Parameter Estimation and Variable Selection for Big Systems of Linear Ordinary Differential Equations: A Matrix-Based Approach
大型线性常微分方程系统的参数估计与变量选择:矩阵方法
Ordinary differential equations (ODEs) are widely used to model the dynamic behavior of a complex system. Parameter estimation and variable selection for a "Big System" with linear ODEs are very challenging due to the need of nonlinear optimization in an ultra-high dimensional parameter space. In this article, we develop a parameter estimation and variable selection method based on the ideas of similarity transformation and separable least squares (SLS). Simulation studies…