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In this paper, we tackle a critical issue in nonparametric inference for systems of interacting particles on Riemannian manifolds: the identifiability of the interaction functions. Specifically, we define the function spaces on which the…

Numerical Analysis · Mathematics 2024-09-11 Sui Tang , Malik Tuerkoen , Hanming Zhou

We introduce a nonparametric algorithm to learn interaction kernels of mean-field equations for 1st-order systems of interacting particles. The data consist of discrete space-time observations of the solution. By least squares with…

Machine Learning · Statistics 2020-10-30 Quanjun Lang , Fei Lu

Systems of interacting particles or agents have wide applications in many disciplines such as Physics, Chemistry, Biology and Economics. These systems are governed by interaction laws, which are often unknown: estimating them from…

Machine Learning · Statistics 2020-07-16 Fei Lu , Mauro Maggioni , Sui Tang

We propose a data-driven framework to learn interaction kernels in stochastic multi-agent systems. Our approach aims at identifying the functional form of nonlocal interaction and diffusion terms directly from trajectory data, without any a…

Machine Learning · Computer Science 2026-03-18 Giacomo Albi , Alessandro Alla , Elisa Calzola

We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach and represent the interaction kernel in terms of a…

Statistics Theory · Mathematics 2025-10-31 Grigorios A. Pavliotis , Andrea Zanoni

We address a fundamental issue in the nonparametric inference for systems of interacting particles: the identifiability of the interaction functions. We prove that the interaction functions are identifiable for a class of first-order…

Statistics Theory · Mathematics 2020-09-01 Zhongyang Li , Fei Lu , Mauro Maggioni , Sui Tang , Cheng Zhang

We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…

Statistics Theory · Mathematics 2020-07-31 Fei Lu , Mauro Maggioni , Sui Tang

This paper studies the Gibbs measure of an interacting particle system with a general interaction kernel at various temperature regimes. We are particularly interested in fine features of the convergence to the mean-field density as the…

Probability · Mathematics 2025-06-17 David Padilla-Garza

We introduce kernel integrated $R^2$, a new measure of statistical dependence that combines the local normalization principle of the recently introduced integrated $R^2$ with the flexibility of reproducing kernel Hilbert spaces (RKHSs). The…

Machine Learning · Statistics 2026-02-27 Pouya Roudaki , Shakeel Gavioli-Akilagun , Florian Kalinke , Mona Azadkia , Zoltán Szabó

Understanding relationships between attention heads is essential for interpreting the internal structure of Transformers, yet existing metrics do not capture this structure well. We focus on the subspaces spanned by attention-head weight…

Computation and Language · Computer Science 2026-01-16 Hiroaki Yamagiwa , Yusuke Takase , Hidetoshi Shimodaira

We study the problem of reconstructing interaction kernels in systems of interacting agents from macroscopic measurements when posed as an optimization problem. The reconstruction procedure depends on the formulation of the forward model,…

Numerical Analysis · Mathematics 2026-04-03 Peiyi Chen , Qin Li , Li Wang , Yunan Yang

Motivated by applications to the study of stochastic processes, we introduce a new analysis of positive definite kernels $K$, their reproducing kernel Hilbert spaces (RKHS), and an associated family of feature spaces that may be chosen in…

Functional Analysis · Mathematics 2017-07-27 Palle Jorgensen , Feng Tian

The notion of reproducing kernel Hilbert space (RKHS) has emerged in system identification during the past decade. In the resulting framework, the impulse response estimation problem is formulated as a regularized optimization defined on an…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Mohammad Khosravi , Roy S. Smith

This paper introduces a computational framework to identify nonlinear input-output operators that fit a set of system trajectories while satisfying incremental integral quadratic constraints. The data fitting algorithm is thus regularized…

Optimization and Control · Mathematics 2021-10-25 Henk J. van Waarde , Rodolphe Sepulchre

Nonlocal operators with integral kernels have become a popular tool for designing solution maps between function spaces, due to their efficiency in representing long-range dependence and the attractive feature of being resolution-invariant.…

Machine Learning · Statistics 2022-05-24 Fei Lu , Qingci An , Yue Yu

The invertibility of integral linear operators is a major problem of both theoretical and practical importance. In this paper we investigate the relation between an operator invertibility and the rank of its integral kernel to develop a…

Functional Analysis · Mathematics 2011-05-27 Nikolay Balov

This paper presents a two-phase method for learning interaction kernels of stochastic many-particle systems. After transforming stochastic trajectories of every particle into the particle density function by the kernel density estimation…

Computational Physics · Physics 2025-01-03 Yangxuan Shi , Wuyue Yang , Liu Hong

We study integration and $L^2$-approximation in the worst-case setting for deterministic linear algorithms based on function evaluations. The underlying function space is a reproducing kernel Hilbert space with a Gaussian kernel of tensor…

Numerical Analysis · Mathematics 2025-12-08 Michael Gnewuch , Klaus Ritter , Robin Rüßmann

The use of kernels for nonlinear prediction is widespread in machine learning. They have been popularized in support vector machines and used in kernel ridge regression, amongst others. Kernel methods share three aspects. First, instead of…

Machine Learning · Statistics 2025-08-25 Patrick J. F. Groenen , Michael Greenacre

In distributed-parameter inverse problems in computational mechanics, spatially varying fields are inferred from noisy, indirect, and heterogeneous observations. The relevant identifiability question concerns which spatial perturbation…

Computational Engineering, Finance, and Science · Computer Science 2026-05-28 Tammam Bakeer
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