A probabilistic model for the numerical solution of initial value
problems

A probabilistic model for the numerical solution of initial value problems

17 October 2016

Michael Schober

Simo Särkkä

Papers citing "A probabilistic model for the numerical solution of initial value problems"

9 / 9 papers shown

Title
Numerically Robust Fixed-Point Smoothing Without State Augmentation Nicholas Krämer 67 2 0 30 Sep 2024
Bayesian Probabilistic Numerical Methods Jon Cockayne Chris J. Oates T. Sullivan Mark Girolami 48 165 0 13 Feb 2017
Probabilistic Linear Multistep Methods Onur Teymur K. Zygalakis B. Calderhead 16 33 0 26 Oct 2016
Parallelizable sparse inverse formulation Gaussian processes (SpInGP) A. Grigorievskiy Neil D. Lawrence Simo Särkkä 32 22 0 25 Oct 2016
Active Uncertainty Calibration in Bayesian ODE Solvers Hans Kersting Philipp Hennig 27 46 0 11 May 2016
Towards Machine Wald H. Owhadi C. Scovel TPM 54 42 0 10 Aug 2015
Probabilistic Numerics and Uncertainty in Computations Philipp Hennig Michael A. Osborne Mark Girolami 34 305 0 03 Jun 2015
On solving Ordinary Differential Equations using Gaussian Processes David Barber 28 5 0 17 Aug 2014
Probabilistic ODE Solvers with Runge-Kutta Means Michael Schober David Duvenaud Philipp Hennig 37 116 0 10 Jun 2014