English

Statistical estimation of a mean-field FitzHugh-Nagumo model

Statistics Theory 2025-01-09 v1 Statistics Theory

Abstract

We consider an interacting system of particles with value in Rd×Rd\mathbb{R}^d \times \mathbb{R}^d, governed by transport and diffusion on the first component, on that may serve as a representative model for kinetic models with a degenerate component. In a first part, we control the fluctuations of the empirical measure of the system around the solution of the corresponding Vlasov-Fokker-Planck equation by proving a Bernstein concentration inequality, extending a previous result of arXiv:2011.03762 in several directions. In a second part, we study the nonparametric statistical estimation of the classical solution of Vlasov-Fokker-Planck equation from the observation of the empirical measure and prove an oracle inequality using the Goldenshluger-Lepski methodology and we obtain minimax optimality. We then specialise on the FitzHugh-Nagumo model for populations of neurons. We consider a version of the model proposed in Mischler et al. arXiv:1503.00492 an optimally estimate the 66 parameters of the model by moment estimators.

Keywords

Cite

@article{arxiv.2501.04257,
  title  = {Statistical estimation of a mean-field FitzHugh-Nagumo model},
  author = {Claudia Fonte Sanchez and Marc Hoffmann},
  journal= {arXiv preprint arXiv:2501.04257},
  year   = {2025}
}