24 citations · 54 across the 17 of their papers we have counts for
3 papers · 1 filter
Fenrir: Physics-Enhanced Regression for Initial Value Problems
Filip Tronarp, Nathanael Bosch, Philipp Hennig
We show how probabilistic numerics can be used to convert an initial value problem into a Gauss--Markov process parametrised by the dynamics of the initial value problem. Consequen…
A probabilistic Taylor expansion with Gaussian processes
Toni Karvonen, Jon Cockayne, Filip Tronarp +1
We study a class of Gaussian processes for which the posterior mean, for a particular choice of data, replicates a truncated Taylor expansion of any order. The data consist of deri…
Gaussian process classification using posterior linearisation
Ángel F. García-Fernández, Filip Tronarp, Simo Särkkä
This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained…