The LAN property for McKean-Vlasov models in a mean-field regime

12 May 2022

Papers citing "The LAN property for McKean-Vlasov models in a mean-field regime"

16 / 16 papers shown

Title
Kinetic interacting particle system: parameter estimation from complete and partial discrete observations Chiara Amorino Vytaut.e Pilipauskait.e 21 1 0 14 Oct 2024
Probabilistic cellular automata with local transition matrices: synchronization, ergodicity, and inference Erhan Bayraktar Fei Lu Mauro Maggioni Ruoyu Wu Sichen Yang 14 0 0 05 May 2024
Bayesian Nonparametric Inference in McKean-Vlasov models Richard Nickl G. Pavliotis Kolyan Ray 23 5 0 25 Apr 2024
Neural McKean-Vlasov Processes: Distributional Dependence in Diffusion Processes Haoming Yang Ali Hasan Yuting Ng Vahid Tarokh DiffM 39 4 0 15 Apr 2024
On nonparametric estimation of the interaction function in particle system models Denis Belomestny M. Podolskij Shi-Yuan Zhou 21 2 0 22 Feb 2024
Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP Chiara Amorino A. Gloter Hélene Halconruy 20 1 0 31 Jan 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 26 7 0 09 Jan 2024
Learning Collective Behaviors from Observation Jinchao Feng Ming Zhong 14 2 0 01 Nov 2023
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
On Lasso estimator for the drift function in diffusion models Gabriela Ciolek D. Marushkevych M. Podolskij 15 4 0 13 Sep 2022
Parameter estimation of discretely observed interacting particle systems Chiara Amorino A. Heidari Vytaut.e Pilipauskait.e M. Podolskij 20 22 0 25 Aug 2022
Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation Louis Sharrock N. Kantas P. Parpas G. Pavliotis 24 26 0 25 Jun 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
Learning Theory for Inferring Interaction Kernels in Second-Order Interacting Agent Systems Jason D Miller Sui Tang Ming Zhong Mauro Maggioni 16 18 0 08 Oct 2020
Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data Xiaohui Chen 28 25 0 21 Jul 2020