A tracking approach to parameter estimation in linear ordinary differential equations

DOI10.1214/15-EJS1086zbMath1330.62168arXiv1410.7554OpenAlexW2963491733MaRDI QIDQ902223

Quentin Clairon, Nicolas J.-B. Brunel

Publication date: 7 January 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.7554

zbMATH Keywords

optimal controlparameter estimationsmoothingordinary differential equationsRiccati differential equationasymptotic statisticsplug-in property

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Parametric inference (62F99) Estimation and detection in stochastic control theory (93E10)

Related Items (5)

Optimal Control and Additive Perturbations Help in Estimating Ill-Posed and Uncertain Dynamical Systems ⋮ A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory ⋮ Application of one‐step method to parameter estimation in ODE models ⋮ Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations ⋮ Tracking for parameter and state estimation in possibly misspecified partially observed linear ordinary differential equations

Uses Software

• SemiPar

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation of nonlinear differential equation model for glucose-insulin dynamics in type I diabetic patients using generalized smoothing
• \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
• Goodness of fit in nonlinear dynamics: misspecified rates or misspecified states?
• Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations
• Efficient calibration for imperfect computer models
• Estimating Bayes factors via thermodynamic integration and population MCMC
• Convergence rates and asymptotic normality for series estimators
• Computational cell biology
• Parameter estimation of ODE's via nonparametric estimators
• Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates
• A model of the cell-autonomous mammalian circadian clock
• On Identifiability of Nonlinear ODE Models and Applications in Viral Dynamics
• Functional Analysis, Calculus of Variations and Optimal Control
• Forcing Function Diagnostics for Nonlinear Dynamics
• A Bayesian approach for estimating antiviral efficacy in HIV dynamic models
• Inverse problems in systems biology
• A Spline Least Squares Method for Numerical Parameter Estimation in Differential Equations
• Asymptotic Statistics
• Physiological Pharmacokinetic Analysis Using Population Modeling and Informative Prior Distributions
• Parameter estimation of ordinary differential equations
• Parametric Estimation of Ordinary Differential Equations With Orthogonality Conditions
• Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models
• A practical guide to splines.

This page was built for publication: A tracking approach to parameter estimation in linear ordinary differential equations