3 papers
math.ST2025
Convergence Rates for Realizations of Gaussian Random Variables
Daniel Winkle, Ingo Steinwart, Bernard Haasdonk
This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables…
math.ST2025
Convergence Analysis of a Greedy Algorithm for Conditioning Gaussian Random Variables
Daniel Winkle, Ingo Steinwart, Bernard Haasdonk
In the context of Gaussian conditioning, greedy algorithms iteratively select the most informative measurements, given an observed Gaussian random variable. However, the convergenc…
math.PR2024
When does a Gaussian process have its paths in a reproducing kernel Hilbert space?
Ingo Steinwart
We investigate for which Gaussian processes there do or do not exist reproducing kernel Hilbert spaces (RKHSs) that contain almost all of their paths. In particular, we establish a…