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We propose a moving horizon estimation scheme to estimate the states and the unknown constant parameters of general nonlinear uncertain discrete-time systems. The proposed framework and analysis explicitly do not involve the a priori…

Systems and Control · Electrical Eng. & Systems 2025-12-22 Julian D. Schiller , Matthias A. Müller

Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…

Methodology · Statistics 2023-05-09 Andrea Arnold

In this paper we address a general parameter estimation methodology for an extended biokinetic degradation model [1] for poorly degradable micropollutants. In particular we concentrate on parameter estimation of the micropollutant…

Quantitative Methods · Quantitative Biology 2007-09-14 Monika Schoenerklee , Momtchil Peev

We present an interval-based approach for parameter identification in structural static inverse problems. The proposed inverse formulation exploits the Interval Finite Element Method (IFEM) combined with adjoint-based optimization. The…

Numerical Analysis · Mathematics 2014-09-08 Naijia Xiao , Francesco Fedele , Rafi Muhanna

We consider the important problem of estimating parameter sensitivities for stochastic models of reaction networks that describe the dynamics as a continuous-time Markov process over a discrete lattice. These sensitivity values are useful…

Probability · Mathematics 2018-01-12 Ankit Gupta , Muruhan Rathinam , Mustafa Khammash

In this article we consider the estimation of static parameters for partially observed diffusion process with discrete-time observations over a fixed time interval. In particular, we assume that one must time-discretize the partially…

Computation · Statistics 2023-09-20 Elsiddig Awadelkarim , Ajay Jasra , Hamza Ruzayqat

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

Parameter estimation is one of the most important tasks in statistics, and is key to helping people understand the distribution behind a sample of observations. Traditionally parameter estimation is done either by closed-form solutions…

Machine Learning · Computer Science 2024-03-04 Xiaoxin Yin , David S. Yin

A generic algorithm for the extraction of probabilistic (Bayesian) information about model parameters from data is presented. The algorithm propagates an ensemble of particles in the product space of model parameters and outputs. Each…

Computation · Statistics 2015-09-18 Carlo Albert

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…

Computation · Statistics 2015-09-11 Nikolas Kantas , Arnaud Doucet , Sumeetpal S. Singh , Jan Maciejowski , Nicolas Chopin

We present a sample-based motion planning algorithm specialised to a class of underactuated systems using path parameterisation. The structure this class presents under a path parameterisation enables the trivial computation of dynamic…

Robotics · Computer Science 2024-09-10 Damian Abood , Ian R. Manchester

In this article, we present a novel inference framework for estimating the parameters of Continuous-State Branching Processes (CSBPs). We do so by leveraging their subordinator representation. Our method reformulates the estimation problem…

A new upscaling procedure that provides 1D representations of 2D mixing-limited reactive transport systems is developed and applied. A key complication with upscaled models in this setting is that the procedure must differentiate between…

Fluid Dynamics · Physics 2022-10-05 Ricardo H. Deucher , Louis J. Durlofsky

In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observations over a fixed time interval. In particular, using the…

Methodology · Statistics 2024-11-12 Ajay Jasra , Mohamed Maama , Raul Tempone

The methods for parameter estimation under assumption of agreement between observation and model are reviewed. The distribution parameters are obtained for one set of experimental data by using different estimation methods under assumption…

Methodology · Statistics 2009-07-17 Lorentz Jantschi

Propagating uncertainties introduced by chemical reaction rate parameters to high-fidelity numerical simulations of complex combustion devices is necessary to ascertain impact on computational predictions. However, the high cost of detailed…

Computational Physics · Physics 2026-03-12 Vansh Sharma , Shuzhi Zhang , Rahul Jain , Venkat Raman

In this work we propose a new kind of parameterized outer estimate of the united solution set to an interval parametric linear system. The new method has several advantages compared to the methods obtaining parameterized solutions…

Numerical Analysis · Mathematics 2020-04-02 Evgenija D. Popova

This paper delves into a nonparametric estimation approach for the interaction function within diffusion-type particle system models. We introduce two estimation methods based upon an empirical risk minimization. Our study encompasses an…

Statistics Theory · Mathematics 2024-02-23 Denis Belomestny , Mark Podolskij , Shi-Yuan Zhou

In this work we are concerned with the inverse problem of the estimation of modeling parameters for a reactive bimolecular transport based on experimental data that is non-uniformly distributed along the interval where the process takes…

Fluid Dynamics · Physics 2015-09-24 Daniel A. Cuch , Diana Rubio , Claudio D. El Hasi