Related papers: Parameter Estimation for Weakly Interacting Hypoel…
Partial diffusion scheme is an effective method for reducing computational load and power consumption in adaptive network implementation. The Information is exchanged among the nodes, usually over noisy links. In this paper, we consider a…
This letter proposes a novel and highly efficient distribution system state estimation (DSSE) algorithm with nonlinear measurements from supervisory control and data acquisition (SCADA) systems. Conventional DSSE, i.e., a weighted least…
We consider a nonlocal evolution equation representing the continuum limit of a large ensemble of interacting particles on graphs forced by noise. The two principle ingredients of the continuum model are a nonlocal term and Q-Wiener process…
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…
Coherent nonlinear optical micro-spectroscopy is a frequently used tool in modern material science, as it is sensitive to many different local observables, which comprise, among others, crystal symmetry and vibrational properties. The…
We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…
We study the weak convergence behaviour of the Leimkuhler--Matthews method, a non-Markovian Euler-type scheme with the same computational cost as the Euler scheme, for the approximation of the stationary distribution of a one-dimensional…
We propose a novel, Gaussian signaling mechanism for low probability of detection (LPD) communication systems with either single or multiple antennas. The new scheme is designed to allow the noncoherent detection of Gaussian-distributed…
Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling…
This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…
We consider systems of mean-field interacting diffusions, where the pairwise interaction structure is described by a sparse (and potentially inhomogeneous) random graph. Examples include the stochastic Kuramoto model with pairwise…
This technical note considers the identification of nonlinear discrete-time systems with additive process noise but without measurement noise. In particular, we propose a method and its associated algorithm to identify the system nonlinear…
In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…
We present a method for approximating solutions of Stochastic Differential Equations (SDEs) with arbitrary rates. This approximation is derived for bounded and measurable test functions. Specifically, we demonstrate that, leveraging the…
We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…
The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…
In this paper, we are interested in least squares estimator for a class of path-dependent McKean-Vlasov stochastic differential equations (SDEs). More precisely, we investigate the consistency and asymptotic distribution of the least…
Gaussian process regression is a widespread tool used to mitigate stellar correlated noise in radial velocity time series. It is particularly useful to search for and determine the properties of signals induced by small-size, low-mass…
Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…