“…Interacting particle systems and, more generally interacting multiagent models, appear frequently in the natural and social sciences. In addition to the well known applications, e.g., plasma physics [22] and stellar dynamics [7], new applications include, e.g., the modeling of chemotaxis [40], pedestrian dynamics [24,30], crowd dynamics [32], urban modeling [14], models for opinion formation [18,21], collective behavior [11], and models for systemic risk [20]. In many of these applications, the phenomenological models involve unknown parameters that need to be estimated from data.…”