Statistics seminar 2015: "Estimating ordinary differential equations through regularization"

Seminario

  • Data: 07 maggio 2015 dalle 14:30 alle 16:00

  • Luogo: Dipartimento di Scienze Statistiche "P. Fortunati" - Via Belle Arti 41 - Aula IV

Relatore: Ernst Wit - University of Groningen

Abstract
Non-linear systems of differential equations have attracted the interest of researchers in fields like System Biology, Ecology or Biochemistry, due to their flexibility and their ability to describe dynamical systems. Despite the importance of such models in many branches of science they have not been the focus of systematic statistical analysis until recently. In this work we propose a general approach to estimate the parameters of systems of differential equations measured with noise. Our methodology is based on the maximization of a penalized likelihood where the differential system of equations is used as a Tikhonov penalty. The proposed method is tested in real and simulated examples showing its utility in a wide range of scenarios. We have implemented the method as a general purpose package in R.
This work is joint with Mahdi Mahmoudi, Javier Gonzalez and Ivan Vujacic.

Organizzatore: Prof. Cinzia Viroli