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Model Fitting and Uncertainty

Data, Inference, and Scientific ML | COMP 521

San Diego State University

Purpose

Model fitting turns a scientific question into a comparison between data and a forward model. In COMP 521, that comparison must include diagnostics and an uncertainty statement, not only a best-fit line or parameter value.

Planned sequence

  1. build and inspect a design matrix;

  2. fit a model while checking conditioning and residuals;

  3. quantify uncertainty with resampling and model diagnostics;

  4. state what the data support, and what they do not.

The foundations are linear algebra, probability, and statistical tools.