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arxiv: 1802.02267 · v3 · pith:67M7YMARnew · submitted 2018-02-07 · 🧮 math.AP · math.PR

Learning interacting particle systems: diffusion parameter estimation for aggregation equations

classification 🧮 math.AP math.PR
keywords aggregationdiffusionestimationparameterequationsinteractingparticlesystems
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In this article, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation and Brownian diffusion. Specifically, we construct an estimator $\widehat{\nu}$ with partial observed data to approximate the diffusion parameter $\nu$, and the estimation error is achieved. Furthermore, we extend this result to general aggregation equations with a bounded Lipschitz interaction field.

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