Robust Parameter Estimation in Dynamical Systems by Stochastic Differential Equations
Fuente:
arXiv
Saved in:
| Main Authors: | Sun, Qingchuan, Ditlevsen, Susanne |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
by: Pilipovic, Predrag, et al.
Published: (2022)
by: Pilipovic, Predrag, et al.
Published: (2022)
Strang Splitting for Parametric Inference in Second-order Stochastic Differential Equations
by: Pilipovic, Predrag, et al.
Published: (2024)
by: Pilipovic, Predrag, et al.
Published: (2024)
Network inference via approximate Bayesian computation. Illustration on a stochastic multi-population neural mass model
by: Ditlevsen, Susanne, et al.
Published: (2023)
by: Ditlevsen, Susanne, et al.
Published: (2023)
Towards Data-Conditional Simulation for ABC Inference in Stochastic Differential Equations
by: Jovanovski, Petar, et al.
Published: (2023)
by: Jovanovski, Petar, et al.
Published: (2023)
Dynamic Modeling of Sparse Longitudinal Data and Functional Snippets With Stochastic Differential Equations
by: Zhou, Yidong, et al.
Published: (2023)
by: Zhou, Yidong, et al.
Published: (2023)
Efficient Bayesian Estimation of Dynamic Structural Equation Models via State Space Marginalization
by: Sørensen, Øystein
Published: (2026)
by: Sørensen, Øystein
Published: (2026)
Ergodic Network Stochastic Differential Equations
by: Iafrate, Francesco, et al.
Published: (2024)
by: Iafrate, Francesco, et al.
Published: (2024)
On the Impact of Spatial Covariance Matrix Ordering on Tile Low-Rank Estimation of Matérn Parameters
by: Chen, Sihan, et al.
Published: (2024)
by: Chen, Sihan, et al.
Published: (2024)
Differential Equation-Constrained Local Regression for Data with Sparse Design
by: Ge, Chunlei, et al.
Published: (2025)
by: Ge, Chunlei, et al.
Published: (2025)
A Systematic Particle Filter for Estimating Time-Varying Parameters in Advection-Diffusion Equations with Source Terms
by: Arnold, Andrea
Published: (2025)
by: Arnold, Andrea
Published: (2025)
Bias-Reduced Estimation of Structural Equation Models
by: Jamil, Haziq, et al.
Published: (2025)
by: Jamil, Haziq, et al.
Published: (2025)
Unified Robust Estimation
by: Wang, Zhu
Published: (2020)
by: Wang, Zhu
Published: (2020)
Penalized Likelihood Parameter Estimation for Differential Equation Models: A Computational Tutorial
by: Simpson, Matthew J, et al.
Published: (2026)
by: Simpson, Matthew J, et al.
Published: (2026)
Regularized Parameter Estimation in Mixed Model Trace Regression
by: Hultman, Ian, et al.
Published: (2025)
by: Hultman, Ian, et al.
Published: (2025)
Stable and Robust Hyper-Parameter Selection Via Robust Information Sharing Cross-Validation
by: Kepplinger, David, et al.
Published: (2024)
by: Kepplinger, David, et al.
Published: (2024)
A Hybrid NUTS-Gibbs Sampler with State Space Marginalization for Estimation of Dynamic Structural Equation Models with Binomial Outcomes
by: Sørensen, Øystein, et al.
Published: (2026)
by: Sørensen, Øystein, et al.
Published: (2026)
Parameter Estimation in Stochastic Differential Equations via Wiener Chaos Expansion and Stochastic Gradient Descent
by: Delgado-Vences, Francisco, et al.
Published: (2026)
by: Delgado-Vences, Francisco, et al.
Published: (2026)
Parameter Estimation of State Space Models Using Particle Importance Sampling
by: Gao, Yuxiong, et al.
Published: (2025)
by: Gao, Yuxiong, et al.
Published: (2025)
Maximum Likelihood Estimates of Parameters in Generalized Gamma Distribution with SeLF Algorithm
by: Cai, Yufei
Published: (2023)
by: Cai, Yufei
Published: (2023)
Computation for Latent Variable Model Estimation: A Unified Stochastic Proximal Framework
by: Zhang, Siliang, et al.
Published: (2020)
by: Zhang, Siliang, et al.
Published: (2020)
Adaptive Bayesian Optimization for Robust Identification of Stochastic Dynamical Systems
by: Xu, Jinwen, et al.
Published: (2025)
by: Xu, Jinwen, et al.
Published: (2025)
Modelling pathwise uncertainty of Stochastic Differential Equations samplers via Probabilistic Numerics
by: Fay, Yvann Le, et al.
Published: (2023)
by: Fay, Yvann Le, et al.
