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Record W2133474653 · doi:10.1137/120889733

Parameter Estimation for ODEs Using a Cross-Entropy Approach

2013· article· en· W2133474653 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueSIAM Journal on Scientific Computing · 2013
Typearticle
Languageen
FieldDecision Sciences
TopicProbabilistic and Robust Engineering Design
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsMathematicsMathematical optimizationCross entropyAlgorithmOdeEntropy (arrow of time)Estimation theoryApplied mathematicsPrinciple of maximum entropyStatistics

Abstract

fetched live from OpenAlex

Parameter estimation for ODEs is an important topic in numerical analysis. In this paper, we present a novel approach to address this inverse problem that can be applied to differential equations that may include delay terms. Cross-entropy algorithms are general algorithms which can be applied to solve global optimization problems. The main steps of cross-entropy methods are first to generate a set of trial samples from a certain distribution and then to update the distribution based on these generated sample trials. To overcome the prohibitive computation of standard cross-entropy algorithms, we develop a modification combining local search techniques. The modified cross-entropy algorithm can improve the convergence rate and reduce the chances of converging to a local optimum. Two different coding schemes (continuous coding and discrete coding) are introduced (to represent the search space that we are optimizing over). Continuous coding uses a truncated multivariate Gaussian to generate trial samples, while discrete coding reduces the search space to consider only a finite (but relatively dense) subset of the feasible parameter values and uses a Bernoulli distribution to generate the trial samples (which are fixed point approximations to the parameters). Extensive numerical experiments are conducted to illustrate the power and advantages of the proposed methods. Compared to other existing state-of-the-art approaches on some benchmark problems for parameter estimation, our methods have three main advantages: (1) they are robust to noise in the data to be fitted; (2) they are not sensitive to the number of observation points; and (3) the modified versions exhibit faster convergence without sacrificing accuracy.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.007
metaresearch head score (Gemma)0.006
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.359
Threshold uncertainty score0.995

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0070.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0060.001
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.171
GPT teacher head0.397
Teacher spread0.226 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it