On the Sequentially Semiseparable Structure of SDE-Induced Kernels and Efficient Algorithms for Kernel-Based Estimation Problems
arXiv:2610.05856v1 Announce Type: new Abstract: We study kernel functions induced by a linear time-invariant (LTI) stochastic differential equation (SDE), an approach that embeds prior knowledge about the function to be estimated directly into the state-space description of the SDE. This kernel-des…
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- 2026-10-06 04:00 · arXiv stat.ML
On the Sequentially Semiseparable Structure of SDE-Induced Kernels and Efficient Algorithms for Kernel-Based Estimation Problems