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Insitute of Mathematical Science

Seminar: A Joint Estimation Approach to Sparse Additive Ordinary Differential Equations

Seminar| Institute of Mathematical Sciences
Time:Thursday, November 24th, 2022, 14:00-15:00
Location:RS408, IMS
 
Speaker: Zhang Nan, Fudan University

AbstractOrdinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where observations are allowed to be non-Gaussian. The new method is unified with existing collocation methods by considering the likelihood, ODE fidelity and sparse regularization simultaneously. We design a block coordinate descent algorithm for optimizing the non-convex and non-differentiable objective function. The global convergence of the algorithm is established. The simulation study and two applications demonstrate the superior performance of the proposed method in estimation and improved performance of identifying the sparse structure.

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