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09/18/2023
The Positive-Definite Completion Problem
We study the positive-definite completion problem for kernels on a varie...
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06/04/2023
The Functional Graphical Lasso
We consider the problem of recovering conditional independence relations...
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03/01/2023
A Karhunen-Loève Theorem for Random Flows in Hilbert spaces
We develop a generalisation of Mercer's theorem to operator-valued kerne...
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02/05/2023
Continuously Indexed Graphical Models
Let X = {X_u}_u ∈ U be a real-valued Gaussian process indexed by a set U...
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07/15/2021