Parameter and Uncertainty Estimation for Dynamical Systems Using Surrogate Stochastic Processes

DOI10.1137/18M1213403zbMath1420.60047DBLPjournals/siamsc/ChungBGBMSS19arXiv1802.00852OpenAlexW2963448428WikidataQ91366879 ScholiaQ91366879MaRDI QIDQ5230651

Matthias Chung, Johnathan M. Bardsley, Robert B. Gramacy, Amanda Smith, Amber M. Smith, David J. Moquin, Mickaël Binois

Publication date: 28 August 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.00852

zbMATH Keywords

parameter estimationdynamical systemsGaussian processinverse problemsuncertainty estimationviral kinetic model

Mathematics Subject Classification ID

Gaussian processes (60G15) Point estimation (62F10) Bayesian inference (62F15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Computational methods for problems pertaining to biology (92-08) Numerical solution of inverse problems involving ordinary differential equations (65L09)

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Uses Software

• RODAS
• UTV
• deGradInfer
• MATCH Uncertainty Elicitation
• hetGP

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