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math.ST2026
Efficient Online Learning in Interacting Particle Systems
Louis Sharrock, Nikolas Kantas, Grigorios A. Pavliotis
We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system…
math.ST2021★ 5 cited
Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation
Louis Sharrock, Nikolas Kantas, Panos Parpas +1
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which…