Quick and Easy One-Step Parameter Estimation in Differential Equations

DOI10.1111/RSSB.12040MaRDI QIDQ5088231zbMATH OpenOpenAlexFDO

Authors Yanyuan Ma, Peter Hall

Publication date 11 July 2022

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/rssb.12040

zbMATH Keywords

kernel estimationdifferential equationssmoothing parameterdynamic systemstuning parameterone-step procedurecriterion functionnon-parametric function estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(9)

• Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations
• Calibrating multi-dimensional complex ODE from noisy data via deep neural networks
• Fast stable parameter estimation for linear dynamical systems
• Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions
• Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions
• Bayesian smooth‐and‐match inference for ordinary differential equations models linear in the parameters
• Bayesian estimation of time-varying parameters in ordinary differential equation models with noisy time-varying covariates
• Inferring the unknown parameters in differential equation by Gaussian process regression with constraint
• Application of one‐step method to parameter estimation in ODE models

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