Tag: occupation
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The Stochastic Occupation Kernel (SOCK) Method for Learning Stochastic Differential Equations
The Stochastic Occupation Kernel (SOCK) Method for Learning Stochastic Differential Equations arXiv:2505.11622v1 Announce Type: new Abstract: We present a novel kernel-based method for learning multivariate stochastic differential equations (SDEs). The method follows a two-step procedure: we first estimate the drift term function, then the (matrix-valued) diffusion function given the drift. Occupation kernels are integral functionals…
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ROCK: A variational formulation for occupation kernel methods in Reproducing Kernel Hilbert Spaces
ROCK: A variational formulation for occupation kernel methods in Reproducing Kernel Hilbert Spaces arXiv:2503.13791v1 Announce Type: new Abstract: We present a Representer Theorem result for a large class of weak formulation problems. We provide examples of applications of our formulation both in traditional machine learning and numerical methods as well as in new and emerging…