Learning interacting particle systems: Diffusion parameter estimation for aggregation equations

In this paper, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation and Brownian diffusion. Specifically, we construct an estimator [Formula: see text] with partial observed data to approximate the diffusion parameter [Formula: see text], and the estimation error is achieved. Furthermore, we extend this result to general aggregation equations with a bounded Lipschitz interaction field.

• Publication year

  2018

• Venue

  Mathematical Models and Methods in Applied Sciences

• Publication date

  2018-02-07

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1142/S0218202519500015arXiv 1802.02267
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

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