48 citations · 48 across the 2 of their papers we have counts for
2 papers
stat.ME2015★ 48 cited
Probability Measures for Numerical Solutions of Differential Equations
Patrick R. Conrad, Mark Girolami, Simo Särkkä +2
In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions…
math.ST2013
Adaptive Metropolis Algorithm Using Variational Bayesian Adaptive Kalman Filter
Isambi S. Mbalawata, Simo Särkkä, Matti Vihola +1
Markov chain Monte Carlo (MCMC) methods are powerful computational tools for analysis of complex statistical problems. However, their computational efficiency is highly dependent o…