Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit
We introduce a new stochastic differential model for global optimization of nonconvex
functions on compact hypersurfaces. The model is inspired by the stochastic Kuramoto …
functions on compact hypersurfaces. The model is inspired by the stochastic Kuramoto …
Learning interaction kernels in heterogeneous systems of agents from multiple trajectories
Systems of interacting particles, or agents, have wide applications in many disciplines,
including Physics, Chemistry, Biology and Economics. These systems are governed by …
including Physics, Chemistry, Biology and Economics. These systems are governed by …
Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data
X Chen - Electronic Communications in Probability, 2021 - projecteuclid.org
This paper concerns the parameter estimation problem for the quadratic potential energy in
interacting particle systems from continuous-time and single-trajectory data. Even though …
interacting particle systems from continuous-time and single-trajectory data. Even though …
On the identifiability of interaction functions in systems of interacting particles
We address a fundamental issue in the nonparametric inference for systems of interacting
particles: the identifiability of the interaction functions. We prove that the interaction functions …
particles: the identifiability of the interaction functions. We prove that the interaction functions …
Well‐posedness of diffusion–aggregation equations with bounded kernels and their mean‐field approximations
The well‐posedness and regularity properties of diffusion–aggregation equations, emerging
from interacting particle systems, are established on the whole space for bounded …
from interacting particle systems, are established on the whole space for bounded …
On the mean-field limit for the Vlasov–Poisson–Fokker–Planck system
We rigorously justify the mean-field limit of an N-particle system subject to Brownian motions
and interacting through the Newtonian potential in R^ 3 R 3. Our result leads to a derivation …
and interacting through the Newtonian potential in R^ 3 R 3. Our result leads to a derivation …
Mean-field analysis of multipopulation dynamics with label switching
M Morandotti, F Solombrino - SIAM Journal on Mathematical Analysis, 2020 - SIAM
The mean-field analysis of a multipopulation agent-based model is performed. The model
couples a particle dynamics driven by a nonlocal velocity with a Markov-type jump process …
couples a particle dynamics driven by a nonlocal velocity with a Markov-type jump process …
Numerical identification of nonlocal potential in aggregation
Aggregation equations are broadly used to model population dynamics with nonlocal
interactions, characterized by a potential in the equation. This paper considers the inverse …
interactions, characterized by a potential in the equation. This paper considers the inverse …
Leader formation with mean-field birth and death models
We provide a mean-field description for a leader–follower dynamics with mass transfer
among the two populations. This model allows the transition from followers to leaders and …
among the two populations. This model allows the transition from followers to leaders and …
Optimal minimax rate of learning interaction kernels
X Wang, I Seroussi, F Lu - arXiv preprint arXiv:2311.16852, 2023 - arxiv.org
Nonparametric estimation of nonlocal interaction kernels is crucial in various applications
involving interacting particle systems. The inference challenge, situated at the nexus of …
involving interacting particle systems. The inference challenge, situated at the nexus of …