Expansions for Gaussian processes and Parseval frames

Two main applications are mentioned: one related to Clark-Ocone formula for finite quadratic variation processes; the second one concerns the probabilistic representation of a

We now evaluate the performance of SMD’s step size adaptation in RKHS by comparing the online SVMD algorithm described in Section 5 above to step size adaptation based only

We show that every positive Hilbert-Schmidt operator on ~, and more generally every positive self-adjoint unbounded operator on determines a standard generalized

a group ~3 of permutations of the experiments, which forms the space- time invariance group of the set of natural laws for which ~ is the class of equivalent frames.. In

However, there is another approach to random processes that is more elementary, involving smooth random functions defined by finite Fourier series with random coefficients,

The paper is structured as follows: In Section 2, we first recall important concepts about kernels on Wasserstein spaces W 2 (R). We then give a brief introduction to Wasserstein

Distributed localization in wireless sensor networks as a pre-image problem in a reproducing kernel Hilbert space.. Mehdi Essoloh, Cédric Richard, Hichem Snoussi,

Global sensitivity analysis is now established as a powerful approach for determining the key random input parameters that drive the uncertainty of model output predictions.. Yet