Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs

9 January 2024

Papers citing "Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs"

5 / 5 papers shown

Title
Kinetic interacting particle system: parameter estimation from complete and partial discrete observations Chiara Amorino Vytaut.e Pilipauskait.e 26 1 0 14 Oct 2024
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes Chiara Amorino Francisco Pina M. Podolskij 41 1 0 16 Aug 2024
Bayesian Nonparametric Inference in McKean-Vlasov models Richard Nickl G. Pavliotis Kolyan Ray 25 5 0 25 Apr 2024
On Lasso estimator for the drift function in diffusion models Gabriela Ciolek D. Marushkevych M. Podolskij 18 4 0 13 Sep 2022
Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data Xiaohui Chen 32 25 0 21 Jul 2020