Code for parameter estimation in interacting particle systems.
-
Updated
Oct 17, 2023 - Python
#
mckean-vlasov
Here are 4 public repositories matching this topic...
Numerics for the paper "Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications"
optimization constrained-optimization stochastic-differential-equations inverse-problems mckean-vlasov
-
Updated
Apr 24, 2025 - Python
McKean-Vlasov FBSDE solver for interacting agents in limit order books. Distribution-dependent mean-field coupling, particle systems, equilibrium computation. Extension of deep-bsde-market-making preprint.
deep-learning pytorch limit-order-book computational-finance particle-systems market-making mean-field-games mckean-vlasov bsde
-
Updated
Apr 6, 2026 - Python
Interacting-particle sampler for Proper-Scoring-Rule (PrO) posteriors. NumPy-first, Poetry-managed, with log-score and MMD² drift examples.
python numpy sampling mcmc stochastic-differential-equations particle-methods mckean-vlasov wasserstein-gradient-flow proper-scoring-rules robust-bayes
-
Updated
Apr 20, 2026 - Python
Improve this page
Add a description, image, and links to the mckean-vlasov topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the mckean-vlasov topic, visit your repo's landing page and select "manage topics."