161 citations · 2k across the 112 of their papers we have counts for
8 papers · 1 filter
Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions
Matías G. Delgadino, Rishabh S. Gvalani, Grigorios A. Pavliotis +1
In this article, we study the mean field limit of weakly interacting diffusions for confining and interaction potentials that are not necessarily convex. We explore the relationshi…
Eigenfunction martingale estimators for interacting particle systems and their mean field limit
Grigorios A. Pavliotis, Andrea Zanoni
We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose…
Optimal friction matrix for underdamped Langevin sampling
Martin Chak, Nikolas Kantas, Tony Lelièvre +1
A systematic procedure for optimising the friction coefficient in underdamped Langevin dynamics as a sampling tool is given by taking the gradient of the associated asymptotic vari…
Bayesian Mechanics for Stationary Processes
Lancelot Da Costa, Karl Friston, Conor Heins +1
This paper develops a Bayesian mechanics for adaptive systems. Firstly, we model the interface between a system and its environment with a Markov blanket. This affords conditions u…
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…
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions
Assyr Abdulle, Grigorios A. Pavliotis, Andrea Zanoni
We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potenti…