3 citations · 7 across the 16 of their papers we have counts for
3 papers · 1 filter
Improved Calibration of Numerical Integration Error in Sigma-Point Filters
Jakub Prüher, Toni Karvonen, Chris J. Oates +2
The sigma-point filters, such as the UKF, which exploit numerical quadrature to obtain an additional order of accuracy in the moment transformation step, are popular alternatives t…
On the Bayesian Solution of Differential Equations
Junyang Wang, Jon Cockayne, Chris Oates
The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error…
Stein Points
Wilson Ye Chen, Lester Mackey, Jackson Gorham +2
An important task in computational statistics and machine learning is to approximate a posterior distribution with an empirical measure supported on a set of representative…