Learning interacting particle systems: diffusion parameter estimation for aggregation equations

Abstract

In this article, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation. Specifically, we construct an estimator $\widehat{\nu}$ with partial observed data to approximate the diffusion parameter $\nu$, and the estimation error is achieved. Furthermore, we extend this result to general aggregation equations with a bounded Lipschitz interaction field.