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20162026
most citedStrong convergence rates of probabilistic integrators for ordinary differential equations

25 citations · 125 across the 21 of their papers we have counts for

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stat.ME2026

Goal-oriented learning of stochastic differential equations using error bounds on path-space observables

Joanna Zou, Han Cheng Lie, Youssef Marzouk

Stochastic differential equations (SDEs), which serve as the governing equations for dynamical systems in a broad range of applications, can become cost-prohibitive for numerical s…

stat.ME2018★ 17 cited

Implicit Probabilistic Integrators for ODEs

Onur Teymur, Han Cheng Lie, Tim Sullivan +1

We introduce a family of implicit probabilistic integrators for initial value problems (IVPs), taking as a starting point the multistep Adams-Moulton method. The implicit construct…