75 citations · 236 across the 75 of their papers we have counts for
5 papers · 1 filter
Operator Calculus for Population-Based Optimization: Modular Convergence and Finite-Population Guarantees
Pekka Malo, Lauri Viitasaari, Patrik Nummi +3
Population-based optimizers combine update rules such as mutation, selection, and recombination. When one rule changes, it is often unclear which convergence guarantees survive or…
Parameter estimation in generalized fractional neuronal models
Pauliina Ilmonen, Milla Laurikkala, Enrica Pirozzi +2
We investigate a generalized stochastic fractional neuronal model combining fractional dynamics with correlated stochastic inputs. The proposed framework is described by a fraction…
Lower path regularity in all dimensions
Michael Hinz, Jonas M. Tölle, Lauri Viitasaari
We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions . Examples include Gaussian processes, in parti…
Error analysis for learning fractional stochastic differential equations with applications in neural approximations
Mahdi Dehshiri, Kerlyns Martinez, Lauri Viitasaari
This paper develops a framework for the error analysis in nonparametric model fitting of fractional stochastic differential equations based on discrete observations. We identify an…
Smoothness of martingale observables and generalized Feynman-Kac formulas
Alex Karrila, Lauri Viitasaari
We prove that, under the Hörmander criterion on an Itô process, all its martingale observables are smooth. As a consequence, we also obtain a generalized Feynman-Kac formula provid…