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math.ST2026
Bayesian statistical inverse problems for a coupled Fokker-Planck-Darcy system
Grigorios A. Pavliotis, Andrew M. Stuart, Andrea Zanoni
We study the nonparametric statistical inverse problem of recovering the space-dependent permittivity in a coupled Fokker-Planck-Darcy system from discrete, noisy observations of t…
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…