research
∙
03/30/2023
Inferring networks from time series: a neural approach
Network structures underlie the dynamics of many complex phenomena, from...
share
research
∙
12/09/2022
The entropy production of stationary diffusions
The entropy production rate is a central quantity in non-equilibrium sta...
research
∙
12/01/2022
A method of moments estimator for interacting particle systems and their mean field limit
We study the problem of learning unknown parameters in stochastic intera...
research
∙
09/27/2022
Neural parameter calibration for large-scale multi-agent models
Computational models have become a powerful tool in the quantitative sci...
research
∙
03/20/2022
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents
In this chapter, we identify fundamental geometric structures that under...
research
∙
12/09/2021
Eigenfunction martingale estimators for interacting particle systems and their mean field limit
We study the problem of parameter estimation for large exchangeable inte...
research
∙
11/30/2021
Optimal friction matrix for underdamped Langevin sampling
A systematic procedure for optimising the friction coefficient in underd...
research
∙
06/25/2021
Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation
In this paper, we consider the problem of parameter estimation for a sto...
research
∙
04/21/2021
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions
We propose a novel method for drift estimation of multiscale diffusion p...
research
∙
09/28/2020
Drift Estimation of Multiscale Diffusions Based on Filtered Data
We study the problem of drift estimation for two-scale continuous time s...
research
∙
07/15/2020
On stochastic mirror descent with interacting particles: convergence properties and variance reduction
An open problem in optimization with noisy information is the computatio...
research
∙
05/10/2019