This construction is achieved by Gaussian ODE filtering (GODEF): https://t.co/qDjpc0dbP0 It gives an approximation of the forward map (likelihood). This approximation has two advantages: First, it is aware of the numerical uncertainty; see figure. 3/7 htt
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この辺を見れば良いのかな・・・? https://t.co/TXvEKvdiGy
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RT @HansKersting: Our new paper 'Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspect…
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Our new paper 'Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective' with Filip Tronarp, @simosarkka, and Philipp Hennig has just been published by Statistics and Computing: https://t.co/4QFmE8oQGM