Statistical analysis of differential equations: introducing probability measures on numerical solutions
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Cites work
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- scientific article; zbMATH DE number 802686 (Why is no real title available?)
- scientific article; zbMATH DE number 967568 (Why is no real title available?)
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- Spline-Based Emulators for Radiative Shock Experiments With Measurement Error
- Stability of noisy Metropolis-Hastings
- Statistical inverse problems: discretization, model reduction and inverse crimes
Cited in
(42)- Numerical Gaussian processes for time-dependent and nonlinear partial differential equations
- Probabilistic approach to characterize quantitative uncertainty in numerical approximations
- The role of differential equations in applied statistics
- Multi-fidelity uncertainty quantification method with application to nonlinear structural response analysis
- On method of statistical differentials
- A statistical approach to the Cauchy problem for the Laplace equation
- A modern retrospective on probabilistic numerics
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- Error Bound Analysis of the Stochastic Parareal Algorithm
- Bayesian smooth‐and‐match inference for ordinary differential equations models linear in the parameters
- Deterministic and stochastic phase-field modeling of anisotropic brittle fracture
- A hierarchical spatiotemporal statistical model motivated by glaciology
- Randomised one-step time integration methods for deterministic operator differential equations
- Gaussian processes for Bayesian inverse problems associated with linear partial differential equations
- Differential equations in data analysis
- Bayesian ODE solvers: the maximum a posteriori estimate
- A probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problems
- Random forward models and log-likelihoods in Bayesian inverse problems
- Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems
- Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games
- A Bayesian approach to modeling finite element discretization error
- Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration
- Bayes linear analysis for ordinary differential equations
- Modelling the discretization error of initial value problems using the Wishart distribution
- Comment on article by Chkrebtii, Campbell, Calderhead and Girolami
- Theoretical Guarantees for the Statistical Finite Element Method
- A role for symmetry in the Bayesian solution of differential equations
- Bayesian Probabilistic Numerical Methods
- Bayesian probabilistic numerical methods in time-dependent state estimation for industrial hydrocyclone equipment
- Convergence rates of Gaussian ODE filters
- Estimation of ordinary differential equation models with discretization error quantification
- Strong convergence rates of probabilistic integrators for ordinary differential equations
- A probabilistic model for the numerical solution of initial value problems
- Probabilistic solutions to DAEs learning from physical data
- The fundamental importance of differential equations with three singularities in Mathematical Statistics
- Probabilistic solvers enable a straight-forward exploration of numerical uncertainty in neuroscience models
- Randomized Quasi-Optimal Local Approximation Spaces in Time
- Numerical approach for quantification of epistemic uncertainty
- On statistical and measure-valued solutions of differential equations
- Confidence intervals for finite difference solutions
- Comment on article by Chkrebtii, Campbell, Calderhead and Girolami
- Uncertainty quantification in the numerical solution of coupled systems by involutive completion
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