Related papers: Reproducing kernel method for PDE constrained opti…
In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…
Partial differential equation (PDE)-constrained optimization, where an optimization problem is subject to PDE constraints, arises in various applications such as design, control, and inference. Solving such problems is computationally…
We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding leads to a model free, non-parametric…
This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…
In this paper we introduce a reproducing kernel Hilbert space defined on $\mathbb{R}^{d+1}$ as the tensor product of a reproducing kernel defined on the unit sphere $\mathbb{S}^{d}$ in $\mathbb{R}^{d+1}$ and a reproducing kernel defined on…
In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…
We consider the problem of numerically approximating the solutions to an elliptic partial differential equation (PDE) for which the boundary conditions are lacking. To alleviate this missing information, we assume to be given measurement…
This article is concerned with the numerical solution of convex variational problems. More precisely, we develop an iterative minimisation technique which allows for the successive enrichment of an underlying discrete approximation space in…
The space mapping technique is used to efficiently solve complex optimization problems. It combines the accuracy of fine model simulations with the speed of coarse model optimizations to approximate the solution of the fine model…
Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…
This paper focuses on the use of the theory of Reproducing Kernel Hilbert Spaces in the statistical analysis of replicated point processes. We show that spatial point processes can be observed as random variables in a Reproducing Kernel…
This paper is devoted to the study of reproducing kernel Hilbert spaces. We focus on multipliers of reproducing kernel Banach and Hilbert spaces. In particular we tried to extend this concept and prove some theorems.
In the study of Hilbert schemes, the integer partition $\lambda$ helps researchers identify some geometric and combinatorial properties of the scheme in question. To aid researchers in extracting such information from a Hilbert polynomial,…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…
This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…
We consider the problem of numerically approximating the solutions to a partial differential equation (PDE) when there is insufficient information to determine a unique solution. Our main example is the Poisson boundary value problem, when…
We show that sampling or interpolation formulas in reproducing kernel Hilbert spaces can be obtained by reproducing kernels whose dual systems form molecules, ensuring that the size profile of a function is fully reflected by the size…
We present a data-driven method for computing approximate forward reachable sets using separating kernels in a reproducing kernel Hilbert space. We frame the problem as a support estimation problem, and learn a classifier of the support as…
We propose a method for generating nodes for kernel quadrature by a point-wise gradient descent method. For kernel quadrature, most methods for generating nodes are based on the worst case error of a quadrature formula in a reproducing…