Papers › Optimal experimental design for parameter estimation in the presence of observation noise
Optimal experimental design for parameter estimation in the presence of observation noise
Jie Qi, Ruth E. Baker
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Using mathematical models to assist in the interpretation of experiments is becoming increasingly important in research across applied mathematics, and in particular in biology and ecology. In this context, accurate parameter estimation is crucial; model parameters are used to both quantify observed behaviour, characterise behaviours that cannot be directly measured and make quantitative predictions. The extent to which parameter estimates are constrained by the quality and quantity of available data is known as parameter identifiability, and it is widely understood that for many dynamical models the uncertainty in parameter estimates can vary over orders of magnitude as the time points at which data are collected are varied. Here, we use both local sensitivity measures derived from the Fisher Information Matrix and global measures derived from Sobol' indices to explore how parameter uncertainty changes as the number of measurements, and their placement in time, are varied. We use these measures within an optimisation algorithm to determine the observation times that give rise to the lowest uncertainty in parameter estimates. Applying our framework to models in which the observation noise is both correlated and uncorrelated demonstrates that correlations in observation noise can significantly impact the optimal time points for observing a system, and highlights that proper consideration of observation noise should be a crucial part of the experimental design process.
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