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20202022
most citedStable Implementation of Probabilistic ODE Solvers

7 citations · 22 across the 7 of their papers we have counts for

collaborators

7 papers

cs.LG2022★ 4 cited

Approximate Bayesian Neural Operators: Uncertainty Quantification for Parametric PDEs

Emilia Magnani, Nicholas Krämer, Runa Eschenhagen +2

Neural operators are a type of deep architecture that learns to solve (i.e. learns the nonlinear solution operator of) partial differential equations (PDEs). The current state of t…

cs.MS2021

ProbNum: Probabilistic Numerics in Python

Jonathan Wenger, Nicholas Krämer, Marvin Pförtner +9

Probabilistic numerical methods (PNMs) solve numerical problems via probabilistic inference. They have been developed for linear algebra, optimization, integration and differential…

stat.ML2021★ 5 cited

Probabilistic ODE Solutions in Millions of Dimensions

Nicholas Krämer, Nathanael Bosch, Jonathan Schmidt +1

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this w…

math.NA2021★ 2 cited

Probabilistic Numerical Method of Lines for Time-Dependent Partial Differential Equations

Nicholas Krämer, Jonathan Schmidt, Philipp Hennig

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE s…

stat.ML2021★ 1 cited

Linear-Time Probabilistic Solutions of Boundary Value Problems

Nicholas Krämer, Philipp Hennig

We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions. In contrast…

stat.ML2021★ 3 cited

A Probabilistic State Space Model for Joint Inference from Differential Equations and Data

Jonathan Schmidt, Nicholas Krämer, Philipp Hennig

Mechanistic models with differential equations are a key component of scientific applications of machine learning. Inference in such models is usually computationally demanding, be…

stat.ML2020★ 7 cited

Stable Implementation of Probabilistic ODE Solvers

Nicholas Krämer, Philipp Hennig

Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their co…