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)

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Gaussian Process
Non-Parametric Classification