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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