Estimating the Distribution of Parameters in Differential Equations with Repeated Cross-Sectional Data

arXiv:2404.14873v1 Announce Type: cross
Abstract: Differential equations are pivotal in modeling and understanding the dynamics of various systems, offering insights into their future states through parameter estimation fitted to time series data. In fields such as economy, politics, and biology, the observation data points in the time series are often independently obtained (i.e., Repeated Cross-Sectional (RCS) data). With RCS data, we found that traditional methods for parameter estimation in differential equations, such as using mean values of time trajectories or …

abstract arxiv biology cs.lg cs.na data differential distribution dynamics economy fields future insights math.na modeling observation parameters pivotal politics series stat.ml systems through time series type understanding