Network inference for SDEs with diverging dimension under small noise
Abstract
We consider inference for network stochastic differential equations in a small-noise, high-dimensional regime, where the diffusion coefficient vanishes with ep→0 while the network size and parameter dimension may diverge. We develop a minimum-distance estimation framework based on a deterministic measurement model that may omit nuisance terms in the drift, and derive a non-asymptotic error bound decomposing the estimation error into stochastic fluctuation, nuisance discrepancy, and identifiability terms. For a linearly parametrized interaction model under repeated measurements, we obtain explicit non-asymptotic bounds on the nuisance discrepancy and the identifiability gap in terms of graph connectivity and noise level. Under suitable mixing and balance conditions, this yields consistency and convergence rates for the estimator. We further study graph recovery via adaptive Lasso. The penalized estimator is shown to inherit the rate of the preliminary estimator and to recover the true interaction graph consistently. These results provide a theoretical basis for parameter estimation and edge selection in high-dimensional network SDEs with nuisance drift components.
Related
- Towards linear growth for biprojective hypersurfaces of small dimension
- Nonlinear Sufficient Dimension Reduction for Causal Inference with Continuous Treatments
- History-Conditioned Inference of Memory and Stochastic Forcing in Generalized Langevin Equations under Lévy Noise
- Sharp Small-Height Estimates for Subcritical Special Lagrangian Equations in Dimension Three
- Higher dimensional Kleinian groups of small Hausdorff dimension are classical Schottky groups II
BibTeX
@misc{iafrate2026network,
title = {{Network inference for SDEs with diverging dimension under small noise}},
author = {Francesco Iafrate and Nakahiro Yoshida and Stefano M. Iacus},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.04847},
eprint = {2610.04847},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.04847},
note = {CC BY-NC-SA 4.0},
}
RIS
TY - UNPB
TI - Network inference for SDEs with diverging dimension under small noise
AU - Francesco Iafrate
AU - Nakahiro Yoshida
AU - Stefano M. Iacus
PY - 2026
DA - 2026/10/04
PB - arXiv
DO - 10.48550/arxiv.2610.04847
UR - https://arxiv.org/abs/2610.04847
AB - We consider inference for network stochastic differential equations in a small-noise, high-dimensional regime, where the diffusion coefficient vanishes with ep→0 while the network size and parameter dimension may diverge. We develop a minimum-distance estimation framework based on a deterministic measurement model that may omit nuisance terms in the drift, and derive a non-asymptotic error bound decomposing the estimation error into stochastic fluctuation, nuisance discrepancy, and identifiability terms. For a linearly parametrized interaction model under repeated measurements, we obtain explicit non-asymptotic bounds on the nuisance discrepancy and the identifiability gap in terms of graph connectivity and noise level. Under suitable mixing and balance conditions, this yields consistency and convergence rates for the estimator. We further study graph recovery via adaptive Lasso. The penalized estimator is shown to inherit the rate of the preliminary estimator and to recover the true interaction graph consistently. These results provide a theoretical basis for parameter estimation and edge selection in high-dimensional network SDEs with nuisance drift components.
ER -