Decoding Mean Field Games from Population and Environment Observations By Gaussian Processes

no code implementations • 8 Dec 2023 • Jinyan Guo, Chenchen Mou, Xianjin Yang, Chao Zhou

This paper presents a Gaussian Process (GP) framework, a non-parametric technique widely acknowledged for regression and classification tasks, to address inverse problems in mean field games (MFGs).

Gaussian Processes regression

Computational Hypergraph Discovery, a Gaussian Process framework for connecting the dots

1 code implementation • 28 Nov 2023 • Théo Bourdais, Pau Batlle, Xianjin Yang, Ricardo Baptista, Nicolas Rouquette, Houman Owhadi

Type 1: Approximate an unknown function given input/output data.