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Bayesian Nonparametric Inference in McKean-Vlasov models

Bayesian Nonparametric Inference in McKean-Vlasov models

25 April 2024
Richard Nickl
G. Pavliotis
Kolyan Ray
ArXiv (abs)PDFHTML

Papers citing "Bayesian Nonparametric Inference in McKean-Vlasov models"

3 / 3 papers shown
Title
Kinetic interacting particle system: parameter estimation from complete
  and partial discrete observations
Kinetic interacting particle system: parameter estimation from complete and partial discrete observations
Chiara Amorino
Vytaut.e Pilipauskait.e
181
2
0
14 Oct 2024
Convergence Rates for the Maximum A Posteriori Estimator in
  PDE-Regression Models with Random Design
Convergence Rates for the Maximum A Posteriori Estimator in PDE-Regression Models with Random DesignSIAM/ASA Journal on Uncertainty Quantification (JUQ), 2024
Maximilian Siebel
210
1
0
05 Sep 2024
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 processesElectronic Journal of Statistics (EJS), 2024
Chiara Amorino
Francisco Pina
M. Podolskij
217
2
0
16 Aug 2024
1