Learning interacting particle systems: diffusion parameter estimation for aggregation equations

10 Oct 2018 Huang Hui Liu Jian-Guo Lu Jianfeng

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... (read more)

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