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Parameter Estimation

Title
Parameter Estimation
Semester
E2024
Master programme in
Mathematical Bioscience / Physics and Scientific Modelling
Type of activity

Course

Teaching language
English
Study regulation

Read about the Master Programme and find the Study Regulations at ruc.dk

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REGISTRATION AND STUDY ADMINISTRATIVE
Registration

Sign up for study activities at stads selvbetjeningwithin the announced registration period, as you can see on the Studyadministration homepage.

When signing up for study activities, please be aware of potential conflicts between study activities or exam dates.

The planning of activities at Roskilde University is based on the recommended study programs which do not overlap. However, if you choose optional courses and/or study plans that goes beyond the recommended study programs, an overlap of lectures or exam dates may occur depending on which courses you choose.

Number of participants

The Master Programme/Institute reserves the right to cancel the course if fewer than 8 studentes are registered for the course.

ECTS
5
Responsible for the activity
Johnny T. Ottesen (johnny@ruc.dk)
Head of study
Jesper Schmidt Hansen (jschmidt@ruc.dk)
Teachers
Study administration
INM Registration & Exams (inm-exams@ruc.dk)
Exam code(s)
U60168
ACADEMIC CONTENT
Overall objective

The overall objective of the course is to provide students with a fundamental understanding of selected methods in the field of parameter estimation. Students will learn to apply parameter estimation critically in various biological applications, by working with empirical data and mathematical models.

Detailed description of content

Assessing parameter values for models described by non-linear ordinary differential equations is a serious challenge in all fields of science. Often the challenge is divided into two challenges. Ones regard the possibility of estimating the parameters values if perfect data was available assuming the model is correct, i.e., if pseudo-data was generated from the model, can all parameter values be uniquely obtained then?

Whenever, such structural identifiability is established, the challenge of estimating the parameters from real measurement occur. This is done by specifying a criterion for obtaining the best estimates e.g., a least square cost or another way of addressing the best (optimal) estimates. Often this is considered as a statistical problem. Given noisy data and an underlying mathematical model predicting the data, pose a statistical model describing the deviation between data and model prediction and use this to estimate the underlying model parameters and the parameters of the statistical model. Such an approach is often denoted Bayesian interference.

This second challenge is very diverse: Often data are given to the mathematicians, and we have not been involved in deciding which measurements are obtained. The practical limitation of what can be measured is another challenge. However, parameter estimation frequently allows us to access otherwise inaccessible parts of the system, a strategy sometimes referred to as the mathematical microscope. Moreover, data may be noisy, which leads to uncertainties on the estimated parameters. In the process of estimating parameter values mathematical methods from classical optimization or Bayesian interference is often used.

Furthermore, parameter estimation comes with computational challenges such as robustness of the method and computational costs. The estimates and their uncertainties need to be interpreted in relation to the actual modeling challenge.

The course deals with these topics. The theoretical foundation needed to understand methods and related practical challenges will be addressed. Moreover, the state of the art of mathematical models will be applied to these real-world challenges.

The course will require good skills in linear algebra, analysis, dynamical systems, probability theory, statistics, and knowledge of Python (or similar) programming.

Course material and Reading list

The course will require good skills in linear algebra, analysis, dynamical systems, probability theory, statistics, and in Python (or similar) programming. The pensum will be parameter estimation in dynamical system models i.e., models specified by ODEs. Equal weight is on the theoretical foundation and the application to real-world problems in mini-project.

Overall plan and expected work effort

The course is a 5 ETCS credit course, corresponding to an expected student work-load of 135 hours.

  • Lectures 30 hours

  • Preparation time 100 hours

  • Question hour 4.5 hour

  • Oral exam 30 minutes

  • In total 135 hours

The 100 hours preparation time means that students on average should expect to use at least 4 hours of preparation time for each double-lecture throughout the semester. In addition, there will be six mini-projects during the course where the student uses the theory in practice on real-world challenges. In the periods with mini-projects more preparation time may be needed compared to the remaining period. The students are expected to use at least 10 hours extra per mini-project distributed over the project period (1-2 weeks).

Format
Evaluation and feedback

The course includes formative evaluation based on dialogue between the students and the teacher(s). Students are expected to be active and provide constructive critique, feedback and viewpoints during the course. The teaching switch between classical lectures and ‘flip the classroom’ controlled activities. The last being more pronounced during the PPL oriented mini-projects.

Every other year at the end of the course, there will also be an evaluation through a questionnaire in SurveyXact. The Study Board will handle all evaluations along with any comments from the course responsible teacher.

Furthermore, students can, in accordance with RUCs ‘feel free to state your views’ strategy through their representatives at the study board, send evaluations, comments or insights form the course to the study board during or after the course.

