Article (Scientific journals)
Inference in dynamic systems using B-splines and quasilinearized ODE penalties
Frasso, Gianluca; Jaeger, Jonathan; Lambert, Philippe
2016In Biometrical Journal, 58 (3), p. 691-714
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Keywords :
Nonlinear ordinary differential equations; Penalized splines; Quasilinearization
Abstract :
[en] Nonlinear (systems of) ordinary differential equations (ODEs) are common tools in the analysis of complex one-dimensional dynamic systems.We propose a smoothing approach regularized by a quasilinearized ODE-based penalty. Within the quasilinearized spline-based framework, the estimation reduces to a conditionally linear problem for the optimization of the spline coefficients. Furthermore, standard ODE compliance parameter(s) selection criteria are applicable.We evaluate the performances of the proposed strategy through simulated and real data examples. Simulation studies suggest that the proposed procedure ensures more accurate estimates than standard nonlinear least squares approaches when the state (initial and/or boundary) conditions are not known.
Disciplines :
Physical, chemical, mathematical & earth Sciences: Multidisciplinary, general & others
Author, co-author :
Frasso, Gianluca ;  Université de Liège > Faculté des sciences sociales > Méthodes quantitatives en sciences sociales
Jaeger, Jonathan;  Nestlé, Lausanne, Switzerland > Nestlé Research Center
Lambert, Philippe  ;  Université de Liège > Faculté des sciences sociales > Méthodes quantitatives en sciences sociales
Language :
English
Title :
Inference in dynamic systems using B-splines and quasilinearized ODE penalties
Publication date :
2016
Journal title :
Biometrical Journal
ISSN :
0323-3847
eISSN :
1521-4036
Publisher :
John Wiley & Sons, United Kingdom
Volume :
58
Issue :
3
Pages :
691-714
Peer reviewed :
Peer Reviewed verified by ORBi
Funders :
Financial support from IAP research network P7/06 of the Belgian Government (Belgian Science Policy)
Available on ORBi :
since 21 January 2016

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