activity
20172021
most citedStudent-t Process Quadratures for Filtering of Non-Linear Systems with Heavy-Tailed Noise

3 citations · 4 across the 4 of their papers we have counts for

collaborators

11 papers

stat.ML2021

Pick-and-Mix Information Operators for Probabilistic ODE Solvers

Nathanael Bosch, Filip Tronarp, Philipp Hennig

Probabilistic numerical solvers for ordinary differential equations compute posterior distributions over the solution of an initial value problem via Bayesian inference. In this pa…

math.NA2020

Calibrated Adaptive Probabilistic ODE Solvers

Nathanael Bosch, Philipp Hennig, Filip Tronarp

Probabilistic solvers for ordinary differential equations assign a posterior measure to the solution of an initial value problem. The joint covariance of this distribution provides…

math.OC2020

Variable Splitting Methods for Constrained State Estimation in Partially Observed Markov Processes

Rui Gao, Filip Tronarp, Simo Särkkä

In this paper, we propose a class of efficient, accurate, and general methods for solving state-estimation problems with equality and inequality constraints. The methods are based…

math.OC20201 cited

Continuous-Discrete Filtering and Smoothing on Submanifolds of Euclidean Space

Filip Tronarp, Simo Särkkä

In this paper the issue of filtering and smoothing in continuous discrete time is studied when the state variable evolves in some submanifold of Euclidean space, which may not have…

math.NA2020

Bayesian ODE Solvers: The Maximum A Posteriori Estimate

Filip Tronarp, Simo Sarkka, Philipp Hennig

It has recently been established that the numerical solution of ordinary differential equations can be posed as a nonlinear Bayesian inference problem, which can be approximately s…

math.ST2020

Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions

Toni Karvonen, George Wynne, Filip Tronarp +2

Despite the ubiquity of the Gaussian process regression model, few theoretical results are available that account for the fact that parameters of the covariance kernel typically ne…