Recursive MLE algorithms for interacting particle systems employ virtual and tangent virtual particles to optimize the mean-field stationary log-likelihood from single-particle observations, with proven convergence to stationary points in the t to infinity then N,M to infinity limit.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Recursive Maximum Likelihood Estimation for Interacting Particle Systems using Virtual Particles
Recursive MLE algorithms for interacting particle systems employ virtual and tangent virtual particles to optimize the mean-field stationary log-likelihood from single-particle observations, with proven convergence to stationary points in the t to infinity then N,M to infinity limit.