On the Identifiablility of Nonlocal Interaction Kernels in First-Order Systems of Interacting Particles on Riemannian Manifolds
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| Format: | Preprint |
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2023
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| _version_ | 1866929493310963712 |
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| author | Tang, Sui Tuerkoen, Malik Zhou, Hanming |
| author_facet | Tang, Sui Tuerkoen, Malik Zhou, Hanming |
| contents | In this paper, we tackle a critical issue in nonparametric inference for systems of interacting particles on Riemannian manifolds: the identifiability of the interaction functions. Specifically, we define the function spaces on which the interaction kernels can be identified given infinite i.i.d observational derivative data sampled from a distribution. Our methodology involves casting the learning problem as a linear statistical inverse problem using a operator theoretical framework. We prove the well-posedness of inverse problem by establishing the strict positivity of a related integral operator and our analysis allows us to refine the results on specific manifolds such as the sphere and Hyperbolic space. Our findings indicate that a numerically stable procedure exists to recover the interaction kernel from finite (noisy) data, and the estimator will be convergent to the ground truth. This also answers an open question in [MMQZ21] and demonstrate that least square estimators can be statistically optimal in certain scenarios. Finally, our theoretical analysis could be extended to the mean-field case, revealing that the corresponding nonparametric inverse problem is ill-posed in general and necessitates effective regularization techniques. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2305_12340 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | On the Identifiablility of Nonlocal Interaction Kernels in First-Order Systems of Interacting Particles on Riemannian Manifolds Tang, Sui Tuerkoen, Malik Zhou, Hanming Numerical Analysis Classical Analysis and ODEs Statistics Theory 70F17, 62G05, 62J05 In this paper, we tackle a critical issue in nonparametric inference for systems of interacting particles on Riemannian manifolds: the identifiability of the interaction functions. Specifically, we define the function spaces on which the interaction kernels can be identified given infinite i.i.d observational derivative data sampled from a distribution. Our methodology involves casting the learning problem as a linear statistical inverse problem using a operator theoretical framework. We prove the well-posedness of inverse problem by establishing the strict positivity of a related integral operator and our analysis allows us to refine the results on specific manifolds such as the sphere and Hyperbolic space. Our findings indicate that a numerically stable procedure exists to recover the interaction kernel from finite (noisy) data, and the estimator will be convergent to the ground truth. This also answers an open question in [MMQZ21] and demonstrate that least square estimators can be statistically optimal in certain scenarios. Finally, our theoretical analysis could be extended to the mean-field case, revealing that the corresponding nonparametric inverse problem is ill-posed in general and necessitates effective regularization techniques. |
| title | On the Identifiablility of Nonlocal Interaction Kernels in First-Order Systems of Interacting Particles on Riemannian Manifolds |
| topic | Numerical Analysis Classical Analysis and ODEs Statistics Theory 70F17, 62G05, 62J05 |
| url | https://arxiv.org/abs/2305.12340 |