2012
DOI: 10.3150/11-bej362
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$\sqrt n$-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing

Abstract: where θ is the unknown parameter of interest and ξ is the initial condition. With x θ (t) the solution vector corresponding to the parameter value θ, we observe

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Cited by 61 publications
(90 citation statements)
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“…Nonetheless, the slope estimation strategy is statistically valid [204] and can, at the very least, be used to develop coarse solutions from which to start regular parameter optimization approaches. Reviews of this sub�eld include [68,69,[205][206][207][208][209][210][211][212][213][214].…”
Section: Parameter Estimation/inverse Problemsmentioning
confidence: 99%
“…Nonetheless, the slope estimation strategy is statistically valid [204] and can, at the very least, be used to develop coarse solutions from which to start regular parameter optimization approaches. Reviews of this sub�eld include [68,69,[205][206][207][208][209][210][211][212][213][214].…”
Section: Parameter Estimation/inverse Problemsmentioning
confidence: 99%
“…Recent years have witnessed enormous efforts in the area of parameter estimation, indicating that parameter estimation is an unavoidable and very difficult task that is not yet completely solved ( e.g. , [1; 2; 3; 4; 5]). Some of its difficulties are of computational nature, while others are due to the noisiness of biological data and the fact that several computed solutions often lead to similarly good data fits [6; 7; 8; 9; 10; 11].…”
Section: Introductionmentioning
confidence: 99%
“…This approach, or variants on it, has been studied by numerous authors (Brunel 2008;Ellner, Seifu, and Smith 2002;Gugushvili and Klaassen 2012;Wu, Xue, and Kumar 2012) in recent statistical literature, but the idea goes back to Varah (1982) and Bellman and Roth (1971) as well as several other early re-inventions, and we would be frankly unsurprised to discover that Newton also thought of it.…”
Section: Gradient Matching With Estimated Derivativesmentioning
confidence: 99%