A Fourier-based inference method for learning interaction kernels in particle systems
From MaRDI portal
Cites work
- A method of moments estimator for interacting particle systems and their mean field limit
- Analysis and geometry of Markov diffusion operators
- Approximation by polynomials and smooth functions in Sobolev spaces with respect to measures
- Bayesian nonparametric inference in McKean-Vlasov models
- Consensus convergence with stochastic effects
- Consistent inference for diffusions from low frequency measurements
- Convergence of numerical time-averaging and stationary measures via Poisson equations
- Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit
- Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully super-linear growth drifts in space and interaction
- Filtered data based estimators for stochastic processes driven by colored noise
- Free energy and self-interacting particles
- scientific article; zbMATH DE number 3477793 (Why is no real title available?)
- scientific article; zbMATH DE number 1197366 (Why is no real title available?)
- Identifiability of interaction kernels in mean-field equations of interacting particles
- Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions
- Learning interaction kernels in heterogeneous systems of agents from multiple trajectories
- Learning Interaction Kernels in Mean-Field Equations of First-Order Systems of Interacting Particles
- Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories
- Linearization of ergodic McKean SDEs and applications
- Logarithmic Sobolev inequalities for some nonlinear PDE's.
- Mathematical modeling of collective behavior in socio-economic and life sciences
- Mean field analysis of neural networks: a law of large numbers
- Mean field limits for interacting diffusions with colored noise: phase transitions and spectral numerical methods
- Moment problems and polynomial approximation
- Nonparametric adaptive estimation for interacting particle systems
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models
- Nonparametric estimation of scalar diffusions based on low frequency data
- Nonparametric inference of interaction laws in systems of agents from trajectory data
- Nonparametric moment method for scalar McKean-Vlasov stochastic differential equations
- Online parameter estimation for the McKean-Vlasov stochastic differential equation
- Orthogonal polynomials and diffusion operators
- Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data
- Parameter estimation of discretely observed interacting particle systems
- Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions
- Parameter inference for hypo-elliptic diffusions under a weak design condition
- Perturbation Bounds for Determinants and Characteristic Polynomials
- Phase transitions of McKean-Vlasov processes in double-wells landscape
- Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
- Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs
- Propagation of chaos: a review of models, methods and applications. I: Models and methods
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Sharp uniform-in-time propagation of chaos
- Solving stationary nonlinear Fokker-Planck equations via sampling
- Sparse identification of nonlocal interaction kernels in nonlinear gradient flow equations via partial inversion
- Statistical algorithms for low-frequency diffusion data: a PDE approach
- Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
- The classical moment problem and some related questions in analysis. Translated from the Russian by N. Kemmer
- The LAN property for McKean-Vlasov models in a mean-field regime
This page was built for publication: A Fourier-based inference method for learning interaction kernels in particle systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7234369)