Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
2019
Article
ei
pn
Author(s): | Tronarp, F. and Kersting, H. and Särkkä, S.and Hennig P. |
Journal: | Statistics and Computing |
Volume: | 29 |
Number (issue): | 6 |
Pages: | 1297--1315 |
Year: | 2019 |
Department(s): | Empirical Inference, Probabilistic Numerics |
Bibtex Type: | Article (article) |
DOI: | 10.1007/s11222-019-09900-1 |
State: | Published |
BibTex @article{TroKerSarHen19, title = {Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective}, author = {Tronarp, F. and Kersting, H. and S{\"a}rkk{\"a}, S.and Hennig P.}, journal = {Statistics and Computing}, volume = {29}, number = {6}, pages = {1297--1315}, year = {2019}, doi = {10.1007/s11222-019-09900-1} } |