Activity Number:
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256
- Contributed Poster Presentations: Section on Statistical Learning and Data Science
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Type:
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Contributed
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Date/Time:
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Monday, July 29, 2019 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistical Learning and Data Science
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Abstract #306924
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Title:
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Using Push-Forward and Pullback Measures for Parameter Identification and Distribution Estimation
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Author(s):
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Tian Yu Yen* and Michael Pilosov
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Companies:
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University of Colorado At Denver and University of Colorado At Denver
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Keywords:
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parameter estimation;
penalized regression;
inverse problems;
data consistent inversion;
random effects;
posterior distribution
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Abstract:
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Data Consistent Inversion is a new method for estimating the probability distribution of input parameters for physical models that are consistent with observed data. While similar to Bayesian inference methods, Data Consistent Inversion is unique in the way it utilizes discrepancies between model predictions (push-forward measures) and model observations to produce an update (using pullback measures) on initial parameter descriptions. Some benefits of this method include its robustness to different assumptions about the distribution of model errors, its flexibility in modeling different sources of variation (sampling or other measurement errors), and its ability to produce predictive samples consistent with observed data even when physical models are nonlinear in the input parameters. We discuss the general framework of the method and its connections to penalized regression as well as non-parametric Bayesian methods.
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Authors who are presenting talks have a * after their name.