Applied Math Colloquium

Speaker: Grigorios Pavliotis (Imperial College) Title: Statistical inverse problems for interacting particle systems and their mean field limit Abstract: We consider the problem of learning interaction kernels from data for stochastic interacting particle systems and their mean-field limit, described by the McKean–Vlasov PDE. We study two measurement models: observation of a single particle trajectory, and access to discrete noisy space-time measurements of the solution to the mean-field PDE. We treat both the parametric and fully nonparametric settings. We construct estimators based on the sp