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Full column rank of the sensitivity Jacobian implies local identifiability

Statement

Let Θ⊆Rp be open with p≥1, let Fξ:Θ→Rm be the joint observation map of Finite nonlinear observation designs, local identifiability, and weighted information, and fix θ0∈Θ. If its Jacobian Jξ(θ0) has full column rank, then Fξ is injective on an open neighborhood of θ0; hence the model is locally identifiable at θ0 for this design.

Facts & Assumptions

Given: The open parameter domain, the C1 joint observation map, and full column rank of Jξ(θ0).

[F1]

Finite nonlinear observation designs, local identifiability, and weighted information: the finite stacked observation map Fξ is C1 with derivative Jξ; local identifiability means injectivity on some open neighborhood, and full column rank means the Jacobian has p linearly independent columns.

[F4]

A matrix has rank at least r exactly when it has a nonzero r-rowed minor: a real matrix has rank at least p exactly when it has a nonzero p-rowed minor.

[F5]

A finite square real matrix is invertible if and only if its determinant is nonzero: a positive-sized square real matrix with nonzero determinant is invertible.

[F6]

The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a): the derivative of a composition is the composition of the derivatives.

[F7]

The Euclidean inverse function theorem: a C1 map between open subsets of Rp with invertible derivative at θ0 is injective on some open neighborhood of θ0.

Proof

technique · direct
1.1F1F2F3F4given

Full column rank means the p columns of Jξ(θ0) are independent. They lie in Rm, so [F3] gives p≤m. By [F2] the matrix rank is p, and [F4] supplies a set I of p rows whose square submatrix B=Jξ(θ0)[I,:] has nonzero determinant.

2.1step 1.1F1F5F6constructalgebra

By [F5], B is invertible. Let PI:Rm→Rp be the coordinate projection onto the rows in I, and set G=PI∘Fξ. The linear map PI has derivative PI, since its linear first-order expansion has zero remainder. Thus [F1] and [F6] give DG(θ)=PIJξ(θ) for every θ∈Θ; this derivative is continuous, so G is C1, and DG(θ0)=PIJξ(θ0)=B.

3.1step 2.1F1F7algebra∎

Apply [F7] to G: there is an open neighborhood V⊆Θ of θ0 on which G is injective. If θ,θ′∈V satisfy Fξ(θ)=Fξ(θ′), then applying PI gives G(θ)=G(θ′), hence θ=θ′. Thus Fξ is injective on V, which is local identifiability by [F1]. The argument selects one of finitely many row minors and uses no choice axiom.

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