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math.PR2022
Gaussian random fields on non-separable Banach spaces
Yury Korolev, Jonas Latz, Carola-Bibiane Schönlieb
We study Gaussian random fields on certain Banach spaces and investigate conditions for their existence. Our results apply inter alia to spaces of Radon measures and Hölder functio…
math.PR2020★ 33 cited
Analysis of Stochastic Gradient Descent in Continuous Time
Jonas Latz
Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the…