Convergence Rates of Gaussian ODE Filters

25 July 2018

Papers citing "Convergence Rates of Gaussian ODE Filters"

12 / 12 papers shown

Title
Data-Adaptive Probabilistic Likelihood Approximation for Ordinary Differential Equations Mohan Wu Martin Lysy 44 4 0 08 Jun 2023
Modelling the discretization error of initial value problems using the Wishart distribution Naoki Marumo Takeru Matsuda Yuto Miyatake 16 1 0 07 Jun 2023
Fenrir: Physics-Enhanced Regression for Initial Value Problems Filip Tronarp Nathanael Bosch Philipp Hennig 33 13 0 02 Feb 2022
GParareal: A time-parallel ODE solver using Gaussian process emulation K. Pentland M. Tamborrino Timothy John Sullivan J. Buchanan Lynton C. Appel 11 8 0 31 Jan 2022
Bayesian Numerical Methods for Nonlinear Partial Differential Equations Junyang Wang Jon Cockayne O. Chkrebtii T. Sullivan Chris J. Oates 53 19 0 22 Apr 2021
A Probabilistic State Space Model for Joint Inference from Differential Equations and Data Jonathan Schmidt Nicholas Kramer Philipp Hennig 8 23 0 18 Mar 2021
Stable Implementation of Probabilistic ODE Solvers Nicholas Kramer Philipp Hennig 102 20 0 18 Dec 2020
Calibrated Adaptive Probabilistic ODE Solvers Nathanael Bosch Philipp Hennig Filip Tronarp 33 29 0 15 Dec 2020
Bayesian ODE Solvers: The Maximum A Posteriori Estimate Filip Tronarp Simo Sarkka Philipp Hennig 43 42 0 01 Apr 2020
A Role for Symmetry in the Bayesian Solution of Differential Equations Junyang Wang Jon Cockayne Chris J. Oates 13 7 0 24 Jun 2019
Probabilistic Solutions To Ordinary Differential Equations As Non-Linear Bayesian Filtering: A New Perspective Filip Tronarp Hans Kersting Simo Särkkä Philipp Hennig 25 63 0 08 Oct 2018
Probabilistic Linear Solvers: A Unifying View Simon Bartels Jon Cockayne Ilse C. F. Ipsen Philipp Hennig 9 24 0 08 Oct 2018