• CARMA COLLOQUIUM
  • Speaker: Dr Ali Eshragh, School of Mathematical and Physical Sciences, The University of Newcastle
  • Title: Binomial Observations, Fisher Information and Optimal Sampling Times
  • Location: Room V129, Mathematics Building (Callaghan Campus) The University of Newcastle
  • Time and Date: 4:00 pm, Thu, 14th Nov 2013
  • Abstract:

    Our goal is to estimate the rate of growth of a population governed by a simple stochastic model. We may choose (n) sampling times at which to count the number of individuals present, but due to detection difficulties, or constraints on resources, we are able only to observe each individual with fixed probability (p). We discuss the optimal sampling times at which to make our observations in order to approximately maximize the accuracy of our estimation. To achieve this, we maximize the expected volume of information obtained from such binomial observations, that is the Fisher Information. For a single sample, we derive an explicit form of the Fisher Information. However, finding the Fisher Information for higher values of (n) appears intractable. Nonetheless, we find a very good approximation function for the Fisher Information by exploiting the probabilistic properties of the underlying stochastic process and developing a new class of delayed distributions. Both numerical and theoretical results strongly support this approximation and confirm its high level of accuracy.


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