Dynamic modelling of sparse longitudinal data and functional snippets with stochastic differential equations
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- scientific article; zbMATH DE number 1999206 (Why is no real title available?)
- A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation
- An introduction to neural network methods for differential equations
- Approximating fragmented functional data by segments of Markov chains
- Basis expansions for functional snippets
- Components and Completion of Partially Observed Functional Data
- Conditional Quantile Analysis When Covariates are Functions, with Application to Growth Data
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
- Efficient estimation of conditional variance functions in stochastic regression
- Empirical dynamics for longitudinal data
- Estimating direction fields in autonomous equation models, with an application to system identification from cross-sectional data
- Estimating the Covariance of Fragmented and Other Related Types of Functional Data
- From sparse to dense functional data and beyond
- Functional Data Analysis for Sparse Longitudinal Data
- Functional data analysis.
- Functional linear discriminant analysis for irregularly sampled curves
- Inferring stochastic dynamics from functional data
- Localized Functional Principal Component Analysis
- Mean and Covariance Estimation for Functional Snippets
- Methodology and convergence rates for functional linear regression
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
- Nonparametric estimation for SDE with sparsely sampled paths: an FDA perspective
- On Properties of Functional Principal Components Analysis
- On the optimal reconstruction of partially observed functional data
- On the theory of the Brownian motion.
- Optimal Transport
- Parameter estimation for differential equation models using a framework of measurement error in regression models
- Partially observed functional data: the case of systematically missing parts
- Principal Modes of Variation for Processes with Continuous Sample Curves
- Principal components of random variables with values in a seperable hilbert space
- Properties of principal component methods for functional and longitudinal data analysis
- Recovering covariance from functional fragments
- Simulation-Extrapolation Estimation in Parametric Measurement Error Models
- Stochastic differential equations. An introduction with applications in population dynamics modeling
- Stochastic differential equations. An introduction with applications.
- Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
This page was built for publication: Dynamic modelling of sparse longitudinal data and functional snippets with stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6911595)
