level, calculating the mean over plots, and expressing the result on a per unit area basis. The uncertainty in the model predictions is generally ignored, with the result that the precision of the large-area volume estimate is optimistic. The primary study objective was to assess the performance of a Monte Carlo based approach for estimating model prediction error that had been developed for boreal and temperate forest applications when used for a subtropical forest application. Monte Carlo simulation approaches were used because of the complexities associated with multiple sources of uncertainty, the nonlinear nature of the models, and heteroskedasticity. A related objective was to estimate the effects of model prediction uncertainty due to residual and parameter uncertainty on the large-area volume estimates for the Brazilian state of Santa Catarina. The primary conclusions were fourfold. First, the methodological approach worked well. Second, the effects of model residual and parameter uncertainty on large-area estimates of mean volume per unit area were negligible for the models and calibration datasets used for the study. Third, for the models currently in use in Santa Catarina, the effects of model residual and parameter uncertainty may be ignored when calculating large-area estimates of mean volume per unit area. Fourth, differences were negligible between estimates of the mean and standard error obtained using a single, nonspecific volume model and estimates obtained using both forest-type models and species-specific/species-group models.


2007 ◽  
Vol 558-559 ◽  
pp. 1057-1061 ◽  
Author(s):  
Abhijit P. Brahme ◽  
Joseph M. Fridy ◽  
Anthony D. Rollett

A model has been constructed for the microstructural evolution that occurs during the annealing of aluminum alloys. Geometric and crystallographic observations from two orthogonal sections through a polycrystal using automated Electron Back-Scatter Diffraction (EBSD) were used as an input to the computer simulations to create a statistically representative threedimensional model. The microstructure is generated using a voxel-based tessellation technique. Assignment of orientations to the grains is controlled to ensure that both texture and nearest neighbor relationships match the observed distributions. The microstructures thus obtained are allowed to evolve using a Monte-Carlo simulation. Anisotropic grain boundary properties are used in the simulations. Nucleation is done in accordance with experimental observations on the likelihood of occurrences in particular neighborhoods. We will present the effect of temperature on the model predictions.


2021 ◽  
Vol 18 (181) ◽  
pp. 20210331
Author(s):  
Tamara Kurdyaeva ◽  
Andreas Milias-Argeitis

Differential equation models of biochemical networks are frequently associated with a large degree of uncertainty in parameters and/or initial conditions. However, estimating the impact of this uncertainty on model predictions via Monte Carlo simulation is computationally demanding. A more efficient approach could be to track a system of low-order statistical moments of the state. Unfortunately, when the underlying model is nonlinear, the system of moment equations is infinite-dimensional and cannot be solved without a moment closure approximation which may introduce bias in the moment dynamics. Here, we present a new method to study the time evolution of the desired moments for nonlinear systems with polynomial rate laws. Our approach is based on solving a system of low-order moment equations by substituting the higher-order moments with Monte Carlo-based estimates from a small number of simulations, and using an extended Kalman filter to counteract Monte Carlo noise. Our algorithm provides more accurate and robust results compared to traditional Monte Carlo and moment closure techniques, and we expect that it will be widely useful for the quantification of uncertainty in biochemical model predictions.


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