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Nonparametric estimation for interacting particle systems : McKean-Vlasov models

7 November 2020

Papers citing "Nonparametric estimation for interacting particle systems : McKean-Vlasov models"

24 / 24 papers shown

Title
Kinetic interacting particle system: parameter estimation from complete and partial discrete observations Chiara Amorino Vytaut.e Pilipauskait.e 67 1 0 14 Oct 2024
$Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift$ Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift Chiara Amorino Eulalia Nualart Fabien Panloup Julian Sieber 73 0 0 28 Aug 2024
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes Chiara Amorino Francisco Pina M. Podolskij 95 1 0 16 Aug 2024
Probabilistic cellular automata with local transition matrices: synchronization, ergodicity, and inference Erhan Bayraktar Fei Lu Mauro Maggioni Ruoyu Wu Sichen Yang 47 0 0 05 May 2024
Bayesian Nonparametric Inference in McKean-Vlasov models Richard Nickl G. Pavliotis Kolyan Ray 42 5 0 25 Apr 2024
Neural McKean-Vlasov Processes: Distributional Dependence in Diffusion Processes Haoming Yang Ali Hasan Yuting Ng Vahid Tarokh DiffM 74 6 0 15 Apr 2024
Warped Kernel Estimator for I.I.D. Paths of Diffusion Processes Nicolas Marie Amélie Rosier 52 0 0 29 Feb 2024
On nonparametric estimation of the interaction function in particle system models Denis Belomestny M. Podolskij Shi-Yuan Zhou 58 2 0 22 Feb 2024
Non-parametric estimates for graphon mean-field particle systems Erhan Bayraktar Hongyi Zhou OT 56 1 0 08 Feb 2024
Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs Chiara Amorino Denis Belomestny Vytaut.e Pilipauskait.e M. Podolskij Shi-Yuan Zhou 62 7 0 09 Jan 2024
On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE Nicolas Marie 52 3 0 13 Jan 2023
A Data-Adaptive Prior for Bayesian Learning of Kernels in Operators Neil K. Chada Quanjun Lang Fei Lu Xiang Wang 61 3 0 29 Dec 2022
Nonparametric plug-in classifier for multiclass classification of S.D.E. paths Christophe Denis Charlotte Dion‐Blanc Eddy Ella‐Mintsa Viet Chi Tran 49 3 0 20 Dec 2022
Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions Fabienne Comte Nicolas Marie 68 4 0 24 Oct 2022
On Lasso estimator for the drift function in diffusion models Gabriela Ciolek D. Marushkevych M. Podolskij 57 5 0 13 Sep 2022
Parameter estimation of discretely observed interacting particle systems Chiara Amorino A. Heidari Vytaut.e Pilipauskait.e M. Podolskij 74 22 0 25 Aug 2022
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime Chiara Amorino A. Gloter 68 2 0 05 Aug 2022
Mean-Field Nonparametric Estimation of Interacting Particle Systems Rentian Yao Xiaohui Chen Yun Yang 118 9 0 16 May 2022
The LAN property for McKean-Vlasov models in a mean-field regime Laetitia Della Maestra M. Hoffmann 65 22 0 12 May 2022
Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model with Application to Non-Autonomous Financial Models Nicolas Marie 46 3 0 29 Oct 2021
Semiparametric estimation of McKean-Vlasov SDEs Denis Belomestny Vytaut.e Pilipauskait.e M. Podolskij 31 21 0 01 Jul 2021
Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation Louis Sharrock N. Kantas P. Parpas G. Pavliotis 98 28 0 25 Jun 2021
Identifiability of interaction kernels in mean-field equations of interacting particles Quanjun Lang Fei Lu 89 15 0 10 Jun 2021
Nadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes Nicolas Marie Amélie Rosier 60 20 0 14 May 2021