Searched for: subject%3A%22Representer%255C+Theorem%22
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document
Khosravi, M. (author)
In this work, we consider the problem of learning the Koopman operator for discrete-time autonomous systems. The learning problem is formulated as a generic constrained regularized empirical loss minimization in the infinite-dimensional space of linear operators. We show that a representer theorem holds for the introduced learning problem...
journal article 2023
document
Veraar, M.C. (author)
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD Banach space valued processes. Here the authors use a (cylindrical) Brownian motion as an integrator. In this note we show how one can extend these results to the case where the integrator is an arbitrary real-valued continuous local martingale. We...
journal article 2007
document
Van Neerven, J.M.A.M. (author), Veraar, M.C. (author), Weis, L. (author)
journal article 2007
document
Moek, G. (author)
This report constitutes the deposit of a study of literature on martingales and estimation theory. Some experimental work concerning the efficiency of an estimation algorithm based on martingales is also described. The investigation has been guided by the intent to investigate martingales in relation to the Kalman and Kalman-Bucy filters and to...
report 1980
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