Quick and Easy One-Step Parameter Estimation in Differential Equations

DOI10.1111/RSSB.12040OpenAlexW2013720270MaRDI QIDQ5088231FDOQ5088231

Peter Hall, Yanyuan Ma

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)

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

This page was built for publication: Quick and Easy One-Step Parameter Estimation in Differential Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5088231)