Learning interacting particle systems: Diffusion parameter estimation for aggregation equations

Published

Journal Article

© 2019 World Scientific Publishing Company. In this paper, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation and Brownian diffusion. Specifically, we construct an estimator with partial observed data to approximate the diffusion parameter , and the estimation error is achieved. Furthermore, we extend this result to general aggregation equations with a bounded Lipschitz interaction field.

Full Text

Duke Authors

Cited Authors

  • Huang, H; Liu, JG; Lu, J

Published Date

  • January 1, 2019

Published In

Volume / Issue

  • 29 / 1

Start / End Page

  • 1 - 29

International Standard Serial Number (ISSN)

  • 0218-2025

Digital Object Identifier (DOI)

  • 10.1142/S0218202519500015

Citation Source

  • Scopus