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stat.ML2025
Global universal approximation of functional input maps on weighted spaces
Christa Cuchiero, Philipp Schmocker, Josef Teichmann
We introduce so-called functional input neural networks defined on a possibly infinite dimensional weighted space with values also in a possibly infinite dimensional output space.…
stat.ML2024
Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs
Florian Krach, Marc Nübel, Marc Nübel +1
This paper studies the problem of forecasting general stochastic processes using a path-dependent extension of the Neural Jump ODE (NJ-ODE) framework \citep{herrera2021neural}. Whi…