Quick and Easy One-Step Parameter Estimation in Differential Equations

DOI10.1111/RSSB.12040OpenAlexW2013720270MaRDI QIDQ5088231

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 equationsdynamic systemscriterion functiontuning parametersmoothing parameterone-step procedurenon-parametric function estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

Fast stable parameter estimation for linear dynamical systems ⋮ 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 ⋮ 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 ⋮ Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions

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