Calibrated Adaptive Probabilistic ODE Solvers

15 December 2020

Papers citing "Calibrated Adaptive Probabilistic ODE Solvers"

20 / 20 papers shown

Title
Adaptive Probabilistic ODE Solvers Without Adaptive Memory Requirements Nicholas Krämer 29 0 0 14 Oct 2024
Numerically Robust Fixed-Point Smoothing Without State Augmentation Nicholas Krämer 39 2 0 30 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
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 46 3 0 02 Oct 2023
Data-Adaptive Probabilistic Likelihood Approximation for Ordinary Differential Equations Mohan Wu Martin Lysy 46 4 0 08 Jun 2023
Probabilistic Exponential Integrators Nathanael Bosch Philipp Hennig Filip Tronarp 38 6 0 24 May 2023
Gaussian Process Priors for Systems of Linear Partial Differential Equations with Constant Coefficients Marc Härkönen Markus Lange-Hegermann Bogdan Raiță 32 15 0 29 Dec 2022
Constraining Gaussian Processes to Systems of Linear Ordinary Differential Equations Andreas Besginow Markus Lange-Hegermann 32 11 0 26 Aug 2022
Fenrir: Physics-Enhanced Regression for Initial Value Problems Filip Tronarp Nathanael Bosch Philipp Hennig 41 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 54 17 0 03 Dec 2021
Probabilistic Numerical Method of Lines for Time-Dependent Partial Differential Equations Nicholas Kramer Jonathan Schmidt Philipp Hennig 32 18 0 22 Oct 2021
Probabilistic ODE Solutions in Millions of Dimensions Nicholas Kramer Nathanael Bosch Jonathan Schmidt Philipp Hennig 42 18 0 22 Oct 2021
Pick-and-Mix Information Operators for Probabilistic ODE Solvers Nathanael Bosch Filip Tronarp Philipp Hennig 46 10 0 20 Oct 2021
Black Box Probabilistic Numerics Onur Teymur Christopher N. Foley Philip G. Breen Toni Karvonen Chris J. Oates 38 5 0 15 Jun 2021
Linear-Time Probabilistic Solutions of Boundary Value Problems Nicholas Kramer Philipp Hennig 19 1 0 14 Jun 2021
Bayesian Numerical Methods for Nonlinear Partial Differential Equations Junyang Wang Jon Cockayne O. Chkrebtii T. Sullivan Chris J. Oates 59 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