24 citations · 54 across the 17 of their papers we have counts for
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stat.ME2018
Probabilistic Solutions To Ordinary Differential Equations As Non-Linear Bayesian Filtering: A New Perspective
Filip Tronarp, Hans Kersting, Simo Särkkä +1
We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measureme…
stat.ME2018
Iterative Statistical Linear Regression for Gaussian Smoothing in Continuous-Time Non-linear Stochastic Dynamic Systems
Filip Tronarp, Simo Särkkä
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stocha…
stat.ME2017★ 3 cited
Student-t Process Quadratures for Filtering of Non-Linear Systems with Heavy-Tailed Noise
Jakub Prüher, Filip Tronarp, Toni Karvonen +2
The aim of this article is to design a moment transformation for Student- t distributed random variables, which is able to account for the error in the numerically computed mean. W…