Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes

BSDEs , martingale problems , pseudo - PDEs and applications

Ergodic BSDEs and related PDEs with Neumann boundary conditions

We study a new class of ergodic backward stochastic differential equations (EBSDEs for short) which is linked with semi-linear Neumann type boundary value problems related to ergodic phenomenas. The particularity of these problems is that the ergodic constant appears in Neumann boundary conditions. We study the existence and uniqueness of solutions to EBSDEs and the link with partial differenti...

Dependent Gaussian Processes

Gaussian processes are usually parameterised in terms of their covariance functions. However, this makes it difficult to deal with multiple outputs, because ensuring that the covariance matrix is positive definite is problematic. An alternative formulation is to treat Gaussian processes as white noise sources convolved with smoothing kernels, and to parameterise the kernel instead. Using this, ...

Multi-class Classification with Dependent Gaussian Processes

We present a novel multi-output Gaussian process model for multi-class classification. We build on the formulation of Gaussian processes via convolution of white Gaussian noise processes with a parameterized kernel and present a new class of multi-output covariance functions. The latter allow for greater flexibility in modelling relationships between outputs while being parsimonious with regard...

the past hospitalization and its association with suicide attempts and ideation in patients with mdd and comparison with bmd (depressed type) group

چکیده ندارد.