30 citations · 58 across the 19 of their papers we have counts for
8 papers · 1 filter
Robust Control under Stationary Ambiguity
Konrad J. Mueller, Amira Akkari, Ben Wood +1
Control policies optimized in simulation can perform poorly in the real system when the parameters of the simulator are estimated from limited data but the resulting parameter…
Universality and Approximation Rates of Graph Neural Networks with Random Features
Lukas Gonon, Thilo Meyer-Brandis, Niklas Weber
We investigate message-passing graph neural networks with random node features. Random node features are known to enhance the expressiveness of graph neural networks (GNNs) both th…
Neural Slack Variables for Shape Constraints
Ruben Wiedemann, Antoine Jacquier, Lukas Gonon
Enforcing functional inequality constraints such as monotonicity and convexity in neural networks is a fundamental challenge in many industrial and scientific applications. Classic…
Generating Financial Time Series by Matching Random Convolutional Features
Konrad J. Mueller, Nikita Zozoulenko, Ben Wood +2
Generating realistic financial time series is challenging as training data is often limited to a single historical path. With such scarce data, overfitting is hard to avoid, especi…
Universal randomised signatures for generative time series modelling
Francesca Biagini, Lukas Gonon, Niklas Walter
Randomised signature has been proposed as a flexible and easily implementable alternative to the well-established path signature. In this article, we employ randomised signature to…
Infinite-dimensional reservoir computing
Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega
Reservoir computing approximation and generalization bounds are proved for a new concept class of input/output systems that extends the so-called generalized Barron functionals to…