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pro vyhledávání: '"Voßhall, Robert"'
Real-world applications of machine learning models are often subject to legal or policy-based regulations. Some of these regulations require ensuring the validity of the model, i.e., the approximation error being smaller than a threshold. A global me
Externí odkaz:
http://arxiv.org/abs/2406.07474
Probabilistic world models increase data efficiency of model-based reinforcement learning (MBRL) by guiding the policy with their epistemic uncertainty to improve exploration and acquire new samples. Moreover, the uncertainty-aware learning procedure
Externí odkaz:
http://arxiv.org/abs/2403.15908
Autor:
Grothaus, Martin, Voßhall, Robert
We prove an infinite dimensional integration by parts formula on the law of the modulus of the Brownian bridge $BB=(BB_t)_{0 \leq t \leq 1}$ from $0$ to $0$ in use of methods from white noise analysis and Dirichlet form theory. Additionally to the us
Externí odkaz:
http://arxiv.org/abs/1609.02438
Autor:
Voßhall, Robert
In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $\Omega$ with sticky boundary. Under appropriate conditions on the interaction the constructed process solves the unde
Externí odkaz:
http://arxiv.org/abs/1508.02519
Autor:
Grothaus, Martin, Voßhall, Robert
We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $\Omega$ of $\mathbb{R}^d$, $d \geq 1$, with boundary $\Gamma$, where the behavior at the boundary is sticky. The construction covers the case of
Externí odkaz:
http://arxiv.org/abs/1412.3975
Autor:
Grothaus, Martin, Voßhall, Robert
Using Girsanov transformations we construct from sticky reflected Brownian motion on $[0,\infty)$ a conservative diffusion on $E:=[0,\infty)^n$, $n \in \mathbb{N}$, and prove that its transition semigroup possesses the strong Feller property for a sp
Externí odkaz:
http://arxiv.org/abs/1410.6040
We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E:=[0,\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the boundary (st
Externí odkaz:
http://arxiv.org/abs/1409.7171
We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E := [0;\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the boundary.
Externí odkaz:
http://arxiv.org/abs/1203.2078
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