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Kernel Methods in Uncertainty Quantification and Experimental Design
Data-Efficient Kernel Methods for Discovering Differential Equations and Their Solution Operators
Houman Owhadi, Caltech
Monday, March 31, 2025
Abstract: We introduce a kernel-based framework for inferring ordinary and partial differential equations from sparse, partial observations of solution-source pairs. The proposed approach comes with simple and transparent convergence, and a priori error estimates guarantees. This presentation is based on a joint work with Bamdad Hosseini, Alexander Hsu, Yasamin Jalalian, and Juan Osorio.