generalized-profiling

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vadimtyuryaev / Functional-Data-Analysis

Advanced FDA algorithms, covering everything from foundational Hilbert space theory to practical applications like clustering stock market data and estimating parameters for dynamic systems.

quantitative-finance functional-data-analysis fourier-series ode-solver b-splines runge-kutta-methods lagrange-polynomial-interpolation levenberg-marquardt-algorithm fitzhugh-nagumo hierarchical-agglomerative-clustering generalized-profiling

Updated Sep 10, 2025
R

vadimtyuryaev / Beyond-NLS-Inference

Star

A computational benchmarking framework for epidemiological inference. Evaluates spline-based Generalized Profiling and Chi-Square fitting against standard NLS to overcome structural misspecification and improve forecasting in time-varying SIR models.

research matlab machine-learning-algorithms forecasting functional-data-analysis linux-server nls chi-square b-splines computational-statistics sir-model regularization-hyperparameters mathematical-epidemiology bayesian-optmization generalized-profiling

Updated Feb 3, 2026
MATLAB

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