3 papers
math.ST2025
Constructive Disintegration and Conditional Modes
Nathaël Da Costa, Marvin Pförtner, Jon Cockayne
Conditioning, the central operation in Bayesian statistics, is formalised by the notion of disintegration of measures. However, due to the implicit nature of their definition, cons…
cs.LG2024
Scaling up Probabilistic PDE Simulators with Structured Volumetric Information
Tim Weiland, Marvin Pförtner, Philipp Hennig
Modeling real-world problems with partial differential equations (PDEs) is a prominent topic in scientific machine learning. Classic solvers for this task continue to play a centra…
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…