BEGIN:VCALENDAR
PRODID:-//Columba Systems Ltd//NONSGML CPNG/SpringViewer/ICal Output/3.3-
 M3//EN
VERSION:2.0
CALSCALE:GREGORIAN
METHOD:PUBLISH
BEGIN:VEVENT
DTSTAMP:20261109T105752Z
DTSTART:20261113T120000Z
DTEND:20261113T130000Z
SUMMARY:NASC-SQUIDS Joint Seminar: Parameter estimation for weakly intera
 cting hypoelliptic diffusions
UID:{http://www.columbasystems.com/customers/uom/gpp/eventid/}rib-mw95bli
 9-xbthp9
DESCRIPTION:Speaker: Yuga Iguchi (Lancaster)\n\nAbstract:  I will discuss
  mean-field-type stochastic differential equations (SDEs) and the estima
 tion of their unknown parameters from discretely observed trajectories. 
 These models describe systems of N weakly interacting particles\, each g
 overned by an SDE\, with a possibly degenerate diffusion matrix. A centr
 al challenge is that the transition density\, and hence the likelihood\,
  is generally unavailable in closed form. The key idea of this work is t
 o use a carefully designed time discretisation of the interacting partic
 le system to construct a computationally tractable surrogate likelihood\
 , while accounting for the possible degeneracy of the diffusion matrix. 
 I will then present an asymptotic analysis showing that the resulting es
 timators are consistent and asymptotically normal\, providing theoretica
 l guarantees for using the proposed likelihood in practice. If time allo
 ws\, I will conclude with ongoing work and future directions towards sca
 lable computational approaches for systems with large N interacting part
 icles.\n\nThe talk is based on the preprint https://arxiv.org/pdf/2508.0
 4287\n\n\n\nThis event is sponsored by ProbAI_Hub.
STATUS:TENTATIVE
TRANSP:TRANSPARENT
CLASS:PUBLIC
LOCATION:Frank Adams Room 1\, Alan Turing Building\, Manchester
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