Bayesian ODE Solvers: The Maximum A Posteriori Estimate

Tronarp Filip
Tronarp Filip
Sarkka Simo
Sarkka Simo

Stat. Comput., pp. 232021.

Cited by: 0|Views9
EI

Abstract:

It has recently been established that the numerical solution of ordinary differential equations can be posed as a nonlinear Bayesian inference problem, which can be approximately solved via Gaussian filtering and smoothing, whenever a Gauss--Markov prior is used. In this paper the class of $\nu$ times differentiable linear time invarian...More

Code:

Data:

Full Text
Bibtex
Your rating :
0

 

Tags
Comments