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PS : Kolyan Ray (Imperial College London) : Bayesian nonparametric inference in a McKean-Vlasov model
PS : Kolyan Ray (Imperial College London) : Bayesian nonparametric inference in a McKean-Vlasov model
We study nonparametric estimation of the interaction term in a McKean-Vlasov model where noisy observations are drawn from the nonlinear parabolic PDE arising in the mean-field limit as the number of interacting particles grows to infinity. In this model, the