Programme
ASSESSMENT
Overall learning outcomes

The student will be able to

  • apply singular-value decomposition to big data sets, principal component analysis, and model selection,

  • critically use the concept of identifiability and evaluate methods to determine parameter identifiability to real world data and models,

  • critically judge the applicability of various methods for parameter estimation

  • show an overview of selected methods for parameter estimation, and critically and analytically explore the limitations and validity of the methods,

  • calculate and discuss uncertainty quantification critically.

  • perform case based numerical explorations using software

Form of examination
Individual written take-home assignment.

The character limit of the assignment is: 1,200-120,000 characters, including spaces.
The character limit includes the cover, table of contents, bibliography, figures and other illustrations, but exclude any appendices.

The duration of the take-home assignment is 24 hours.



Assessment: 7-point grading scale.
Form of Re-examination
Individual oral exam without time for preparation.

Time allowed for exam including time used for assessment: 30 minutes.

Permitted support and preparation materials: Course material and own notes.

Assessment: 7-point grading scale.
Moderation: Internal co-assessor.
Type of examination in special cases
Examination and assessment criteria
Exam code(s)
Exam code(s) : U60168
Last changed 11/11/2024

lecture list:

Show lessons for Subclass: 1 Find calendar (1) PDF for print (1)

Monday 16-09-2024 12:15 - 16-09-2024 14:00 in week 38
Parameter Estimation (MATHBIO)

Friday 20-09-2024 14:15 - 20-09-2024 16:00 in week 38
Parameter Estimation (MATHBIO)

Monday 23-09-2024 12:15 - 23-09-2024 14:00 in week 39
Parameter Estimation (MATHBIO)

Friday 27-09-2024 14:15 - 27-09-2024 16:00 in week 39
Parameter Estimation (MATHBIO)

Monday 30-09-2024 12:15 - 30-09-2024 14:00 in week 40
Parameter Estimation (MATHBIO)

Friday 04-10-2024 14:15 - 04-10-2024 16:00 in week 40
Parameter Estimation (MATHBIO)

Friday 11-10-2024 14:15 - 11-10-2024 16:00 in week 41
Parameter Estimation (MATHBIO)

Monday 14-10-2024 12:15 - 14-10-2024 14:00 in week 42
Parameter Estimation (MATHBIO)

Friday 18-10-2024 14:15 - 18-10-2024 16:00 in week 42
Parameter Estimation (MATHBIO)

Tuesday 22-10-2024 10:15 - 22-10-2024 12:00 in week 43
Parameter Estimation (MATHBIO)

Friday 25-10-2024 14:15 - 25-10-2024 16:00 in week 43
Parameter Estimation (MATHBIO)

Tuesday 29-10-2024 10:15 - 29-10-2024 12:00 in week 44
Parameter Estimation (MATHBIO)

Friday 01-11-2024 14:15 - 01-11-2024 16:00 in week 44
Parameter Estimation (MATHBIO)

Tuesday 05-11-2024 10:15 - 05-11-2024 12:00 in week 45
Parameter Estimation (MATHBIO)

Friday 08-11-2024 14:15 - 08-11-2024 16:00 in week 45
Parameter Estimation (MATHBIO)

Tuesday 12-11-2024 10:15 - 12-11-2024 12:00 in week 46
Parameter Estimation (MATHBIO)

Friday 15-11-2024 14:15 - 15-11-2024 16:00 in week 46
Parameter Estimation (MATHBIO)

Tuesday 19-11-2024 10:15 - 19-11-2024 12:00 in week 47
Parameter Estimation (MATHBIO)

Friday 22-11-2024 14:15 - 22-11-2024 16:00 in week 47
Parameter Estimation (MATHBIO)

Tuesday 26-11-2024 10:15 - 26-11-2024 12:00 in week 48
Parameter Estimation (MATHBIO)

Friday 29-11-2024 14:15 - 29-11-2024 16:00 in week 48
Parameter Estimation (MATHBIO)

Tuesday 03-12-2024 10:15 - 03-12-2024 12:00 in week 49
Parameter Estimation (MATHBIO)

Friday 06-12-2024 14:15 - 06-12-2024 16:00 in week 49
Parameter Estimation (MATHBIO)

Tuesday 10-12-2024 10:15 - 10-12-2024 12:00 in week 50
Parameter Estimation (MATHBIO)

Friday 13-12-2024 14:15 - 13-12-2024 16:00 in week 50
Parameter Estimation (MATHBIO)

Tuesday 14-01-2025 10:00 - Wednesday 15-01-2025 10:00 in week 03
Parameter Estimation - Exam: 24 hour take-home assignment (MATHBIO)

Wednesday 12-02-2025 08:15 - 12-02-2025 16:15 in week 07
Parameter Estimation - Reexam (MATHBIO)