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Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective |
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| Authors: | Tronarp Filip Kersting Hans Särkkä Simo Hennig Philipp |
| Institution: | 1.Department of Electrical Engineering and Automation, Aalto University, 02150, Espoo, Finland ;2.University of Tübingen and Max Planck Institute for Intelligent Systems, 72076, Tübingen, Germany ; |
| Abstract: | Statistics and Computing - We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with nonlinear... |
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