Probabilistic Solutions To Ordinary Differential Equations As Non-Linear Bayesian Filtering: A New Perspective

8 October 2018

Simo Särkkä

Papers citing "Probabilistic Solutions To Ordinary Differential Equations As Non-Linear Bayesian Filtering: A New Perspective"

31 / 31 papers shown

Title
Flexible and Efficient Probabilistic PDE Solvers through Gaussian Markov Random Fields Tim Weiland Marvin Pfortner Philipp Hennig AI4CE 40 0 0 11 Mar 2025
Adaptive Probabilistic ODE Solvers Without Adaptive Memory Requirements Nicholas Krämer 24 0 0 14 Oct 2024
Physics-Informed Variational State-Space Gaussian Processes Oliver Hamelijnck Arno Solin Theodoros Damoulas 31 0 0 20 Sep 2024
Probabilistic Numeric SMC Sampling for Bayesian Nonlinear System Identification in Continuous Time Joe D. Longbottom M.D. Champneys T. J. Rogers 41 1 0 19 Apr 2024
Diffusion Tempering Improves Parameter Estimation with Probabilistic Integrators for Ordinary Differential Equations Jonas Beck Nathanael Bosch Michael Deistler Kyra L. Kadhim Jakob H. Macke Philipp Hennig Philipp Berens DiffM 41 4 0 19 Feb 2024
Gaussian process learning of nonlinear dynamics Dongwei Ye Mengwu Guo 18 4 0 19 Dec 2023
Modelling pathwise uncertainty of Stochastic Differential Equations samplers via Probabilistic Numerics Yvann Le Fay Simo Särkkä Adrien Corenflos 37 0 0 23 Nov 2023
Parallel-in-Time Probabilistic Numerical ODE Solvers Nathanael Bosch Adrien Corenflos F. Yaghoobi Filip Tronarp Philipp Hennig Simo Särkkä 40 3 0 02 Oct 2023
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
Probabilistic Exponential Integrators Nathanael Bosch Philipp Hennig Filip Tronarp 30 6 0 24 May 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
ProbNum: Probabilistic Numerics in Python Jonathan Wenger Nicholas Kramer Marvin Pfortner Jonathan Schmidt Nathanael Bosch ... A. Gessner Toni Karvonen F. Briol Maren Mahsereci Philipp Hennig 49 17 0 03 Dec 2021
Probabilistic Numerical Method of Lines for Time-Dependent Partial Differential Equations Nicholas Kramer Jonathan Schmidt Philipp Hennig 24 18 0 22 Oct 2021
Probabilistic ODE Solutions in Millions of Dimensions Nicholas Kramer Nathanael Bosch Jonathan Schmidt Philipp Hennig 26 18 0 22 Oct 2021
Pick-and-Mix Information Operators for Probabilistic ODE Solvers Nathanael Bosch Filip Tronarp Philipp Hennig 33 10 0 20 Oct 2021
Piecewise monotone estimation in one-parameter exponential family Takeru Matsuda Yuto Miyatake 25 2 0 30 Aug 2021
Black Box Probabilistic Numerics Onur Teymur Christopher N. Foley Philip G. Breen Toni Karvonen Chris J. Oates 30 5 0 15 Jun 2021
Linear-Time Probabilistic Solutions of Boundary Value Problems Nicholas Kramer Philipp Hennig 6 1 0 14 Jun 2021
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
A Fourier State Space Model for Bayesian ODE Filters Hans Kersting Maren Mahsereci 6 3 0 17 Jul 2020
Bayesian ODE Solvers: The Maximum A Posteriori Estimate Filip Tronarp Simo Sarkka Philipp Hennig 43 42 0 01 Apr 2020
Differentiable Likelihoods for Fast Inversion of 'Likelihood-Free' Dynamical Systems Hans Kersting N. Krämer Martin Schiegg Christian Daniel Michael Tiemann Philipp Hennig 19 21 0 21 Feb 2020
A Role for Symmetry in the Bayesian Solution of Differential Equations Junyang Wang Jon Cockayne Chris J. Oates 11 7 0 24 Jun 2019
A Modern Retrospective on Probabilistic Numerics Chris J. Oates T. Sullivan AI4CE 8 64 0 14 Jan 2019
Convergence Rates of Gaussian ODE Filters Hans Kersting T. Sullivan Philipp Hennig 6 39 0 25 Jul 2018
Model-based Kernel Sum Rule: Kernel Bayesian Inference with Probabilistic Models Yu Nishiyama Motonobu Kanagawa A. Gretton Kenji Fukumizu 25 3 0 18 Sep 2014