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Bayesian ODE solvers: the maximum a posteriori estimate (Q2058726)

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Language	Label	Description	Also known as
English	Bayesian ODE solvers: the maximum a posteriori estimate	scientific article

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scholarly article

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Bayesian ODE solvers: the maximum a posteriori estimate (English)

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Statistics and Computing

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publication date

9 December 2021

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full work available at URL

https://arxiv.org/abs/2004.00623

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zbMATH Keywords

probabilistic numerical methods

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maximum a posteriori estimation

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kernel methods

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MaRDI profile type

MaRDI publication profile

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Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

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An extension of a bound for functions in Sobolev spaces, with applications to \((m, s)\)-spline interpolation and smoothing

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Discrete-Time Solutions to the Continuous-Time Differential Lyapunov Equation With Applications to Kalman Filtering

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The Iterated Kalman Smoother as a Gauss–Newton Method

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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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Numerical Methods for Ordinary Differential Equations

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Bayesian solution uncertainty quantification for differential equations

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Bayesian Probabilistic Numerical Methods

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Statistical analysis of differential equations: introducing probability measures on numerical solutions

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Asymptotic analysis of penalized likelihood and related estimators

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Iterated Extended Kalman Smoother-Based Variable Splitting for $L_1$-Regularized State Estimation

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Mathematical Foundations of Infinite-Dimensional Statistical Models

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Probabilistic numerics and uncertainty in computations

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Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings

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Gaussian kernel quadrature at scaled Gauss-Hermite nodes

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Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions

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The theory of differential equations. Classical and qualitative

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Convergence rates of Gaussian ODE filters

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Some results on Tchebycheffian spline functions and stochastic processes

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A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines

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A globalization scheme for the generalized Gauss-Newton method

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Strong convergence rates of probabilistic integrators for ordinary differential equations

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Nemitsky operators on Sobolev spaces

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Estimation of Ordinary Differential Equation Models with Discretization Error Quantification

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A modern retrospective on probabilistic numerics

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Stochastic differential equations. An introduction with applications.

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Applied Stochastic Differential Equations

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A probabilistic model for the numerical solution of initial value problems

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Error Bounds for Polynomial Spline Interpolation

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Vector-valued Lg-splines. I: Interpolating splines

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Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective

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Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh

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A property of multiplication in Sobolev spaces. Some applications

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Computing integrals involving the matrix exponential

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A class of approximate solutions to linear operator equations

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A role for symmetry in the Bayesian solution of differential equations

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Stochastic interpretations and recursive algorithms for spline functions

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S11222-021-09993-7

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Sitelinks

Mathematics(1 entry)

mardi Publication:2058726

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