no code implementations • NeurIPS 2017 • Stefan Bauer, Nico S. Gorbach, Djordje Miladinovic, Joachim M. Buhmann
Many real world dynamical systems are described by stochastic differential equations.
1 code implementation • NeurIPS 2017 • Nico S. Gorbach, Stefan Bauer, Joachim M. Buhmann
That is why, despite the high computational cost, numerical integration is still the gold standard in many applications.
no code implementations • 21 Oct 2016 • Nico S. Gorbach, Stefan Bauer, Joachim M. Buhmann
The essence of gradient matching is to model the prior over state variables as a Gaussian process which implies that the joint distribution given the ODE's and GP kernels is also Gaussian distributed.