Bayesian Solution Uncertainty Quantification for Differential Equations
Work
Year: 2016
Type: article
Abstract: 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 u... more
Source: Bayesian Analysis
Institutions The Ohio State University, Simon Fraser University, Actua, Imperial College London, University of Warwick
Cites: 38
Cited by: 137
Related to: 10
FWCI: 14.36
Citation percentile (by year/subfield): 92.96
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: diamond