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Bayesian ODE Solvers: The Maximum A Posteriori Estimate
The remaining three classes are termed explicit, semi-implicit, and implicit, which are in similarity with the classical notions corresponding to conditions on the vector field, under which the filter update produces a local maximum a posteriori estimate.
Sequential Inference for Latent Force Models
Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components.
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