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math.PR2024
On the Weak Convergence of the Function-Indexed Sequential Empirical Process and its Smoothed Analogue under Nonstationarity
Florian Alexander Scholze, Ansgar Steland
We study the sequential empirical process indexed by general function classes and its smoothed set-indexed analogue. Sufficient conditions for asymptotic equicontinuity are provide…
cs.LG2024
Efficiently Computable Safety Bounds for Gaussian Processes in Active Learning
Jörn Tebbe, Christoph Zimmer, Ansgar Steland +2
Active learning of physical systems must commonly respect practical safety constraints, which restricts the exploration of the design space. Gaussian Processes (GPs) and their cali…