H. Oberhauser

发表

Signature Moments to Characterize Laws of Stochastic Processes

I. Chevyrev, H. Oberhauser, Harald Oberhauser, 2018, J. Mach. Learn. Res..

Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs

H. Oberhauser, Paul Gassiat, G. D. Reis, 2013, 1301.3798.

On the splitting-up method for rough (partial) differential equations

H. Oberhauser, P. Friz, Harald Oberhauser, 2010, 1008.0513.

Rough path limits of the Wong–Zakai type with a modified drift term

Peter K. Friz, Harald Oberhauser, H. Oberhauser, 2009 .

An integral equation for Root's barrier and the generation of Brownian increments

Aleksandar Mijatovi'c, H. Oberhauser, Paul Gassiat, 2013, 1309.5877.

Robust filtering: Correlated noise and multidimensional observation

D. Crisan, D. Crisan, H. Oberhauser, 2012, 1201.1858.

Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering

H. Oberhauser, C. Bayer, Harald Oberhauser, 2016 .

Neural SDEs Made Easy: SDEs are Inﬁnite-Dimensional GANS

Terry Lyons, Xuechen Li, H. Oberhauser, 2020 .

A (ROUGH) PATHWISE APPROACH TO FULLY NON-LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

M. Caruana, H. Oberhauser, P. Friz, 2009 .

Positively Weighted Kernel Quadrature via Subsampling

Terry Lyons, H. Oberhauser, Satoshi Hayakawa, 2021, ArXiv.

Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs

W. Stannat, Sebastian Riedel, H. Oberhauser, 2014 .

Capturing Graphs with Hypo-Elliptic Diffusions

H. Oberhauser, Darrick Lee, Csaba Tóth, 2022, NeurIPS.

Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination

Michael A. Osborne, H. Oberhauser, Martin Jørgensen, 2022, 2206.04734.

An Optimal Polynomial Approximation of Brownian Motion | SIAM Journal on Numerical Analysis | Vol. 58, No. 3 | Society for Industrial and Applied Mathematics

Terry Lyons, H. Oberhauser, James Foster, 2020 .

Adapted topologies and higher rank signatures

H. Oberhauser, Chong Liu, Patric Bonnier, 2020, The Annals of Applied Probability.

Tangent Space and Dimension Estimation with the Wasserstein Distance

Vidit Nanda, H. Oberhauser, Uzu Lim, 2021, ArXiv.

Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination

Michael A. Osborne, H. Oberhauser, Martin Jørgensen, 2022, ArXiv.

On a Chen–Fliess approximation for diffusion functionals

H. Oberhauser, C. Litterer, Harald Oberhauser, 2011, 1110.2481.

Positively Weighted Kernel Quadrature via Subsampling

Terry Lyons, H. Oberhauser, Satoshi Hayakawa, 2021, ArXiv.

Hypercontractivity meets random convex hulls: analysis of randomized multivariate cubatures

Terry Lyons, H. Oberhauser, Satoshi Hayakawa, 2022, Proceedings of the Royal Society A.

Rough path stability of SPDEs arising in non-linear filtering

H. Oberhauser, P. Friz, 2010 .

Increase in initiation sites for chromatin directed RNA synthesis by acetylation of chromosomal proteins.

A. Csordás, H. Oberhauser, B. Puschendorf, 1978, Biochemical and biophysical research communications.

Rough path stability of (semi-)linear SPDEs

H. Oberhauser, P. Friz, Harald Oberhauser, 2013, Probability Theory and Related Fields.

Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination

Michael A. Osborne, H. Oberhauser, Martin Jørgensen, 2022, ArXiv.

Estimating the probability that a given vector is in the convex hull of a random sample

Terry Lyons, H. Oberhauser, Satoshi Hayakawa, 2021, Probability Theory and Related Fields.

On a Chen–Fliess approximation for diffusion functionals

H. Oberhauser, C. Litterer, Harald Oberhauser, 2014, Monatshefte für Mathematik.

Edinburgh Research Explorer Persistence paths and signature features in topological data analysis

Vidit Nanda, I. Chevyrev, H. Oberhauser, 2018 .

Grid-Free Computation of Probabilistic Safety with Malliavin Calculus

A. Abate, H. Oberhauser, Francesco Cosentino, 2021, IEEE Transactions on Automatic Control.

Acceleration of Descent-based Optimization Algorithms via Carathéodory's Theorem pdf

Alessandro Abate, Francesco Cosentino, Harald Oberhauser, 2020, ArXiv.

Sketching the order of events pdf

Terry Lyons, Harald Oberhauser, Terry Lyons, 2017, ArXiv.

Nonlinear Independent Component Analysis for Continuous-Time Signals

H. Oberhauser, Alexander Schell, 2021, ArXiv.

SOBER: Scalable Batch Bayesian Optimization and Quadrature using Recombination Constraints

H. Oberhauser, Martin Jørgensen, Satoshi Hayakawa, 2023, ArXiv.

Rough path stability of (semi-)linear SPDEs

Harald Oberhauser, Peter Friz, H. Oberhauser, 2010, 1005.1781.

Kernelized Cumulants: Beyond Kernel Mean Embeddings

H. Oberhauser, Zolt'an Szab'o, Patric Bonnier, 2023, ArXiv.

Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination

Michael A. Osborne, H. Oberhauser, Martin Jørgensen, 2022, NeurIPS.

Kernels for sequentially ordered data

Franz J. Király, Harald Oberhauser, F. Király, 2016, J. Mach. Learn. Res..

A free boundary characterisation of the Root barrier for Markov processes

H. Oberhauser, Paul Gassiat, C. Z. Zou, 2019, Probability Theory and Related Fields.

Seq2Tens: An Efficient Representation of Sequences by Low-Rank Tensor Projections pdf

Harald Oberhauser, Patric Bonnier, Csaba Toth, 2020, ICLR.