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math.CA2022
Orthonormal Expansions for Translation-Invariant Kernels
Filip Tronarp, Toni Karvonen
We present a general Fourier analytic technique for constructing orthonormal basis expansions of translation-invariant kernels from orthonormal bases of …
cs.LG2022★ 2 cited
Fenrir: Physics-Enhanced Regression for Initial Value Problems
Filip Tronarp, Nathanael Bosch, Philipp Hennig
We show how probabilistic numerics can be used to convert an initial value problem into a Gauss--Markov process parametrised by the dynamics of the initial value problem. Consequen…