Related papers: Parameter estimation of ODE's via nonparametric es…
Ordinary differential equations (ODEs) are widely used to describe the time evolution of natural phenomena across various scientific fields. Estimating the parameters of these systems from data is a challenging task, particularly when…
Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…
Parameter estimation for ordinary differential equations (ODEs) plays a fundamental role in the analysis of dynamical systems. Generally lacking closed-form solutions, ODEs are traditionally approximated using deterministic solvers.…
In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…
In this paper, we investigate the parameter estimation problem for reflected OU processes. Both the estimates based on continuously observed processes and discretely observed processes are considered. The explicit formulas for the…
We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic…
Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different…
In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the…
Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…
Compartmental ordinary differential equation (ODE) models are used extensively in mathematical biology. When transit between compartments occurs at a constant rate, the well-known linear chain trick can be used to show that the ODE model is…
Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. In particular, although ODEs are differentiable and would…
We present a new method for parameter identification of ODE system descriptions based on data measurements. Our method works by splitting the system into a number of subsystems and working on each of them separately, thereby being easily…
Inverse problem or parameter estimation of ordinary differential equations (ODEs), the iterative process of minimizing the mismatch between model-predicted and experimental states by tuning the parameter values within an optimization…
We present a parameter estimation method for nonlinear mixed effect models based on ordinary differential equations (NLME-ODEs). The method presented here aims at regularizing the estimation problem in presence of model misspecifications,…
The solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…
State-of-the-art methods for forecasting irregularly sampled time series with missing values predominantly rely on just four datasets and a few small toy examples for evaluation. While ordinary differential equations (ODE) are the prevalent…
In this paper we study application of Le Cam's one-step method to parameter estimation in ordinary differential equations models. This computationally simple technique can serve as an alternative to numerical evaluation of the popular…
Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…
In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…
Definite integrals with parameters of holonomic functions satisfy holonomic systems of linear partial differential equations. When we restrict parameters to a one dimensional curve, the system becomes a linear ordinary differential equation…