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20102022
most citedA Numerical Study of Radial Basis Function Based Methods for Options Pricing under the One Dimension Jump-diffusion Model

6 citations · 9 across the 6 of their papers we have counts for

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stat.ML2022★ 1 cited

Sobolev Spaces, Kernels and Discrepancies over Hyperspheres

Simon Hubbert, Emilio Porcu, Chris. J. Oates +1

This work provides theoretical foundations for kernel methods in the hyperspherical context. Specifically, we characterise the native spaces (reproducing kernel Hilbert spaces) and…

math.NA2022

Convergence of sparse grid Gaussian convolution approximation for multi-dimensional periodic function

Simon Hubbert, Janin Jäger, Jeremy Levesley

We consider the problem of approximating -periodic functions by convolution with a scaled Gaussian kernel. We start by establishing convergence rates to functions from p…