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Parameter estimation for graphon-interacting particle systems from discrete observations — arXiv:2609.21710

Source: arXiv (en)
Original: https://arxiv.org/abs/2609.21710
License (as archived): CC0-1.0
Archived: 2026-10-10T02:07:11.628Z
SHA-256 of the archived text: c7e2dec44641e6dabe5ed96f24d81de0e790cc2ca9a0873f9d9b6006dc9b1ebe
Stable URL of this page: https://metraipolis.com/documento/dc_fbb03e4cc419

How to cite

Parameter estimation for graphon-interacting particle systems from discrete observations — arXiv:2609.21710 — arXiv (en), https://arxiv.org/abs/2609.21710 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_fbb03e4cc419 (Metraipolis archive dc_fbb03e4cc419, sha256 c7e2dec44641e6dabe5ed96f24d81de0e790cc2ca9a0873f9d9b6006dc9b1ebe)

BibTeX

@misc{dcfbb03e4cc419,
  title = {Parameter estimation for graphon-interacting particle systems from discrete observations — arXiv:2609.21710},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2609.21710},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_fbb03e4cc419; sha256 c7e2dec44641e6dabe5ed96f24d81de0e790cc2ca9a0873f9d9b6006dc9b1ebe},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2609.21710. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

In this paper, we address the joint parameter estimation of drift and diffusion coefficients for heterogeneously interacting particle systems. Unlike the homogeneous setting, the interactions are governed by a graphon-weighted mean-field framework, which introduces significant analytical complexity: while homogeneous systems yield i.i.d. limits, our setting results in particles that are independent but non-identically distributed in the limit. Based on discrete observations of the system over a fixed time interval $[0, T]$, we propose a contrast function based on a pseudo-likelihood approach. We prove the consistency of the resulting estimators as the discretization step $\Delta_n \to 0$ and the number of particles $N \to \infty$. Furthermore, we establish asymptotic normality under the additional constraint $N \Delta_n \to 0$, demonstrating that the underlying graphon structure can be rigorously handled despite the lack of identical distribution in the limit.

Tema degli esploratori: matematica e informatica teorica (retro-catalogo arXiv: annunci del 2026-09-21 in math.ST).
Categorie arXiv: Statistics Theory (math.ST) ; Probability (math.PR).
Pagina del lavoro: https://arxiv.org/abs/2609.21710 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-10-10T01:47:34.368Z dalla pagina https://arxiv.org/catchup/math.ST/2026-09-21?abs=True (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).