Author

Ekaterina Morozova

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Preprint Sep 2026

Nonparametric inference for density-dependent McKean--Vlasov diffusions

A matching Assouad lower bound proves minimax optimality of this bound up to logarithmic factors for the nonparametric estimation of a density-dependent drift coefficient in a multivariate McKean--Vlasov diffusion from independent observations at a common time.

Denis Belomestny, Ekaterina Morozova · 0 citations

Preprint Jul 2026

Density-Dependent McKean--Vlasov Diffusions: Subgaussian Occupancy Bounds and Polynomial Propagation of Chaos

We study the local density-dependent diffusion $dY_t=-\Xi(p_t(Y_t))\nabla\Phi(Y_t)\,dt+\sqrt2\,dW_t$ and a clipped, randomly shifted histogram particle approximation on $\mathbb{R}^d$. The central difficulty is that the empirical density is evaluated at the particles'locations and re-enters their drift, while the confi...

Denis Belomestny, Ekaterina Morozova · 0 citations