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stat.ME2026
Predictively-Oriented Kalman Filtering
Zheyang Shen, Gerardo Duran-Martin, Chris. J. Oates
This paper presents a post-Bayesian approach to online filtering in nonlinear state-space models, capable of avoiding over-confident inferences in settings where either the dynamic…
stat.ME2026
Sparse Probabilistic Richardson Extrapolation
Chris. J. Oates, Richard Howey, Toni Karvonen
Almost every numerical task can be cast as extrapolation with respect to the fidelity or tolerance parameters of a consistent numerical method. This perspective enables probabilist…
stat.ME2025
Prediction-Centric Uncertainty Quantification via MMD
Zheyang Shen, Jeremias Knoblauch, Sam Power +1
Deterministic mathematical models, such as those specified via differential equations, are a powerful tool to communicate scientific insight. However, such models are necessarily s…