A Bayesian approach to estimate parameters of ordinary differential equation
Hanwen Huang, Andreas Handel, Xiao Song
Topics & Concepts
OdeOrdinary differential equationApplied mathematicsMathematicsMathematical optimizationConditional probability distributionBayesian probabilityPosterior probabilityJoint probability distributionComputer scienceAlgorithmDifferential equationStatisticsMathematical analysisGaussian Processes and Bayesian InferenceMarkov Chains and Monte Carlo MethodsProbabilistic and Robust Engineering Design