Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation

25 June 2021

Papers citing "Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation"

9 / 9 papers shown

Title
On the Identifiablility of Nonlocal Interaction Kernels in First-Order Systems of Interacting Particles on Riemannian Manifolds Sui Tang Malik Tuerkoen Hanming Zhou 27 4 0 21 May 2023
Neural parameter calibration for large-scale multi-agent models Thomas Gaskin G. Pavliotis Mark Girolami AI4TS 23 23 0 27 Sep 2022
Mean-Field Nonparametric Estimation of Interacting Particle Systems Rentian Yao Xiaohui Chen Yun Yang 43 9 0 16 May 2022
The LAN property for McKean-Vlasov models in a mean-field regime Laetitia Della Maestra M. Hoffmann 28 22 0 12 May 2022
Learning Mean-Field Equations from Particle Data Using WSINDy Daniel Messenger David M. Bortz 24 37 0 14 Oct 2021
Identifiability of interaction kernels in mean-field equations of interacting particles Quanjun Lang Fei Lu 29 14 0 10 Jun 2021
Learning particle swarming models from data with Gaussian processes Jinchao Feng Charles Kulick Yunxiang Ren Sui Tang 26 5 0 04 Jun 2021
Projected Stein Variational Gradient Descent Peng Chen Omar Ghattas BDL 55 68 0 09 Feb 2020
Trainability and Accuracy of Neural Networks: An Interacting Particle System Approach Grant M. Rotskoff Eric Vanden-Eijnden 59 118 0 02 May 2018