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Convergence rates of Gaussian ODE filters |
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| Authors: | Kersting Hans Sullivan T J Hennig Philipp |
| Institution: | 1.University of Tübingen and Max Planck Institute for Intelligent Systems, Maria-von-Linden-Stra?e 6, 72076, Tübingen, Germany ;2.University of Warwick, Coventry, CV4 7AL, United Kingdom ;3.Zuse Institute Berlin, Takustra?e 7, 14195, Berlin, Germany ; |
| Abstract: | Statistics and Computing - A recently introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value... |
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