214 citations · 1.8k across the 88 of their papers we have counts for
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stat.ML2023★ 2 cited
The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions
Jonathan Schmidt, Philipp Hennig, Jörg Nick +1
Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make…
stat.ML2023
Bayesian Numerical Integration with Neural Networks
Katharina Ott, Michael Tiemann, Philipp Hennig +1
Bayesian probabilistic numerical methods for numerical integration offer significant advantages over their non-Bayesian counterparts: they can encode prior information about the in…