3 papers
stat.ML2025
Error Propagation in Dynamic Programming: From Stochastic Control to Option Pricing
Andrea Della Vecchia, Damir FilipoviÄ
This paper investigates theoretical and methodological foundations for stochastic optimal control (SOC) in discrete time. We start formulating the control problem in a general dyna…
stat.ML2025
Computational Efficiency under Covariate Shift in Kernel Ridge Regression
Andrea Della Vecchia, Arnaud Mavakala Watusadisi, Ernesto De Vito +1
This paper addresses the covariate shift problem in the context of nonparametric regression within reproducing kernel Hilbert spaces (RKHSs). Covariate shift arises in supervised l…
stat.ML2025
The Nyström method for convex loss functions
Andrea Della Vecchia, Ernesto De Vito, Jaouad Mourtada +1
We investigate an extension of classical empirical risk minimization, where the hypothesis space consists of a random subspace within a given Hilbert space. Specifically, we examin…