Parameter estimation and order determination in the low-rank linear statistical model

Author(s):  
D.W. Tufts ◽  
R.J. Vaccaro ◽  
A.A. Shah
Author(s):  
Lionel Roques ◽  
Mickaël D. Chekroun ◽  
Michel Cristofol ◽  
Samuel Soubeyrand ◽  
Michael Ghil

We study parameter estimation for one-dimensional energy balance models with memory (EBMMs) given localized and noisy temperature measurements. Our results apply to a wide range of nonlinear, parabolic partial differential equations with integral memory terms. First, we show that a space-dependent parameter can be determined uniquely everywhere in the PDE's domain of definition D , using only temperature information in a small subdomain E ⊂ D . This result is valid only when the data correspond to exact measurements of the temperature. We propose a method for estimating a model parameter of the EBMM using more realistic, error-contaminated temperature data derived, for example, from ice cores or marine-sediment cores. Our approach is based on a so-called mechanistic-statistical model that combines a deterministic EBMM with a statistical model of the observation process. Estimating a parameter in this setting is especially challenging, because the observation process induces a strong loss of information. Aside from the noise contained in past temperature measurements, an additional error is induced by the age-dating method, whose accuracy tends to decrease with a sample's remoteness in time. Using a Bayesian approach, we show that obtaining an accurate parameter estimate is still possible in certain cases.


2015 ◽  
Vol 16 (S17) ◽  
Author(s):  
Faraz Hussain ◽  
Christopher J Langmead ◽  
Qi Mi ◽  
Joyeeta Dutta-Moscato ◽  
Yoram Vodovotz ◽  
...  

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