3 papers
math.NA2025
Trajectory Generator Matching for Time Series
T. Jahn, J. Chemseddine, P. Hagemann +2
Accurately modeling time-continuous stochastic processes from irregular observations remains a significant challenge. In this paper, we leverage ideas from generative modeling of i…
math.NA2025
Efficient solution of ill-posed integral equations through averaging
Michael Griebel, Tim Jahn
This paper discusses the error and cost aspects of ill-posed integral equations when given discrete noisy point evaluations on a fine grid. Standard solution methods usually employ…
math.NA2025
Fast Summation of Radial Kernels via QMC Slicing
Johannes Hertrich, Tim Jahn, Michael Quellmalz
The fast computation of large kernel sums is a challenging task, which arises as a subproblem in any kernel method. We approach the problem by slicing, which relies on random proje…