Nonparametric online kernel inference for interacting particle systems (Master's thesis Imperial College)
This repository includes the code used to generate the numerical results in my master's thesis. The two main notebooks are the 'SGDCT_for_IPS.ipynb' that covers the nonparametric kernel inference using SGDCT, and 'MLE_IPS.ipynb' that is used to compare the aforementioned method with MLE.
The thesis is also included in 'masters_thesis_evandieren.pdf', with its related poster 'poster_SGDCT_evandieren.pdf', that was notably presented at the NUMRAD2024 Summer School at EPFL.