Tootfinder

Parameter Estimation for Weakly Interacting Hypoelliptic Diffusions
Yuga Iguchi, Alexandros Beskos, Grigorios A. Pavliotis
https://arxiv.org/abs/2508.04287 https://

Parameter Estimation for Weakly Interacting Hypoelliptic Diffusions
We study parameter estimation for interacting particle systems (IPSs) consisting of $N$ weakly interacting multivariate hypoelliptic SDEs. We propose a locally Gaussian approximation of the transition dynamics, carefully designed to address the degenerate structure of the noise (diffusion matrix), thus leading to the formation of a well-defined full likelihood. Our approach permits carrying out statistical inference for a wide class of hypoelliptic IPSs that are not covered by recent works as t…