Bayesian ODE Solvers: The Maximum A Posteriori Estimate

Bayesian ODE Solvers: The Maximum A Posteriori Estimate

1 April 2020

Simo Sarkka

Papers citing "Bayesian ODE Solvers: The Maximum A Posteriori Estimate"

10 / 10 papers shown

Title
Modelling pathwise uncertainty of Stochastic Differential Equations samplers via Probabilistic Numerics Yvann Le Fay Simo Särkkä Adrien Corenflos 27 0 0 23 Nov 2023
Data-Adaptive Probabilistic Likelihood Approximation for Ordinary Differential Equations Mohan Wu Martin Lysy 36 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 25 13 0 02 Feb 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 46 17 0 03 Dec 2021
Piecewise monotone estimation in one-parameter exponential family Takeru Matsuda Yuto Miyatake 17 2 0 30 Aug 2021
Bayesian Numerical Methods for Nonlinear Partial Differential Equations Junyang Wang Jon Cockayne O. Chkrebtii T. Sullivan Chris J. Oates 48 19 0 22 Apr 2021
Stable Implementation of Probabilistic ODE Solvers Nicholas Kramer Philipp Hennig 88 20 0 18 Dec 2020
Calibrated Adaptive Probabilistic ODE Solvers Nathanael Bosch Philipp Hennig Filip Tronarp 31 29 0 15 Dec 2020
Generalized Kalman Smoothing: Modeling and Algorithms Aleksandr Aravkin J. Burke L. Ljung A. Lozano G. Pillonetto 74 111 0 20 Sep 2016