Fast derivatives of likelihood functionals for ODE based models using adjoint-state method
From MaRDI portal
Publication:1695436
DOI10.1007/s00180-017-0765-8zbMath1417.65049arXiv1606.04406MaRDI QIDQ1695436
Tom Haber, Valdemar Melicher, Wim Vanroose
Publication date: 7 February 2018
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.04406
algorithm; sensitivity analysis; ordinary differential equations; Hessian; gradient; statistical computing; mathematical statistics
62-08: Computational methods for problems pertaining to statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
37N25: Dynamical systems in biology
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- SUNDIALS
- Numerical bifurcation analysis of the pattern formation in a cell based auxin transport model
- Decomposition method for solving multi-species reactive transport problems coupled with first-order kinetics applicable to a chain with identical reaction rates
- Jacobian-free Newton-Krylov methods: a survey of approaches and applications.
- Mathematical biology. Vol. 1: An introduction.
- Convergence of a stochastic approximation version of the EM algorithm
- Asymptotic Approximations of Integrals
- A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
- Maximum Likelihood Estimation of Long-Term HIV Dynamic Models and Antiviral Response
- Sensitivity analysis framework for micromagnetism with application to the optimal shape design of magnetic random access memories
- Handbook of Markov Chain Monte Carlo
- On a continuation approach in Tikhonov regularization and its application in piecewise-constant parameter identification
- Nonlinear Programming
- Dynamic Data Assimilation
