Joint Discovery of Graph Structure and Dynamics in Stochastic Interacting Particle Systems
We study the joint identification of network structure and governing dynamics in stochastic interacting particle systems, which consist of an unknown directed weighted interaction graph with unknown local and non-local interaction components. We formulate the problem as a coupled inverse problem for the graph and the associated basis coefficients, and develop two alternating least-squares-type estimators: a three-block scheme (TALS) and an integrated diagonal-augmented scheme (IALS). The IALS formulation combines the updates of the local and interaction coefficients into a single least-squares subproblem, and is particularly well suited to settings in which the nodewise local dynamics share a common functional template up to node-dependent scaling. We further establish an identifiability result under a rank-2 joint coercivity condition together with an appropriate normalization convention. Synthetic experiments show that the proposed estimators accurately recover both the interaction graph and the dynamical components, and remain robust under stochastic forcing, observation noise, and basis mismatch. We also provide an illustrative real-data application on ictal SEEG recordings, where the learned models produce stable and interpretable dynamical summaries across multiple basis configurations. This work advances a theoretically guaranteed scalable framework for learning stochastic interacting particle systems, with broad potential for data-driven identification in computational biology, neuroscience, and beyond.