Matches in SemOpenAlex for { <https://semopenalex.org/work/W2884255148> ?p ?o ?g. }
- W2884255148 abstract "A recently-introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value problems. These methods model the true solution $x$ and its first $q$ derivatives emph{a priori} as a Gauss--Markov process $boldsymbol{X}$, which is then iteratively conditioned on information about $dot{x}$. This article establishes worst-case local convergence rates of order $q+1$ for a wide range of versions of this Gaussian ODE filter, as well as global convergence rates of order $q$ in the case of $q=1$ and an integrated Brownian motion prior, and analyses how inaccurate information on $dot{x}$ coming from approximate evaluations of $f$ affects these rates. Moreover, we show that, in the globally convergent case, the posterior credible intervals are well calibrated in the sense that they globally contract at the same rate as the truncation error. We illustrate these theoretical results by numerical experiments which might indicate their generalizability to $q in {2,3,dots}$." @default.
- W2884255148 created "2018-08-03" @default.
- W2884255148 creator A5022872779 @default.
- W2884255148 creator A5048219289 @default.
- W2884255148 creator A5063265366 @default.
- W2884255148 date "2018-07-25" @default.
- W2884255148 modified "2023-09-27" @default.
- W2884255148 title "Convergence Rates of Gaussian ODE Filters" @default.
- W2884255148 cites W1029488735 @default.
- W2884255148 cites W119916070 @default.
- W2884255148 cites W1521738998 @default.
- W2884255148 cites W1559536185 @default.
- W2884255148 cites W1580561995 @default.
- W2884255148 cites W1598589417 @default.
- W2884255148 cites W1600349401 @default.
- W2884255148 cites W1746819321 @default.
- W2884255148 cites W1921511217 @default.
- W2884255148 cites W1977449329 @default.
- W2884255148 cites W2042388195 @default.
- W2884255148 cites W2042816208 @default.
- W2884255148 cites W2098626000 @default.
- W2884255148 cites W2110506975 @default.
- W2884255148 cites W2110720940 @default.
- W2884255148 cites W2122512809 @default.
- W2884255148 cites W2170316986 @default.
- W2884255148 cites W2293807537 @default.
- W2884255148 cites W2365455488 @default.
- W2884255148 cites W2467245180 @default.
- W2884255148 cites W2534928453 @default.
- W2884255148 cites W2539575372 @default.
- W2884255148 cites W2551251242 @default.
- W2884255148 cites W2596317820 @default.
- W2884255148 cites W2757782238 @default.
- W2884255148 cites W2923259933 @default.
- W2884255148 cites W2962738342 @default.
- W2884255148 cites W2962978099 @default.
- W2884255148 cites W2963105689 @default.
- W2884255148 cites W2973485694 @default.
- W2884255148 cites W3018539188 @default.
- W2884255148 cites W3099671035 @default.
- W2884255148 cites W3103055458 @default.
- W2884255148 cites W3104628076 @default.
- W2884255148 cites W4193965 @default.
- W2884255148 cites W88520345 @default.
- W2884255148 hasPublicationYear "2018" @default.
- W2884255148 type Work @default.
- W2884255148 sameAs 2884255148 @default.
- W2884255148 citedByCount "5" @default.
- W2884255148 countsByYear W28842551482018 @default.
- W2884255148 countsByYear W28842551482019 @default.
- W2884255148 countsByYear W28842551482020 @default.
- W2884255148 crossrefType "posted-content" @default.
- W2884255148 hasAuthorship W2884255148A5022872779 @default.
- W2884255148 hasAuthorship W2884255148A5048219289 @default.
- W2884255148 hasAuthorship W2884255148A5063265366 @default.
- W2884255148 hasConcept C105795698 @default.
- W2884255148 hasConcept C106195933 @default.
- W2884255148 hasConcept C111472728 @default.
- W2884255148 hasConcept C112401455 @default.
- W2884255148 hasConcept C121332964 @default.
- W2884255148 hasConcept C127162648 @default.
- W2884255148 hasConcept C134306372 @default.
- W2884255148 hasConcept C138885662 @default.
- W2884255148 hasConcept C159985019 @default.
- W2884255148 hasConcept C162324750 @default.
- W2884255148 hasConcept C163716315 @default.
- W2884255148 hasConcept C192562407 @default.
- W2884255148 hasConcept C204323151 @default.
- W2884255148 hasConcept C26955809 @default.
- W2884255148 hasConcept C2777303404 @default.
- W2884255148 hasConcept C28826006 @default.
- W2884255148 hasConcept C31258907 @default.
- W2884255148 hasConcept C33923547 @default.
- W2884255148 hasConcept C34862557 @default.
- W2884255148 hasConcept C41008148 @default.
- W2884255148 hasConcept C50522688 @default.
- W2884255148 hasConcept C51544822 @default.
- W2884255148 hasConcept C57869625 @default.
- W2884255148 hasConcept C61326573 @default.
- W2884255148 hasConcept C62520636 @default.
- W2884255148 hasConcept C75553542 @default.
- W2884255148 hasConcept C78045399 @default.
- W2884255148 hasConceptScore W2884255148C105795698 @default.
- W2884255148 hasConceptScore W2884255148C106195933 @default.
- W2884255148 hasConceptScore W2884255148C111472728 @default.
- W2884255148 hasConceptScore W2884255148C112401455 @default.
- W2884255148 hasConceptScore W2884255148C121332964 @default.
- W2884255148 hasConceptScore W2884255148C127162648 @default.
- W2884255148 hasConceptScore W2884255148C134306372 @default.
- W2884255148 hasConceptScore W2884255148C138885662 @default.
- W2884255148 hasConceptScore W2884255148C159985019 @default.
- W2884255148 hasConceptScore W2884255148C162324750 @default.
- W2884255148 hasConceptScore W2884255148C163716315 @default.
- W2884255148 hasConceptScore W2884255148C192562407 @default.
- W2884255148 hasConceptScore W2884255148C204323151 @default.
- W2884255148 hasConceptScore W2884255148C26955809 @default.
- W2884255148 hasConceptScore W2884255148C2777303404 @default.
- W2884255148 hasConceptScore W2884255148C28826006 @default.
- W2884255148 hasConceptScore W2884255148C31258907 @default.
- W2884255148 hasConceptScore W2884255148C33923547 @default.