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@blnicho @mrmundt @jsiirola @adowling2. This PR is ready for review. This PR enables parameter covariance and Fisher Information Matrix estimation for indexed parameters across ParmEst and Pyomo.DoE. Additionally, it adds support for complex measurement-error structures (such as correlated or proportional errors) by building a full measurement-error covariance matrix for parameter estimation and optimal experimental design. |
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@blnicho, just a kind reminder to send me your comments (I remember you mentioned that you've already started looking at this some weeks ago). Thanks |
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@mrmundt, I will also appreciate your review of this PR while I wait for Bethany's comments. Thank you. |
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Thanks for this! There is an actual typo, some nitpicks, and a question about a paper.
Co-authored-by: Miranda Mundt <55767766+mrmundt@users.noreply.github.com>
…fe5/pyomo into parmest-measurement-error
Fixes # .
Summary/Motivation:
Changes proposed in this PR:
_compute_jacobian,_kaug_FIM, and_cov_at_thetain ParmEst to support covariance matrix estimation for indexed parametersSSE_weightedin ParmEst to use the MCM in computing the "SSE_weighted" objective function_kaug_FIMand_finite_difference_FIMin ParmEst to use the MCM in computing the parameter covariance matrix_kaug_FIMand_sequential_FIMin Pyomo.DoE to use the MCMcreate_doe_modelin Pyomo.DoE to use the MCM_expanded_unknown_parameter_infoin Pyomo.DoEmodel.unknown_parametersormodel.scenario_blocks.unknown_parametersto use the expanded parameter objectstest_parmest.pyandtest_doe_solve.pyto exercise the new capabilitiesAI-Use Disclosure
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