Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Maity, Arnab; … - In: Journal of the American Statistical Association 108 (2013) 503, pp. 1009-1020
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE...