


























Modeling multi-agent systems on networks is a fundamental challenge in a wide variety of disciplines. Given data consisting of multiple trajectories, we jointly infer the (weighted) network and the interaction kernel, which determine, respectively, which agents are interacting and the rules of such interactions. Our estimator is based on a non-convex optimization problem, and we investigate two approaches to solve it: one based on an alternating least squares (ALS) algorithm, and another based on a new algorithm named operator regression with alternating least squares (ORALS). Both algorithms are scalable to large ensembles of data trajectories. We establish coercivity conditions guaranteeing identifiability and well-posedness. The ALS algorithm appears statistically efficient and robust even in the small data regime, but lacks performance and convergence guarantees. The ORALS estimator is consistent and asymptotically normal under a coercivity condition. We conduct several numerical experiments ranging from Kuramoto particle systems on networks to opinion dynamics in leader-follower models.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。