Statistical deconvolution of the free Fokker-Planck equation at fixed time
DOI10.3150/21-BEJ1366zbMath1490.35477arXiv2006.11899OpenAlexW3036477197MaRDI QIDQ2136995
Tien Dat Nguyen, Vincent Rivoirard, Thanh Mai Pham Ngoc, Viet Chi Tran, Mylène Maida
Publication date: 16 May 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.11899
Fokker-Planck equationnonlinear partial differential equationCauchy distributionDyson Brownian motions
Nonparametric estimation (62G05) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Inverse problems for PDEs (35R30) Free probability and free operator algebras (46L54) Noncommutative probability and statistics (46L53) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Fokker-Planck equations (35Q84) PDEs in connection with statistics (35Q62)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Random data Cauchy theory for supercritical wave equations. II. A global existence result
- Random data Cauchy theory for supercritical wave equations I: Local theory
- On convergence rates equivalency and sampling strategies in functional deconvolution models
- Functional deconvolution in a periodic setting: uniform case
- Spectral analysis of large dimensional random matrices
- Addition of certain non-commuting random variables
- The analogues of entropy and of Fisher's information measure in free probability theory. I
- Periodic nonlinear Schrödinger equation and invariant measures
- A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations
- Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
- Anisotropic adaptive kernel deconvolution
- Subordination methods for free deconvolution
- Density deconvolution under general assumptions on the distribution of measurement errors
- Statistical deconvolution of the free Fokker-Planck equation at fixed time
- Minimax theory of estimation of linear functionals of the deconvolution density with or without sparsity
- A wavelet particle approximation for McKean-Vlasov and 2D-Navier-Stokes statistical solutions
- A new approach to subordination results in free probability
- Rates of convergence for nonparametric deconvolution
- Sharp Optimality in Density Deconvolution with Dominating Bias. I
- An Introduction to Random Matrices
- Mathematical Problems of Statistical Hydromechanics
- Statistical solutions of the Navier–Stokes equations on the phase space of vorticity and the inviscid limits
- On the free convolution with a semi-circular distribution
- Wavelet deconvolution
- Weak vorticity formulation of 2D Euler equations with white noise initial condition
- Random Data Wave Equations
- Laplace Deconvolution on the Basis of Time Domain Data and its Application to Dynamic Contrast-Enhanced Imaging
- Free diffusions, free entropy and free Fisher information
- Statistics of a flux in Burgers turbulence with one-sided Brownian initial data
- Adaptive quantile estimation in deconvolution with unknown error distribution
This page was built for publication: Statistical deconvolution of the free Fokker-Planck equation at fixed time
