Lukas Gonon

5 papers · 2020–2025 · 3 venues · across top CS/AI venues

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Achievements

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🌍 Conference Polyglot · Bronze 🏃 Academic Marathon · Sprint 🌉 Interdisciplinary Bridge · Silver 🗺️ Taxonomy Completionist (13) 🏆 Keyword Champion (2)

Venues

JMLR (3) ICLR (1) ICML (1)

Top co-authors

Nikita Zozoulenko (2) Thomas Cass (2) Ruben Wiedemann (1) Juan-Pablo Ortega (1) Antoine Jacquier (1) Lyudmila Grigoryeva (1)

Research topics

Machine Learning (5) Optimization & Theory (5) Deep Learning (3) Architectures (3) Core Methods (3) Mathematics & Optimization (2) Computer Vision (1) Analysis (1) Probability (1) Statistics (1)

Keywords

option pricing (2) statistical learning theory (1) empirical risk minimization (1) time series (1) boosting (1) generalization error (1) rademacher complexity (1) novelty detection (1) mahalanobis distance (1) reservoir computing (1) curse of dimensionality (1) closed-form solution (1) dynamical system (1) risk bound (1) partial differential equation (1) random feature (1) covariance operator (1) non-asymptotic bound (1) functional gradient (1) tikhonov regularization (1)

Papers

Infinite-dimensional Mahalanobis Distance with Applications to Kernelized Novelty Detection JMLR 2025 Operator Deep Smoothing for Implied Volatility ICLR 2025 Random Feature Representation Boosting ICML 2025 Random Feature Neural Networks Learn Black-Scholes Type PDEs Without Curse of Dimensionality JMLR 2023 Risk Bounds for Reservoir Computing JMLR 2020