Browsing by Author "Zhang, Guoyu"

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    Green’s matching: an efficient approach to parameter estimation in complex dynamic systems
    (Journal of the Royal Statistical Society Series B: Statistical Methodology) Tan, Jianbin; Zhang, Guoyu; Wang, Xueqin; Huang, Hui; Yao, Fang
    Abstract Parameters of differential equations are essential to characterize intrinsic behaviours of dynamic systems. Numerous methods for estimating parameters in dynamic systems are computationally and/or statistically inadequate, especially for complex systems with general-order differential operators, such as motion dynamics. This article presents Green’s matching, a computationally tractable and statistically efficient two-step method, which only needs to approximate trajectories in dynamic systems but not their derivatives due to the inverse of differential operators by Green’s function. This yields a statistically optimal guarantee for parameter estimation in general-order equations, a feature not shared by existing methods, and provides an efficient framework for broad statistical inferences in complex dynamic systems.