Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data

DOI10.1214/21-ECP416zbMath1479.60125arXiv2007.11048OpenAlexW3180501569MaRDI QIDQ2064853

Xiaohui Chen

Publication date: 6 January 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.11048

zbMATH Keywords

symmetrymaximum likelihood estimationinteracting particle systemsstochastic Vlasov equationmean-field regime

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit, Learning mean-field equations from particle data using WSINDy, Learning theory for inferring interaction kernels in second-order interacting agent systems, Online parameter estimation for the McKean-Vlasov stochastic differential equation, Parameter estimation of discretely observed interacting particle systems, Nonparametric adaptive estimation for interacting particle systems, On the coercivity condition in the learning of interacting particle systems, Identifiability of interaction kernels in mean-field equations of interacting particles, The LAN property for McKean-Vlasov models in a mean-field regime

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