Robust estimation for ordinary differential equation models
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Cites work
- A Note on the Efficiency of Sandwich Covariance Matrix Estimation
- A Spline Least Squares Method for Numerical Parameter Estimation in Differential Equations
- Adaptive \(M\)-estimation in nonparametric regression
- Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations
- Asymptotics for M-type smoothing splines
- Efficient Local Estimation for Time-Varying Coefficients in Deterministic Dynamic Models With Applications to HIV-1 Dynamics
- Estimating a Predator‐Prey Dynamical Model with the Parameter Cascades Method
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Functional data analysis.
- scientific article; zbMATH DE number 3864299 (Why is no real title available?)
- scientific article; zbMATH DE number 3980241 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- Maximum Likelihood Estimation of Misspecified Models
- Measurement Error in Nonlinear Models
- Model Selection and Model Averaging
- Parameter estimation of ODE's via nonparametric estimators
- Physiological Pharmacokinetic Analysis Using Population Modeling and Informative Prior Distributions
- Robust Statistics
- Semiparametric Regression
Cited in
(24)- Bayesian estimation of ordinary differential equation models when the likelihood has multiple local modes
- Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions
- Multiple shooting-local linearization method for the identification of dynamical systems
- Laplace based approximate posterior inference for differential equation models
- Robust estimation of parameters in nonlinear ordinary differential equation models
- Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions
- Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates
- Numerical discretization-based kernel type estimation methods for ordinary differential equation models
- Inferring the unknown parameters in differential equation by Gaussian process regression with constraint
- Parameter Estimation of Partial Differential Equation Models
- Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models
- On the selection of ordinary differential equation models with application to predator-prey dynamical models
- Learning interaction kernels in heterogeneous systems of agents from multiple trajectories
- Adaptive Semiparametric Bayesian Differential Equations Via Sequential Monte Carlo
- Identification of affine dynamical systems from a single trajectory
- Learning theory for inferring interaction kernels in second-order interacting agent systems
- Estimating Varying Coefficients for Partial Differential Equation Models
- A hierarchical functional data analytic approach for analyzing physiologically based pharmacokinetic models
- A statistical overview and perspectives on data assimilation for marine biogeochemical models
- Growth dynamics and heritability for plant high‐throughput phenotyping studies using hierarchical functional data analysis
- Qualitative inverse problems: mapping data to the features of trajectories and parameter values of an ODE model
- Rigorous mapping of data to qualitative properties of parameter values and dynamics: a case study on a two-variable Lotka-Volterra system
- Path integration and the structural sensitivity problem in partially specified biological models
- Differential equations in data analysis
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