A probabilistic model for the numerical solution of initial value problems

17 Oct 2016 Michael Schober Simo Särkkä Philipp Hennig

Like many numerical methods, solvers for initial value problems (IVPs) on ordinary differential equations estimate an analytically intractable quantity, using the results of tractable computations as inputs. This structure is closely connected to the notion of inference on latent variables in statistics... (read more)

PDF Abstract

Tasks


Datasets


  Add Datasets introduced or used in this paper

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods used in the Paper


METHOD TYPE
Gaussian Process
Non-Parametric Classification