Maximum Likelihood Theory for Large Interacting Systems
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1112364
- Maximum likelihood for the fully observed contact process
- Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit
- scientific article; zbMATH DE number 813752
- Consistency of maximum likelihood estimation for some dynamical systems
Cited in
(31)- On inference for fractional differential equations
- Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
- The LAN property for McKean-Vlasov models in a mean-field regime
- Learning mean-field equations from particle data using WSINDy
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
- On dynamics of the maximum likelihood states in nonequilibrium systems
- Semiparametric estimation of McKean-Vlasov SDEs
- scientific article; zbMATH DE number 1112364 (Why is no real title available?)
- Learning interacting particle systems: diffusion parameter estimation for aggregation equations
- Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit
- 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
- Identifiability of interaction kernels in mean-field equations of interacting particles
- A method of moments estimator for interacting particle systems and their mean field limit
- Learning particle swarming models from data with Gaussian processes
- Parametric inference for ergodic McKean-Vlasov stochastic differential equations
- On the identifiability of nonlocal interaction kernels in first-order systems of interacting particles on Riemannian manifolds
- Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions
- Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience
- Nonparametric moment method for scalar McKean-Vlasov stochastic differential equations
- Fractional interacting particle system: drift parameter estimation via Malliavin calculus
- Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
- Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs
- Linearization of ergodic McKean SDEs and applications
- On Lasso estimator for the drift function in diffusion models
- Statistical inference for conservation law McKean-Vlasov SDEs via deep neural networks
- Bayesian nonparametric inference in McKean-Vlasov models
This page was built for publication: Maximum Likelihood Theory for Large Interacting Systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3484226)
