Paul Scharnhorst

Robust Uncertainty Bounds in Reproducing Kernel Hilbert Spaces: A Convex Optimization Approach

2021 · arXiv (Cornell University)

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where outputs …