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math.NA2016★ 2 cited
A probabilistic model for the numerical solution of initial value problems
Michael Schober, Simo Särkkä, Philipp Hennig
Like many numerical methods, solvers for initial value problems (IVPs) on ordinary differential equations estimate an analytically intractable quantity, using the results of tracta…
math.NA2016★ 26 cited
Active Uncertainty Calibration in Bayesian ODE Solvers
Hans Kersting, Philipp Hennig
There is resurging interest, in statistics and machine learning, in solvers for ordinary differential equations (ODEs) that return probability measures instead of point estimates.…