Bayesian Analysis of ODEs: Solver Optimal Accuracy and Bayes Factors

DOI10.1137/140976777zbMath1352.65193arXiv1311.2281OpenAlexW310515683MaRDI QIDQ3179310

Marcos A. Capistrán, Sophie Donnet, J. Andres Christen

Publication date: 21 December 2016

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.2281

zbMATH Keywords

inverse problemsBayes factorsBayesian inferencenumerical analysis of ODEs

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics (62P99) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solution of inverse problems involving ordinary differential equations (65L09)

Related Items (8)

Penalised t-walk MCMC ⋮ Disentangling the role of virus infectiousness and awareness-based human behavior during the early phase of the COVID-19 pandemic in the European Union ⋮ Error control of the numerical posterior with Bayes factors in Bayesian uncertainty quantification ⋮ Statistical analysis of differential equations: introducing probability measures on numerical solutions ⋮ Bayesian Mesh Adaptation for Estimating Distributed Parameters ⋮ Bayesian analysis for a fractional population growth model ⋮ Strong convergence rates of probabilistic integrators for ordinary differential equations ⋮ Bayesian Probabilistic Numerical Methods

Uses Software

• LSODE
• t-walk
• Rtwalk
• pyuvdata

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