Bayesian Solution Uncertainty Quantification for Differential Equations
نویسندگان
چکیده
منابع مشابه
Bayesian Solution Uncertainty Quantification for Differential Equations
We explore probability modelling of discretization uncertainty for system states defined implicitly by ordinary or partial differential equations. Accounting for this uncertainty can avoid posterior under-coverage when likelihoods are constructed from a coarsely discretized approximation to system equations. A formalism is proposed for inferring a fixed but a priori unknown model trajectory thr...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2016
ISSN: 1936-0975
DOI: 10.1214/16-ba1017