Results 21 to 30 of about 16,578 (196)

Generalized Jacobi reproducing kernel method in Hilbert spaces for solving the Black-Scholes option pricing problem arising in financial modelling

open access: yesMathematical Modelling and Analysis, 2018
Based on the reproducing kernel Hilbert space method, a new approach is proposed to approximate the solution of the Black-Scholes equation with Dirichlet boundary conditions and introduce the reproducing kernel properties in which the initial conditions ...
Mohammadreza Foroutan   +2 more
doaj   +1 more source

On Weights Which Admit Harmonic Bergman Kernel and Minimal Solutions of Laplace’s Equation

open access: yesAnnales Mathematicae Silesianae, 2022
In this paper we consider spaces of weight square-integrable and harmonic functions L2H(Ω, µ). Weights µ for which there exists reproducing kernel of L2H(Ω, µ) are named ’admissible weights’ and such kernels are named ’harmonic Bergman kernels’. We prove
Żynda Tomasz Łukasz
doaj   +1 more source

Reproducing Kernels and Variable Bandwidth

open access: yesJournal of Function Spaces and Applications, 2012
We show that a modulation space of type () is a reproducing kernel Hilbert space (RKHS). In particular, we explore the special cases of variable bandwidth spaces Aceska and Feichtinger (2011) with a suitably chosen weight to provide strong enough decay ...
R. Aceska, H. G. Feichtinger
doaj   +1 more source

Probability Error Bounds for Approximation of Functions in Reproducing Kernel Hilbert Spaces

open access: yesJournal of Function Spaces, 2021
We find probability error bounds for approximations of functions f in a separable reproducing kernel Hilbert space H with reproducing kernel K on a base space X, firstly in terms of finite linear combinations of functions of type Kxi and then in terms of
Ata Deniz Aydın, Aurelian Gheondea
doaj   +1 more source

Stochastic subspace correction in Hilbert space [PDF]

open access: yes, 2017
We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is solved.
Griebel, Michael, Oswald, Peter
core   +2 more sources

Reproducing Kernel Hilbert Spaces [PDF]

open access: yes, 2019
This chapter introduces an elegant mathematical theory that has been developed for nonparametric regression with penalized estimation.
openaire   +2 more sources

n-Best kernel approximation in reproducing kernel Hilbert spaces

open access: yesApplied and Computational Harmonic Analysis, 2022
By making a seminal use of the maximum modulus principle of holomorphic functions we prove existence of $n$-best kernel approximation for a wide class of reproducing kernel Hilbert spaces of holomorphic functions in the unit disc, and for the corresponding class of Bochner type spaces of stochastic processes.
openaire   +2 more sources

Approximation Analysis of Learning Algorithms for Support Vector Regression and Quantile Regression

open access: yesJournal of Applied Mathematics, 2012
We study learning algorithms generated by regularization schemes in reproducing kernel Hilbert spaces associated with an ϵ-insensitive pinball loss. This loss function is motivated by the ϵ-insensitive loss for support vector regression and the pinball ...
Dao-Hong Xiang, Ting Hu, Ding-Xuan Zhou
doaj   +1 more source

Channel Identification of Non-linear Systems with Binary-Valued Output Observations Based on Positive Definite Kernels [PDF]

open access: yesE3S Web of Conferences, 2021
Nowadays, the kernel methods are increasingly developed, they are a significant source of advances, not only in terms of computational cost but also in terms of the obtained efficiencies in solving complex tasks, they are founded on the theory of ...
Fateh Rachid, Darif Anouar, Safi Said
doaj   +1 more source

INFERENCE ON THE REPRODUCING KERNEL HILBERT SPACES

open access: yesUniversal Journal of Mathematics and Mathematical Sciences, 2021
Summary: Learning and interpolation are two extreme variants of the same problem, the object of which is to construct a function which is supposed to reasonably approximate an unknown function of which only a certain number of samples are known.
Agbokou, Komi, Mensah, Yaogan
openaire   +2 more sources

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