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Auteurs principaux: Wei, Viska, Lu, Fei
Format: Preprint
Publié: 2026
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Accès en ligne:https://arxiv.org/abs/2604.02581
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author Wei, Viska
Lu, Fei
author_facet Wei, Viska
Lu, Fei
contents Learning the potentials of interacting particle systems is a fundamental task across various scientific disciplines. A major challenge is that unlabeled data collected at discrete time points lack trajectory information due to limitations in data collection methods or privacy constraints. We address this challenge by introducing a trajectory-free self-test loss function that leverages the weak-form stochastic evolution equation of the empirical distribution. The loss function is quadratic in potentials, supporting parametric and nonparametric regression algorithms for robust estimation that scale to large, high-dimensional systems with big data. Systematic numerical tests show that our method outperforms baseline methods that regress on trajectories recovered via label matching, tolerating large observation time steps. We establish the convergence of parametric estimators as the sample size increases, providing a theoretical foundation for the proposed approach.
format Preprint
id arxiv_https___arxiv_org_abs_2604_02581
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Learning interacting particle systems from unlabeled data
Wei, Viska
Lu, Fei
Machine Learning
Numerical Analysis
62M05, 65C30, 60H10
Learning the potentials of interacting particle systems is a fundamental task across various scientific disciplines. A major challenge is that unlabeled data collected at discrete time points lack trajectory information due to limitations in data collection methods or privacy constraints. We address this challenge by introducing a trajectory-free self-test loss function that leverages the weak-form stochastic evolution equation of the empirical distribution. The loss function is quadratic in potentials, supporting parametric and nonparametric regression algorithms for robust estimation that scale to large, high-dimensional systems with big data. Systematic numerical tests show that our method outperforms baseline methods that regress on trajectories recovered via label matching, tolerating large observation time steps. We establish the convergence of parametric estimators as the sample size increases, providing a theoretical foundation for the proposed approach.
title Learning interacting particle systems from unlabeled data
topic Machine Learning
Numerical Analysis
62M05, 65C30, 60H10
url https://arxiv.org/abs/2604.02581