3 accepted papers
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 dynamical system without explicitly solving it. While the bene…
Many real world dynamical systems are described by stochastic differential equations. Thus parameter inference is a challenging and important problem in many disciplines. We provide a grid free and flexible algorithm offering parameter and state inference for stochastic systems and compare our appro…
Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical integration. However, for many real-world applications, only sparse ob…