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Parameter estimation for nonlinear dynamic system models, represented by ordinary differential equations (ODEs), using noisy and sparse data is a vital task in many fields. We propose a fast and accurate method, MAGI (MAnifold-constrained…

Methodology · Statistics 2022-05-11 Shihao Yang , Samuel W. K. Wong , S. C. Kou

Ordinary differential equation (ODE) models are widely used to describe chemical or biological processes. This article considers the estimation and assessment of such models on the basis of time-course data. Due to experimental limitations,…

Molecular Networks · Quantitative Biology 2023-02-14 Samuel W. K. Wong , Shihao Yang , S. C. Kou

The capture of changes in dynamic systems, especially ordinary differential equations (ODEs), is an important and challenging task, with multiple applications in biomedical research and other scientific areas. This article proposes a fast…

Applications · Statistics 2024-11-20 Yan Sun , Yeping Wang , Zhaohui Li , Shihao Yang

This article presents the MAGI software package for the inference of dynamic systems. The focus of MAGI is on dynamics modeled by nonlinear ordinary differential equations with unknown parameters. While such models are widely used in…

Computation · Statistics 2023-10-18 Samuel W. K. Wong , Shihao Yang , S. C. Kou

Dynamic systems described by differential equations often involve feedback among system components. When there are time delays for components to sense and respond to feedback, delay differential equation (DDE) models are commonly used. This…

Methodology · Statistics 2024-06-24 Yuxuan Zhao , Samuel W. K. Wong

This work builds off the manifold-constrained Gaussian process inference (MAGI) method for Bayesian parameter inference and trajectory reconstruction of ODE-based dynamical systems, focusing primarily on sparse and noisy data conditions.…

Computation · Statistics 2024-09-04 Skyler Wu

Ordinary differential equations (ODEs), commonly used to characterize the dynamic systems, are difficult to propose in closed-form for many complicated scientific applications, even with the help of domain expert. We propose a fast and…

Machine Learning · Statistics 2021-10-22 Chaofan Huang , Simin Ma , Shihao Yang

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

Ordinary differential equation (ODE) models are widely used to describe systems in many areas of science. To ensure these models provide accurate and interpretable representations of real-world dynamics, it is often necessary to infer…

Methodology · Statistics 2026-03-24 Selva Salimi , David J. Warne , Christopher Drovandi

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

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang

Researchers increasingly wish to estimate time-varying parameter (TVP) regressions which involve a large number of explanatory variables. Including prior information to mitigate over-parameterization concerns has led to many using Bayesian…

Econometrics · Economics 2020-02-25 Florian Huber , Gary Koop , Michael Pfarrhofer

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Dynamical Systems · Mathematics 2024-03-25 Anna Fitzpatrick , Molly Folino , Andrea Arnold

Ordinary differential equations (ODEs) are a mathematical model used in many application areas such as climatology, bioinformatics, and chemical engineering with its intuitive appeal to modeling. Despite ODE's wide usage in modeling, the…

Applications · Statistics 2021-08-10 Hyunjoo Yang , Jaeyong Lee

Parameter estimation and trajectory reconstruction for data-driven dynamical systems governed by ordinary differential equations (ODEs) are essential tasks in fields such as biology, engineering, and physics. These inverse problems --…

Machine Learning · Statistics 2025-01-27 Jianhong Chen , Shihao Yang

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…

Machine Learning · Statistics 2018-03-13 Markus Heinonen , Cagatay Yildiz , Henrik Mannerström , Jukka Intosalmi , Harri Lähdesmäki

Numerically solving partial differential equations (PDEs) can be challenging and computationally expensive. This has led to the development of reduced-order models (ROMs) that are accurate but faster than full order models (FOMs). Recently,…

Computational Engineering, Finance, and Science · Computer Science 2024-05-30 Christophe Bonneville , Youngsoo Choi , Debojyoti Ghosh , Jonathan L. Belof

We study time uncertainty-aware modeling of continuous-time dynamics of interacting objects. We introduce a new model that decomposes independent dynamics of single objects accurately from their interactions. By employing latent Gaussian…

Machine Learning · Computer Science 2022-10-13 Çağatay Yıldız , Melih Kandemir , Barbara Rakitsch

Many real-world systems modeled using partial differential equations (PDEs) involve unknown parameters that must be estimated from limited, noisy system observations. While typically assumed to be constants, some of these unobserved…

Methodology · Statistics 2025-08-19 Andrea Arnold

In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…

Machine Learning · Statistics 2024-04-25 Joe D. Longbottom , Max D. Champneys , Timothy J. Rogers
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