Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories
From MaRDI portal
Publication:2162118
DOI10.1007/s10208-021-09521-zOpenAlexW3177956798MaRDI QIDQ2162118
Publication date: 5 August 2022
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.15174
Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Learning and adaptive systems in artificial intelligence (68T05) Inverse problems for systems of particles (70F17)
Related Items
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 ⋮ Learning stochastic dynamics with statistics-informed neural network
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Mean field limit and propagation of chaos for Vlasov systems with bounded forces
- On the stability and accuracy of least squares approximations
- Optimal learning rates for least squares regularized regression with unbounded sampling
- On the regularity of many-particle dynamical systems perturbed by white noise
- \(L^p\) Bernstein inequalities and inverse theorems for RBF approximation on \(\mathbb{R}^d\)
- A stochastic version of Stein variational gradient descent for efficient sampling
- Statistical inference for ergodic diffusion processes.
- Bernstein- and Markov-type inequalities for rational functions
- Statistical and computational inverse problems.
- Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
- Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos
- A distribution-free theory of nonparametric regression
- Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
- Uniform convergence to equilibrium for granular media
- On the identifiability of interaction functions in systems of interacting particles
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
- Data-driven discovery of emergent behaviors in collective dynamics
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
- Probabilistic approach for granular media equations in the non-uniformly convex case
- On the mathematical foundations of learning
- Heterophilious Dynamics Enhances Consensus
- Inferring interaction rules from observations of evolutive systems I: The variational approach
- Selected Works of David Brillinger
- Probability Inequalities for the Sum of Independent Random Variables
- Learning Theory
- Learning interacting particle systems: Diffusion parameter estimation for aggregation equations
- On Krause's Multi-Agent Consensus Model With State-Dependent Connectivity
- Nonparametric inference of interaction laws in systems of agents from trajectory data
- Consensus Problems in Networks of Agents With Switching Topology and Time-Delays
- Functions of Matrices
- ATLAS: A Geometric Approach to Learning High-Dimensional Stochastic Systems Near Manifolds
- Book Reviews
This page was built for publication: Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories
