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"

11 / 11 papers shown

Title
Modelling pathwise uncertainty of Stochastic Differential Equations samplers via Probabilistic Numerics Yvann Le Fay Simo Särkkä Adrien Corenflos 37 0 0 23 Nov 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
Constraining Gaussian Processes to Systems of Linear Ordinary Differential Equations Andreas Besginow Markus Lange-Hegermann 24 11 0 26 Aug 2022
Fenrir: Physics-Enhanced Regression for Initial Value Problems Filip Tronarp Nathanael Bosch Philipp Hennig 33 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 49 17 0 03 Dec 2021
Piecewise monotone estimation in one-parameter exponential family Takeru Matsuda Yuto Miyatake 25 2 0 30 Aug 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
Stable Implementation of Probabilistic ODE Solvers Nicholas Kramer Philipp Hennig 99 20 0 18 Dec 2020
Calibrated Adaptive Probabilistic ODE Solvers Nathanael Bosch Philipp Hennig Filip Tronarp 33 29 0 15 Dec 2020
Generalized Kalman Smoothing: Modeling and Algorithms Aleksandr Aravkin J. Burke L. Ljung A. Lozano G. Pillonetto 79 111 0 20 Sep 2016