Concept
Augustin-Louis Cauchy
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Positive Definite Completions and Continuous Graphical Models
This thesis concerns the theory of positive-definite completions and its mutually beneficial connections to the statistics of function-valued or continuously-indexed random processes, better known as functional data analysis. In particular, it dwells upon ...
EPFL2023MATHICSE Technical Report: Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval
Fabio Nobile, Yoshihito Kazashi
An existence result is presented for the dynamical low rank (DLR) approximation for random semi-linear evolutionary equations. The DLR solution approximates the true solution at each time instant by a linear combination of products of deterministic and sto ...
MATHICSE2020Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval
Fabio Nobile, Yoshihito Kazashi
An existence result is presented for the dynamical low rank (DLR) approximation for random semi-linear evolutionary equations. The DLR solution approximates the true solution at each time instant by a linear combination of products of deterministic and sto ...
2020