Gradient matching approaches for parameter estimation in biological models defined by Ordinary Differential

Orateur: Clairon Quentin
Localisation: Université d'Évry, France
Type: Séminaire des doctorants
Site: UPEC
Salle: P1 05
Date de début: 13/06/2012 - 14:00
Date de fin: 13/06/2012 - 14:00

Biological processes are commonly described Ordinary Differential Equation (ODE) taking a general form, : $$ ̇ X'=f(X,t,\theta) $$ as it gives the ability to have a mechanistic descripion of biological systems. These ODE critically rely on a set of parameter θ which have to be estimated from sparse and noisy data. Classical statistical estimators (such as least squares, maximum likelihood) often fail to give proper estimation due to the implicit nature of the model, heavy computation and the presence of local minima in the objective function. New methods have been proposed to circumvent these difficulties. Among them, two step estimators use classical nonparametric technics in order to “regularize” the estimation problem. These estimators use: 1. A first preliminary smoothing step to obtain an estimator of the solution $\varphi^∗$ (called $\hat{X_n}$ ) directly from the data, 2. A second step of parametric estimation by optimizing a functional criteria constructed from $\hat{X_n}$ . Our aim here will be to describe these methods theoritically and through a simple example coming from biological modeling.