Statistical analysis of differential equations: introducing probability measures on numerical solutions
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Publication:1703820
DOI10.1007/s11222-016-9671-0zbMath1384.62082OpenAlexW2467245180WikidataQ59614105 ScholiaQ59614105MaRDI QIDQ1703820
Konstantinos C. Zygalakis, Andrew M. Stuart, Simo Särkkä, Patrick R. Conrad, Mark A. Girolami
Publication date: 7 March 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-016-9671-0
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Bayesian inference (62F15) Numerical solution of inverse problems involving ordinary differential equations (65L09)
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