MSE_sim

MSE_parameters

The function <code>MSE_sim()</code> allows to get
the mean square error values for statistics of simulations
The function <code>MSE_parameters()</code> allows to get MSE for parameters if the truth parameter is known

internal

Incorporates Approximate Bayesian Computation to get a posterior distribution and to select a model optimal parameter for an observation point. Additionally, the meta-sampling heuristic algorithm is realized for parameter estimation, which requires no model runs and is dimension-independent. A sampling scheme is also presented that allows model runs and uses the meta-sampling for point generation. A predictor is realized as the meta-sampling for the model output. All the algorithms leverage a machine learning method utilizing the maxima weighted Isolation Kernel approach, or 'MaxWiK'. The method involves transforming raw data to a Hilbert space (mapping) and measuring the similarity between simulated points and the maxima weighted Isolation Kernel mapping corresponding to the observation point. Comprehensive details of the methodology can be found in the papers Iurii Nagornov (2024) <doi:10.1007/978-3-031-66431-1_16> and Iurii Nagornov (2023) <doi:10.1007/978-3-031-29168-5_18>.

Yuri Nagornov

MaxWiK

Machine Learning Method Based on Isolation Kernel Mean Embedding

MSE_sim function

<dl><dt>stat.obs</dt>
<dd>Summary statistics of the observation point</dd>
<dt>stat.sim</dt>
<dd>Summary statistics of the simulations (model output)</dd>
<dt>par.truth</dt>
<dd>The truth parameter</dd>
<dt>par.top</dt>
<dd>Parameters from the top of similarities of <code>get.MaxWiK()</code> algorithm</dd>
<dt>par.best</dt>
<dd>The best parameter from <code>get.MaxWiK()</code> algorithm</dd></dl>

Arguments

<ul>
<li><code>MSE_parameters()</code>: The function calculates mean square error (MSE) value
for parameters as differences between them and already the known truth parameter</li>
</ul>

Functions

The function to get the mean square error values for statistics of simulations — MSE_sim

<dl>

<dt>stat.obs</dt>
<dd>Summary statistics of the observation point</dd>


<dt>stat.sim</dt>
<dd>Summary statistics of the simulations (model output)</dd>


<dt>par.truth</dt>
<dd>The truth parameter</dd>


<dt>par.top</dt>
<dd>Parameters from the top of similarities of <code>get.MaxWiK()</code> algorithm</dd>


<dt>par.best</dt>
<dd>The best parameter from <code>get.MaxWiK()</code> algorithm</dd>

</dl>

MSE_sim: The function to get the mean square error values for statistics of simulations

Description

Usage

Value

Arguments

Functions

Examples