Code for parameter estimation in interacting particle systems.
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Updated
Oct 17, 2023 - Python
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mckean-vlasov
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Numerics for the paper "Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications"
optimization constrained-optimization stochastic-differential-equations inverse-problems mckean-vlasov
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Updated
Jan 9, 2025 - Python
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