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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…
cs.LG2021
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…