English
Related papers

Related papers: Non-parametric estimates for graphon mean-field pa…

200 papers

The graphon (W-graph), including the stochastic block model as a special case, has been widely used in modeling and analyzing network data. This random graph model is well-characterized by its graphon function, and estimation of the graphon…

Methodology · Statistics 2021-09-07 Zhanhao Peng , Qing Zhou

This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…

Statistics Theory · Mathematics 2011-05-20 Jérémie Bigot , Sébastien Gadat , Thierry Klein , Clément Marteau

This paper deals with the derivation of the mean-field limit for multi-agent systems on a large class of sparse graphs. More specifically, the case of non-exchangeable multi-agent systems consisting of non-identical agents is addressed. The…

Probability · Mathematics 2025-11-21 Pierre-Emmanuel Jabin , David Poyato , Juan Soler

The purpose of the present work is to construct estimators for the random effects in a fractional diffusion model using a hybrid estimation method where we combine parametric and nonparametric thechniques. We precisely consider $n$…

Statistics Theory · Mathematics 2025-06-13 Nesrine Chebli , Hamdi Fathallah , Yousri Slaoui

In a recent paper, Caron and Fox suggest a probabilistic model for sparse graphs which are exchangeable when associating each vertex with a time parameter in $\mathbb{R}_+$. Here we show that by generalizing the classical definition of…

Probability · Mathematics 2018-06-21 Christian Borgs , Jennifer T. Chayes , Henry Cohn , Nina Holden

This article studies the asymptotic behaviors of nonparametric estimators of two overlapping measures, namely Pianka's and MacArthur-Levins measures. The plug-in principle and the method of kernel density estimation are used to estimate…

Statistics Theory · Mathematics 2020-11-25 Tareq Alodat , M. T. Alodat , Dareen Omari

We use macroscopic fluctuation theory (MFT) to analyse current fluctuations in a non-interacting Brownian gas with one or more partially absorbing targets within a bounded domain $\Omega \subset \R^d$. We proceed by coarse-graining a…

Statistical Mechanics · Physics 2025-07-30 Paul C Bressloff

We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…

Probability · Mathematics 2021-07-21 Watthanan Jatuviriyapornchai , Stefan Grosskinsky

In this paper we discuss the analysis of a cross-diffusion PDE system for a mixture of hard spheres, which was derived by Bruna and Chapman from a stochastic system of interacting Brownian particles using the method of matched asymptotic…

Analysis of PDEs · Mathematics 2017-03-08 Maria Bruna , Martin Burger , Helene Ranetbauer , Marie-Therese Wolfram

In this paper, we present a new framework for addressing the nonlinear Landau collision operator in terms of particle-in-cell methods. We employ the underlying metriplectic structure of the collision operator and, using a macro particle…

Computational Physics · Physics 2018-02-15 Eero Hirvijoki , Michael Kraus , Joshua W. Burby

We study two interacting particle systems, both modeled as a system of $N$ stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate…

Probability · Mathematics 2025-01-22 Josué Knorst , Christian Olivera , Alexandre B. de Souza

We simulate the collective dynamics in spin lattices with long range interactions and collective decay in one, two and three dimensions. Starting from a dynamical mean-field approach derived by local factorization of the density operator we…

Quantum Physics · Physics 2016-01-20 S. Krämer , H. Ritsch

Classical spin systems with nonadditive long-range interactions are studied in the microcanonical ensemble. It is expected that the entropy of such a system is identical to that of the corresponding mean-field model, which is called…

Statistical Mechanics · Physics 2012-06-29 Takashi Mori

Mean-field treatment (MFT) is frequently applied to approximately predict the dynamics of quantum optics systems, to simplify the system Hamiltonian through neglecting certain modes that are driven strongly or couple weakly with other…

Quantum Physics · Physics 2023-12-19 Yue-Xun Huang , Ming Li , Zi-Jie Chen , Xu-Bo Zou , Guang-Can Guo , Chang-Ling Zou

We consider deterministic particle dynamics with time evolving weights and their associated Kolmogorov equation and mean-field equation. We prove existence and unique- ness for the limit PDE alongside estimates on the growth of the…

Analysis of PDEs · Mathematics 2026-03-06 Immanuel Ben Porat , José A. Carrillo , Alexandra Holzinger

The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…

Probability · Mathematics 2022-09-01 Xuda Ye , Zhennan Zhou

Independent sample generation is the prevailing paradigm in modern diffusion-based generative models of AI. We ask a different question: can samples \emph{coordinate} through shared population statistics to transport probability mass more…

Optimization and Control · Mathematics 2026-05-04 Michael Chertkov

We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…

Probability · Mathematics 2023-08-16 Viktor Bezborodov , Luca Di Persio , Martin Friesen , Peter Kuchling

We investigate the estimation of a weighted density taking the form $g=w(F)f$, where $f$ denotes an unknown density, $F$ the associated distribution function and $w$ is a known (non-negative) weight. Such a class encompasses many examples,…

Statistics Theory · Mathematics 2017-03-13 Fabien Navarro , Christophe Chesneau , Jalal Fadili

We derive a continuum mean-curvature flow as a certain hydrodynamic scaling limit of a class of Glauber+Zero-range particle systems. The Zero-range part moves particles while preserving particle numbers, and the Glauber part governs the…

Probability · Mathematics 2023-08-02 Perla El Kettani , Tadahisa Funaki , Danielle Hilhorst , Hyunjoon Park , Sunder Sethuraman