Learning interacting particle systems: diffusion parameter estimation for aggregation equations
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concentration inequalitydata assimilationdiscrete observationinverse problemmean-field limitparameter identification of agent-based model
Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Brownian motion (60J65) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
Abstract: In this article, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation and Brownian diffusion. Specifically, we construct an estimator with partial observed data to approximate the diffusion parameter , and the estimation error is achieved. Furthermore, we extend this result to general aggregation equations with a bounded Lipschitz interaction field.
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Cited in
(21)- On the identifiability of interaction functions in systems of interacting particles
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- Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data
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- scientific article; zbMATH DE number 1112364 (Why is no real title available?)
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