Fachgruppe Mathematik: Browsing Fachgruppe Mathematik by Author "Griebel, Michael"
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Convergence analysis of online algorithms for vector-valued kernel regression
Griebel, Michael; Oswald, Peter (2023-09)We consider the problem of approximating the regression function from noisy vectorvalued data by an online learning algorithm using an appropriate reproducing kernel Hilbert space (RKHS) as prior. In an online algorithm, ... -
Efficient solution of ill-posed integral equations through averaging
Griebel, Michael; Jahn, Tim (2024-01)This paper discusses the error and cost aspects of ill-posed integral equations when given discrete noisy point evaluations on a fine grid. Standard solution methods usually employ discretization schemes that are directly ... -
On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction
Brown, Bruce; Griebel, Michael; Kuo, Frances Y.; Sloan, Ian H. (2023-04)It is known that the Brownian bridge or Lévy-Ciesielski construction of Brownian paths almost surely converges uniformly to the true Brownian path. In the present article the focus is on the uniform error. In particular, ...