Random parameter models are used to describe natural phenomena governed by deterministic processes in situations where such descriptions require randomness in the parameters of the model (such as model coefficients and initial conditions). Such scenarios arise, for example, due to variability across a spectrum of sources from which data are extracted or across conditions under which data are collected. Random measurement error models describe phenomena that are governed by deterministic processes with fixed parameters, but for which the relation between model outputs and the data is obscured by random errors in the observation process that differ from one observation to the next. Here we revisit the problem of parameter inference for such models and point out the importance of the determinant of the Jacobian of the solution map for the process. The Jacobian deteminant appears in the random parameter model inference as a factor in a transformation of measure formula, and in the random measurement error case as a noninformative prior density that is invariant to parameter space transformations. We use numerical examples to illustrate that, although computationally expensive, the Jacobian determinant is important for accurate parameter density estimates in both cases. We also show that in special cases good approximations can be obtained with less expensive priors as alternatives. Finally, we survey some efficient methods for Jacobian computation.Key words. dynamical systems, parameter distribution, Bayesian inference, prior, inverse map AMS subject classifications. 34A55, 34F05, 37H10, 62F15, 93B30 1. Introduction. Dynamical models of physical or biological systems often include parameters that are not known a priori and cannot be directly measured. Instead, one uses observations of the system and the ability to compute model trajectories for arbitrary parameter sets to deduce information about the parameters via various estimation techniques. These techniques depend on how uncertainty affects the observations of the system, which can be captured by statistical extensions of the model.One common situation is that in which the system can be represented by a deterministic dynamical system with a unique parameter vector but the observed quantities associated with the system are subject to measurement errors. A popular technique of parameter estimation for such random measurement error models is Bayesian inference. It seeks to find a distribution on the space of parameters, called the posterior distribution, that defines the plausibility that any particular parameter set describes the system, given the available data [24,60,50,52,14]. Bayesian parameter estimation requires the prescription of the prior density, which reflects ¦ Submitted to the editors DATE. ).1 The term Jacobian prior has appeared previously [62], in the computation of a marginal with a change of variables, however the context of that usage is different and it does not appear to be a commonly used term.