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For the general parametric regression models with covariates contaminated with normal measurement errors, this paper proposes an accelerated version of the classical simulation extrapolation algorithm to estimate the unknown parameters in…

Methodology · Statistics 2021-07-13 Kanwal Ayub , Weixing Song

Differential Equations are among the most important Mathematical tools used in creating models in the science, engineering, economics, mathematics, physics, aeronautics, astronomy, dynamics, biology, chemistry, medicine, environmental…

History and Overview · Mathematics 2020-12-15 Byakatonda Denis

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

Dynamic systems are ubiquitous in nature and are used to model many processes in biology, chemistry, physics, medicine, and engineering. In particular, systems of ordinary differential equations are commonly used for the mathematical…

Statistics Theory · Mathematics 2016-02-19 Ivan Vujačić , Itai Dattner

Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial…

Molecular Networks · Quantitative Biology 2012-07-06 Daniel Kaschek , Jens Timmer

We study nonparametric estimation in dynamical systems described by ordinary differential equations (ODEs). Specifically, we focus on estimating the unknown function $f \colon \mathbb{R}^d \to \mathbb{R}^d$ that governs the system dynamics…

Statistics Theory · Mathematics 2025-01-06 Christof Schötz

The estimation of distributed parameters in partial differential equations (PDE) from measures of the solution of the PDE may lead to under-determination problems. The choice of a parameterization is a usual way of adding a-priori…

Numerical Analysis · Mathematics 2008-01-16 Hend Ben Ameur , François Clément , Pierre Weis , Guy Chavent

Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these…

Methodology · Statistics 2023-04-21 Ioannis Kalogridis , Gerda Claeskens , Stefan Van Aelst

We describe a method for the identification of models for dynamical systems from observational data. The method is based on the concept of symbolic regression and uses genetic programming to evolve a system of ordinary differential…

Machine Learning · Computer Science 2021-07-14 Gabriel Kronberger , Lukas Kammerer , Michael Kommenda

We design and analyse a new numerical method to solve ODE system based on the structural method. We compute approximations of solutions together with its derivatives up to order $K$ by solving an entire block corresponding to $R$ time…

Numerical Analysis · Mathematics 2025-08-05 S. Clain , M. T. Malheiro , G. J. Machado , R. Costa

Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approximated in order to evaluate the model. The approximation…

Computation · Statistics 2024-09-16 Juho Timonen , Nikolas Siccha , Ben Bales , Harri Lähdesmäki , Aki Vehtari

Suppose one has a collection of parameters indexed by a (possibly infinite dimensional) set. Given data generated from some distribution, the objective is to estimate the maximal parameter in this collection evaluated at this distribution.…

Methodology · Statistics 2016-05-26 Alexander R. Luedtke , Mark J. van der Laan

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

We introduce, analyze, and implement a new method for parameter identification for system of ordinary differential equations that are used to model sets of biochemical reactions. Our method relies on the integral formulation of the ODE…

Quantitative Methods · Quantitative Biology 2007-05-23 S. A. Belbas , Suhnghee Kim

Ordinary Differential Equations (ODEs) have recently gained a lot of attention in machine learning. However, the theoretical aspects, e.g., identifiability and asymptotic properties of statistical estimation are still obscure. This paper…

Machine Learning · Statistics 2024-06-04 Yuanyuan Wang , Wei Huang , Mingming Gong , Xi Geng , Tongliang Liu , Kun Zhang , Dacheng Tao

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…

Statistics Theory · Mathematics 2023-11-09 Mufang Ying , Koulik Khamaru , Cun-Hui Zhang

We consider parameter estimation of ordinary differential equation (ODE) models from noisy observations. For this problem, one conventional approach is to fit numerical solutions (e.g., Euler, Runge--Kutta) of ODEs to data. However, such a…

Methodology · Statistics 2021-09-01 Takeru Matsuda , Yuto Miyatake

Nonlinear ordinary differential equations (ODEs) are powerful tools for modeling real-world dynamical systems. However, propagating initial state uncertainty through nonlinear dynamics, especially when the ODE is unknown and learned from…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Peter Amorese , Morteza Lahijanian

Solution of Ordinary Differential Equation (ODE) model of dynamical system may not agree with its observed values. Often this discrepancy can be attributed to unmodeled forcings in the evolution rule of the dynamical system. In this…

Computational Engineering, Finance, and Science · Computer Science 2021-08-13 Saurabh Dixit , Soumyendu Raha

We consider the problem of using experimental time-series data for parameter estimation in nonlinear ordinary differential equations, focusing on the case where the data is noisy, sparse, irregularly sampled, includes multiple experiments,…

Optimization and Control · Mathematics 2025-01-07 Aleksandr Talitckii , Matthew M. Peet