%0 Journal Article
%T Uncertainty analysis and composite hypothesis under the likelihood paradigm
%A Andr¨¦ Chalom
%A Paulo In¨˘cio de Knegt L¨®pez de Prado
%J Quantitative Biology
%D 2015
%I arXiv
%X The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but they can be seen as fitting pieces of the same puzzle. In particular, analytical procedures for uncertainty estimation may be masking a high degree of uncertainty coming from a model with a stable structure, but insufficient data. Under a likelihoodist approach, the problem of uncertainty estimation is closely related to the problem of composite hypothesis. In this paper, we present a brief historical background on the statistical school of Likelihoodism, and examine the complex relations between the law of likelihood and the problem of composite hypothesis, together with the existing proposals for coping with it. Then, we propose a new integrative methodology for the uncertainty estimation of models using the information in the collected data. We argue that this methodology is intuitively appealing under a likelihood paradigm.
%U http://arxiv.org/abs/1508.03354v1