Related papers: Mean-Field Nonparametric Estimation of Interacting…
The problem of accurate nonparametric estimation of distributional functionals (integral functionals of one or more probability distributions) has received recent interest due to their wide applicability in signal processing, information…
We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated mean-field interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. The higher order convergence rate of K-step MLE mainly depends…
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,…
We develop a class of interacting particle systems for implementing a maximum marginal likelihood estimation (MMLE) procedure to estimate the parameters of a latent variable model. We achieve this by formulating a continuous-time…
This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…
Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution…
The photon flux resulting from high-energy electron beam interactions with high field systems, such as in the upcoming FACET-II experiments at SLAC National Accelerator Laboratory, may give deep insight into the electron beam's underlying…
In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…
In this paper, we establish well-posedness of reflected McKean-Vlasov SDEs and their particle approximations in smooth non-convex domains. We prove convergence of the interacting particle system to the corresponding mean-field limit with…
In the context of a large system of $N$ neurons interacting through spike events in a mean-field regime as $N\rightarrow \infty$, we characterize the estimation of a multidimensional parameter in the spiking rate, when the neural states are…
We consider the problem of estimating the distribution function, the density and the hazard rate of the (unobservable) event time in the current status model. A well studied and natural nonparametric estimator for the distribution function…
Let $\mu\in \mathcal{P}_2(\mathbb R^d)$, where $\mathcal{P}_2(\mathbb R^d)$ denotes the space of square integrable probability measures, and consider a Borel-measurable function $\Phi:\mathcal P_2(\mathbb R^d)\rightarrow \mathbb R $. IIn…
The mean field limits of systems of interacting diffusions (also called stochastic interacting particle systems (SIPS)) have been intensively studied since McKean \cite{mckean1966class}. The interacting diffusions pave a way to…
We present a generalization of Vlasov-Maxwell kinetic theory that accounts for intense electromagnetic fields. A strongly-radiating, possibly optically-thick plasma is decomposed into fragments, each comprising a charged particle together…
This article proposes a unified framework to study non-exchangeable mean-field particle systems with some general interaction mechanisms. The starting point is a fixed-point formulation of particle systems originally due to Tanaka that…
This paper is devoted to the study of the Bayesian-inference approach in the context of estimating the dipole coupling strength in matter-field interactions. In particular, we consider the simplest model of a two-level system interacting…
We consider Mckean-Vlasov type stochastic differential equations with multiplicative noise arising from the random vortex method. Such an equation can be viewed as the mean-field limit of interacting particle systems with singular…
Collective behaviors that emerge from interactions are fundamental to numerous biological systems. To learn such interacting forces from observations, we introduce a measure-valued neural network that infers measure-dependent interaction…