Bayesian solution uncertainty quantification for differential equations

From MaRDI portal
Publication:516553

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



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (46)

Randomised one-step time integration methods for deterministic operator differential equationsAugmented Gaussian random field: theory and computationTwo-step Bayesian methods for generalized regression driven by partial differential equationsOn the long-term simulation of stochastic differential equations for predicting effective dispersion coefficientsThe role of statistics in data-centric engineeringUncertainty quantification using probabilistic numerics: application to models in mathematical epidemiologyRate-optimal refinement strategies for local approximation MCMCConfidence intervals for finite difference solutionsInferring solutions of differential equations using noisy multi-fidelity dataA regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theoryBayesian smooth‐and‐match inference for ordinary differential equations models linear in the parametersSubset simulation for probabilistic computer modelsA framework for machine learning of model error in dynamical systemsBayesian operator inference for data-driven reduced-order modelingDynamic data-driven Bayesian GMsFEMA statistical approach to estimating adsorption-isotherm parameters in gradient-elution preparative liquid chromatographyRandom time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integrationMultigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information GamesProbabilistic solvers enable a straight-forward exploration of numerical uncertainty in neuroscience modelsTheoretical Guarantees for the Statistical Finite Element MethodA Bayesian approach to estimate parameters of ordinary differential equationBayesian two-step estimation in differential equation modelsStatistical analysis of differential equations: introducing probability measures on numerical solutionsRandom Forward Models and Log-Likelihoods in Bayesian Inverse ProblemsConvergence rates of Gaussian ODE filtersBayesian Optimal Design for Ordinary Differential Equation Models With Application in Biological ScienceConvPDE-UQ: convolutional neural networks with quantified uncertainty for heterogeneous elliptic partial differential equations on varied domainsPhysics-informed cokriging: a Gaussian-process-regression-based multifidelity method for data-model convergenceA probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problemsGamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficientsA hierarchical spatiotemporal statistical model motivated by glaciologyNon-invasive inference of thrombus material properties with physics-informed neural networksEmulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problemsBounds optimization of model response moments: a twin-engine Bayesian active learning methodBayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone EquipmentDe-noising by thresholding operator adapted waveletsStrong convergence rates of probabilistic integrators for ordinary differential equationsAdaptive step-size selection for state-space probabilistic differential equation solversProbabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspectiveA modern retrospective on probabilistic numericsA role for symmetry in the Bayesian solution of differential equationsBayesian ODE solvers: the maximum a posteriori estimateBayesian numerical methods for nonlinear partial differential equationsBayesian Probabilistic Numerical MethodsA probabilistic model for the numerical solution of initial value problemsEstimation of Ordinary Differential Equation Models with Discretization Error Quantification




This page was built for publication: Bayesian solution uncertainty quantification for differential equations