Bayesian ODE Solvers: The Maximum A Posteriori Estimate
Stat. Comput., pp. 232021.
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
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