12 citations · 57 across the 23 of their papers we have counts for
6 papers · 1 filter
Uniform Function Estimators in Reproducing Kernel Hilbert Spaces
Paul Dommel, Alois Pichler
This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kern…
Mortality in Germany during the Covid-19 pandemic
Alois Pichler, Dana Uhlig
The Covid-19 pandemic still causes severe impacts on society and the economy. This paper studies excess mortality during the pandemic years 2020 and 2021 in Germany empirically wit…
Uncertainty Analysis for Drift-Diffusion Equations
Greta Marino, Jan-Frederik Pietschmann, Alois Pichler
We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass…
Foundations of Multistage Stochastic Programming
Paul Dommel, Alois Pichler
Multistage stochastic optimization problems are oftentimes formulated informally in a pathwise way. These are correct in a discrete setting and suitable when addressing computation…
Nested Sinkhorn Divergence To Compute The Nested Distance
Alois Pichler, Michael Weinhardt
The nested distance builds on the Wasserstein distance to quantify the difference of stochastic processes, including also the information modelled by filtrations. The Sinkhorn dive…
Mathematical Foundations of Distributionally Robust Multistage Optimization
Alois Pichler, Alexander Shapiro
Distributionally robust optimization involves various probability measures in its problem formulation. They can be bundled to constitute a risk functional. For this equivalence, ri…