3 papers
stat.ME2026
Modified Bryson-Frazier Smoothing and Hyperparameter Learning for Temporal Gaussian Process Regression
Tom Colemont, Brecht Evens, Tjonnie G. F. Li +1
One-dimensional Gaussian processes with stationary, integrable kernel functions admit exact or arbitrarily accurate state-space representations, enabling linear-time inference thro…
math.OC2025
Spingarn's Method and Progressive Decoupling Beyond Elicitable Monotonicity
Brecht Evens, Puya Latafat, Panagiotis Patrinos
Spingarn's method of partial inverses and the progressive decoupling algorithm address inclusion problems involving the sum of an operator and the normal cone of a linear subspace,…
math.OC2024
Scaled Relative Graphs for Nonmonotone Operators with Applications in Circuit Theory
Jan Quan, Brecht Evens, Rodolphe Sepulchre +1
The scaled relative graph (SRG) is a powerful graphical tool for analyzing the properties of operators, by mapping their graph onto the complex plane. In this work, we study the SR…