Bayesian solution uncertainty quantification for differential equations

DOI10.1214/16-BA1017zbMath1357.62108arXiv1306.2365OpenAlexW2962738342MaRDI QIDQ516553

Oksana A. Chkrebtii, Ben Calderhead, David A. Campbell, Mark A. Girolami

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.2365

zbMATH Keywords

Gaussian processesuncertainty quantificationdifferential equation modelsBayesian numerical analysisuncertainty in computer models

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Miscellaneous topics in partial differential equations (35R99) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34K99)

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