3 papers
math.OC2021
Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
Quentin Clairon, Adeline Samson
We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a method working for both elliptic…
stat.ME2021
Parameter estimation in nonlinear mixed effect models based on ordinary differential equations: an optimal control approach
Quentin Clairon, Chloé Pasin, Irene Balelli +2
We present a parameter estimation method for nonlinear mixed effect models based on ordinary differential equations (NLME-ODEs). The method presented here aims at regularizing the…
stat.ME2018
A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory
Quentin Clairon
We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques s…