
Small Sample Spaces for Gaussian Processes
It is known that the membership in a given reproducing kernel Hilbert sp...
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A Probabilistic Taylor Expansion with Applications in Filtering and Differential Equations
We study a class of Gaussian processes for which the posterior mean, for...
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Integration in reproducing kernel Hilbert spaces of Gaussian kernels
The Gaussian kernel plays a central role in machine learning, uncertaint...
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Sampling based approximation of linear functionals in Reproducing Kernel Hilbert Spaces
In this paper we analyze a greedy procedure to approximate a linear func...
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SemiExact Control Functionals From Sard's Method
This paper focuses on the numerical computation of posterior expected qu...
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Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
Despite the ubiquity of the Gaussian process regression model, few theor...
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Taylor Moment Expansion for ContinuousDiscrete Gaussian Filtering and Smoothing
The paper is concerned with nonlinear Gaussian filtering and smoothing ...
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Kernelbased interpolation at approximate Fekete points
We construct approximate Fekete point sets for kernelbased interpolatio...
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On the positivity and magnitudes of Bayesian quadrature weights
This article reviews and studies the properties of Bayesian quadrature w...
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Improved Calibration of Numerical Integration Error in SigmaPoint Filters
The sigmapoint filters, such as the UKF, which exploit numerical quadra...
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Symmetry Exploits for Bayesian Cubature Methods
Bayesian cubature provides a flexible framework for numerical integratio...
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On stability of a class of filters for nonlinear stochastic systems
This article considers stability properties of a broad class of commonly...
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A BayesSard Cubature Method
This paper focusses on the formulation of numerical integration as an in...
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Fully symmetric kernel quadrature
Kernel quadratures and other kernelbased approximation methods typicall...
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Studentt Process Quadratures for Filtering of NonLinear Systems with HeavyTailed Noise
The aim of this article is to design a moment transformation for Student...
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Toni Karvonen
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