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