Joint Discovery of Graph Structure and Dynamics in Stochastic Interacting Particle Systems (opens in new tab)

We study the joint identification of network structure and governing dynamics in stochastic interacting particle systems, which consist of an unknown directed weighted interaction graph with unknown local and non-local interaction components. We formulate the problem as a coupled inverse problem for the graph and the associated basis coefficients, and develop two alternating least-squares-type estimators: a three-block scheme (TALS) and an integ...