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On nonparametric estimation of the interaction function in particle
  system models

On nonparametric estimation of the interaction function in particle system models

22 February 2024
Denis Belomestny
M. Podolskij
Shi-Yuan Zhou
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Papers citing "On nonparametric estimation of the interaction function in particle system models"

2 / 2 papers shown
Title
Sampling effects on Lasso estimation of drift functions in
  high-dimensional diffusion processes
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
Chiara Amorino
Francisco Pina
M. Podolskij
25
1
0
16 Aug 2024
Maximum likelihood estimation of potential energy in interacting
  particle systems from single-trajectory data
Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data
Xiaohui Chen
28
25
0
21 Jul 2020
1