Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective.
Filip TronarpHans KerstingSimo SärkkäPhilipp HennigPublished in: Stat. Comput. (2019)
Keyphrases
- ordinary differential equations
- bayesian filtering
- differential equations
- dynamic systems
- numerical integration
- numerical solution
- mathematical models
- taylor series
- particle filtering
- partial differential equations
- bayesian networks
- visual tracking
- kalman filter
- probabilistic model
- biological systems
- generative model
- computer vision
- object tracking
- complex systems