Parameter Estimation for ODEs Using a Cross-Entropy Approach
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Bibliographic record
Abstract
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.
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Full frame distilled prediction
Teacher imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.007 | 0.006 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.001 | 0.000 |
| Scholarly communication | 0.006 | 0.001 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it