Published: (2023)
Parameter Estimation for Partially Observed Time-Changed SDEs
by: Zhao, Ke, et al.
Published: (2026)
by: Zhao, Ke, et al.
Published: (2026)
Channelling Multimodality Through a Unimodalizing Transport: Warp-U Sampler and Stochastic Bridge Sampling Estimator
by: Ding, Fei, et al.
Published: (2024)
by: Ding, Fei, et al.
Published: (2024)
Targeted Parameter Estimation for Robust Empirical Bayes Ranking
by: Henderson, Nicholas C., et al.
Published: (2025)
by: Henderson, Nicholas C., et al.
Published: (2025)
Stochastic Derivative Estimation for Discontinuous Sample Performances: A Leibniz Integration Perspective
by: Ren, Xingyu, et al.
Published: (2025)
by: Ren, Xingyu, et al.
Published: (2025)
A time warping model for seasonal data with application to age estimation from narwhal tusks
by: Reiter, Lars Nørtoft, et al.
Published: (2024)
by: Reiter, Lars Nørtoft, et al.
Published: (2024)
Robust Maximum $L_q$-Likelihood Covariance Estimation for Replicated Spatial Data
by: Chen, Sihan, et al.
Published: (2024)
by: Chen, Sihan, et al.
Published: (2024)
Sequential Maximal Updated Density Parameter Estimation for Dynamical Systems with Parameter Drift
by: del-Castillo-Negrete, Carlos, et al.
Published: (2024)
by: del-Castillo-Negrete, Carlos, et al.
Published: (2024)
Quantile Least Squares: A Flexible Approach for Robust Estimation and Validation of Location-Scale Families
by: Adjieteh, Mohammed, et al.
Published: (2024)
by: Adjieteh, Mohammed, et al.
Published: (2024)
Differential contributions of machine learning and statistical analysis to language and cognitive sciences
by: Sun, Kun, et al.
Published: (2024)
by: Sun, Kun, et al.
Published: (2024)
Probabilistic Inversion Modeling of Gas Emissions: A Gradient-Based MCMC Estimation of Gaussian Plume Parameters
by: Newman, Thomas, et al.
Published: (2024)
by: Newman, Thomas, et al.
Published: (2024)
Dynamic Co-Expression Network Estimation via Multivariate Mixed-Effects Models
by: Ozminkowski, Samuel, et al.
Published: (2026)
by: Ozminkowski, Samuel, et al.
Published: (2026)
Robust Sequential Hypothesis Testing with Generalized Estimating Equations for Incomplete Clustered and Longitudinal Data
by: Provost, Nathan T., et al.
Published: (2026)
by: Provost, Nathan T., et al.
Published: (2026)
Preconditioned Robust Neural Posterior Estimation for Misspecified Simulators
by: Kelly, Ryan P., et al.
Published: (2026)
by: Kelly, Ryan P., et al.
Published: (2026)
Dimension-reduced Reconstruction Map Learning for Parameter Estimation in Likelihood-Free Inference Problems
by: Zhang, Rui, et al.
Published: (2024)
by: Zhang, Rui, et al.
Published: (2024)
StanBKT: Rethinking Parameter Estimation in Bayesian Knowledge Tracing
by: Pradhan, Siddhartha, et al.
Published: (2026)
by: Pradhan, Siddhartha, et al.
Published: (2026)
A Dynamical Model for Spatio-Temporal Processes Motivated by Second-Order Partial Differential Equations
by: Zhang, Yutong, et al.
Published: (2025)
by: Zhang, Yutong, et al.
Published: (2025)
Robust Estimation of Item Parameters via Divergence Measures in Item Response Theory
by: Itaya, Yuki, et al.
Published: (2025)
by: Itaya, Yuki, et al.
Published: (2025)
Robust Estimation of Loss Models for Truncated and Censored Severity Data
by: Poudyal, Chudamani, et al.
Published: (2022)
by: Poudyal, Chudamani, et al.
Published: (2022)
Similar Items
-
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
by: Pilipovic, Predrag, et al.
Published: (2022) -
Strang Splitting for Parametric Inference in Second-order Stochastic Differential Equations
by: Pilipovic, Predrag, et al.
Published: (2024) -
Network inference via approximate Bayesian computation. Illustration on a stochastic multi-population neural mass model
by: Ditlevsen, Susanne, et al.
Published: (2023) -
Towards Data-Conditional Simulation for ABC Inference in Stochastic Differential Equations
by: Jovanovski, Petar, et al.
Published: (2023) -
Dynamic Modeling of Sparse Longitudinal Data and Functional Snippets With Stochastic Differential Equations
by: Zhou, Yidong, et al.
Published: (2023)