scientific article; zbMATH DE number 802686
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Publication:4849795
zbMATH Open0828.65078MaRDI QIDQ4849795FDOQ4849795
Authors: John Skilling
Publication date: 10 January 1996
Title of this publication is not available (Why is that?)
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Bayesian inference (62F15) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Cited In (26)
- Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series
- Statistical analysis of differential equations: introducing probability measures on numerical solutions
- A modern retrospective on probabilistic numerics
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- Bayesian analysis of ODEs: solver optimal accuracy and Bayes factors
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- Inferring solutions of differential equations using noisy multi-fidelity data
- A probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problems
- Bayesian ODE solvers: the maximum a posteriori estimate
- Bayesian numerical methods for nonlinear partial differential equations
- Random forward models and log-likelihoods in Bayesian inverse problems
- Bayesian estimation of ordinary differential equation models when the likelihood has multiple local modes
- Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games
- A Bayesian approach to modeling finite element discretization error
- A statistical approximation for solving some ordinary linear differential equations
- Laplace based Bayesian inference for ordinary differential equation models using regularized artificial neural networks
- Bayes linear analysis for ordinary differential equations
- Using the Bayesian Shtarkov solution for predictions
- A role for symmetry in the Bayesian solution of differential equations
- Convergence rates of Gaussian ODE filters
- Manifold-constrained Gaussian process inference for time-varying parameters in dynamic systems
- Adaptive step-size selection for state-space probabilistic differential equation solvers
- Strong convergence rates of probabilistic integrators for ordinary differential equations
- A probabilistic model for the numerical solution of initial value problems
- Solving and learning nonlinear PDEs with Gaussian processes
- Bayesian solution uncertainty quantification for differential equations
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