24 citations · 54 across the 17 of their papers we have counts for
3 papers · 1 filter
Parallel-in-Time Probabilistic Numerical ODE Solvers
Nathanael Bosch, Adrien Corenflos, Fatemeh Yaghoobi +3
Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from…
The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions
Jonathan Schmidt, Philipp Hennig, Jörg Nick +1
Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make…
Probabilistic Exponential Integrators
Nathanael Bosch, Philipp Hennig, Filip Tronarp
Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, the…