Parameter estimation of discretely observed interacting particle systems

Parameter estimation of discretely observed interacting particle systems

25 August 2022

Vytaut.e Pilipauskait.e

Papers citing "Parameter estimation of discretely observed interacting particle systems"

11 / 11 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
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes Chiara Amorino Francisco Pina M. Podolskij 27 1 0 16 Aug 2024
Bayesian Nonparametric Inference in McKean-Vlasov models Richard Nickl G. Pavliotis Kolyan Ray 25 5 0 25 Apr 2024
On nonparametric estimation of the interaction function in particle system models Denis Belomestny M. Podolskij Shi-Yuan Zhou 32 2 0 22 Feb 2024
Non-parametric estimates for graphon mean-field particle systems Erhan Bayraktar Hongyi Zhou OT 18 1 0 08 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 34 7 0 09 Jan 2024
Parameter Inference for Hypo-Elliptic Diffusions under a Weak Design Condition Yuga Iguchi A. Beskos 27 4 0 07 Dec 2023
On Lasso estimator for the drift function in diffusion models Gabriela Ciolek D. Marushkevych M. Podolskij 18 4 0 13 Sep 2022
Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation Louis Sharrock N. Kantas P. Parpas G. Pavliotis 24 26 0 25 Jun 2021
Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data Xiaohui Chen 28 25 0 21 Jul 2020